Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
20,560 |
20,577 |
17 |
0.1% |
20,324 |
High |
20,710 |
20,595 |
-115 |
-0.6% |
20,799 |
Low |
20,551 |
20,022 |
-529 |
-2.6% |
20,324 |
Close |
20,605 |
20,055 |
-550 |
-2.7% |
20,535 |
Range |
159 |
573 |
414 |
260.4% |
475 |
ATR |
284 |
305 |
21 |
7.5% |
0 |
Volume |
450 |
591 |
141 |
31.3% |
1,918 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,943 |
21,572 |
20,370 |
|
R3 |
21,370 |
20,999 |
20,213 |
|
R2 |
20,797 |
20,797 |
20,160 |
|
R1 |
20,426 |
20,426 |
20,108 |
20,325 |
PP |
20,224 |
20,224 |
20,224 |
20,174 |
S1 |
19,853 |
19,853 |
20,002 |
19,752 |
S2 |
19,651 |
19,651 |
19,950 |
|
S3 |
19,078 |
19,280 |
19,897 |
|
S4 |
18,505 |
18,707 |
19,740 |
|
|
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 |
20,747 |
20,022 |
725 |
3.6% |
258 |
1.3% |
5% |
False |
True |
511 |
10 |
20,799 |
19,782 |
1,017 |
5.1% |
243 |
1.2% |
27% |
False |
False |
357 |
20 |
20,799 |
18,890 |
1,909 |
9.5% |
230 |
1.1% |
61% |
False |
False |
253 |
40 |
20,799 |
18,725 |
2,074 |
10.3% |
260 |
1.3% |
64% |
False |
False |
226 |
60 |
21,927 |
18,725 |
3,202 |
16.0% |
236 |
1.2% |
42% |
False |
False |
190 |
80 |
21,927 |
18,725 |
3,202 |
16.0% |
221 |
1.1% |
42% |
False |
False |
160 |
100 |
21,927 |
18,725 |
3,202 |
16.0% |
202 |
1.0% |
42% |
False |
False |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,030 |
2.618 |
22,095 |
1.618 |
21,522 |
1.000 |
21,168 |
0.618 |
20,949 |
HIGH |
20,595 |
0.618 |
20,376 |
0.500 |
20,309 |
0.382 |
20,241 |
LOW |
20,022 |
0.618 |
19,668 |
1.000 |
19,449 |
1.618 |
19,095 |
2.618 |
18,522 |
4.250 |
17,587 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
20,309 |
20,366 |
PP |
20,224 |
20,262 |
S1 |
20,140 |
20,159 |
|