Trading Metrics calculated at close of trading on 30-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
20,577 |
19,877 |
-700 |
-3.4% |
20,324 |
High |
20,595 |
20,000 |
-595 |
-2.9% |
20,799 |
Low |
20,022 |
19,877 |
-145 |
-0.7% |
20,324 |
Close |
20,055 |
19,948 |
-107 |
-0.5% |
20,535 |
Range |
573 |
123 |
-450 |
-78.5% |
475 |
ATR |
305 |
296 |
-9 |
-3.0% |
0 |
Volume |
591 |
142 |
-449 |
-76.0% |
1,918 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,311 |
20,252 |
20,016 |
|
R3 |
20,188 |
20,129 |
19,982 |
|
R2 |
20,065 |
20,065 |
19,971 |
|
R1 |
20,006 |
20,006 |
19,959 |
20,036 |
PP |
19,942 |
19,942 |
19,942 |
19,956 |
S1 |
19,883 |
19,883 |
19,937 |
19,913 |
S2 |
19,819 |
19,819 |
19,925 |
|
S3 |
19,696 |
19,760 |
19,914 |
|
S4 |
19,573 |
19,637 |
19,880 |
|
|
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 |
20,730 |
19,877 |
853 |
4.3% |
239 |
1.2% |
8% |
False |
True |
459 |
10 |
20,799 |
19,877 |
922 |
4.6% |
237 |
1.2% |
8% |
False |
True |
350 |
20 |
20,799 |
18,890 |
1,909 |
9.6% |
221 |
1.1% |
55% |
False |
False |
257 |
40 |
20,799 |
18,725 |
2,074 |
10.4% |
260 |
1.3% |
59% |
False |
False |
227 |
60 |
21,927 |
18,725 |
3,202 |
16.1% |
236 |
1.2% |
38% |
False |
False |
190 |
80 |
21,927 |
18,725 |
3,202 |
16.1% |
221 |
1.1% |
38% |
False |
False |
159 |
100 |
21,927 |
18,725 |
3,202 |
16.1% |
203 |
1.0% |
38% |
False |
False |
135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,523 |
2.618 |
20,322 |
1.618 |
20,199 |
1.000 |
20,123 |
0.618 |
20,076 |
HIGH |
20,000 |
0.618 |
19,953 |
0.500 |
19,939 |
0.382 |
19,924 |
LOW |
19,877 |
0.618 |
19,801 |
1.000 |
19,754 |
1.618 |
19,678 |
2.618 |
19,555 |
4.250 |
19,354 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
19,945 |
20,294 |
PP |
19,942 |
20,178 |
S1 |
19,939 |
20,063 |
|