Trading Metrics calculated at close of trading on 28-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
20,488 |
20,560 |
72 |
0.4% |
20,324 |
High |
20,585 |
20,710 |
125 |
0.6% |
20,799 |
Low |
20,424 |
20,551 |
127 |
0.6% |
20,324 |
Close |
20,535 |
20,605 |
70 |
0.3% |
20,535 |
Range |
161 |
159 |
-2 |
-1.2% |
475 |
ATR |
292 |
284 |
-8 |
-2.9% |
0 |
Volume |
362 |
450 |
88 |
24.3% |
1,918 |
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,099 |
21,011 |
20,692 |
|
R3 |
20,940 |
20,852 |
20,649 |
|
R2 |
20,781 |
20,781 |
20,634 |
|
R1 |
20,693 |
20,693 |
20,620 |
20,737 |
PP |
20,622 |
20,622 |
20,622 |
20,644 |
S1 |
20,534 |
20,534 |
20,590 |
20,578 |
S2 |
20,463 |
20,463 |
20,576 |
|
S3 |
20,304 |
20,375 |
20,561 |
|
S4 |
20,145 |
20,216 |
20,518 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,978 |
21,731 |
20,796 |
|
R3 |
21,503 |
21,256 |
20,666 |
|
R2 |
21,028 |
21,028 |
20,622 |
|
R1 |
20,781 |
20,781 |
20,579 |
20,905 |
PP |
20,553 |
20,553 |
20,553 |
20,614 |
S1 |
20,306 |
20,306 |
20,491 |
20,430 |
S2 |
20,078 |
20,078 |
20,448 |
|
S3 |
19,603 |
19,831 |
20,404 |
|
S4 |
19,128 |
19,356 |
20,274 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,799 |
20,424 |
375 |
1.8% |
173 |
0.8% |
48% |
False |
False |
432 |
10 |
20,799 |
19,782 |
1,017 |
4.9% |
196 |
1.0% |
81% |
False |
False |
308 |
20 |
20,799 |
18,890 |
1,909 |
9.3% |
212 |
1.0% |
90% |
False |
False |
234 |
40 |
20,799 |
18,725 |
2,074 |
10.1% |
252 |
1.2% |
91% |
False |
False |
214 |
60 |
21,927 |
18,725 |
3,202 |
15.5% |
230 |
1.1% |
59% |
False |
False |
183 |
80 |
21,927 |
18,725 |
3,202 |
15.5% |
215 |
1.0% |
59% |
False |
False |
154 |
100 |
21,927 |
18,725 |
3,202 |
15.5% |
196 |
1.0% |
59% |
False |
False |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,386 |
2.618 |
21,126 |
1.618 |
20,967 |
1.000 |
20,869 |
0.618 |
20,808 |
HIGH |
20,710 |
0.618 |
20,649 |
0.500 |
20,631 |
0.382 |
20,612 |
LOW |
20,551 |
0.618 |
20,453 |
1.000 |
20,392 |
1.618 |
20,294 |
2.618 |
20,135 |
4.250 |
19,875 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
20,631 |
20,596 |
PP |
20,622 |
20,586 |
S1 |
20,614 |
20,577 |
|