Trading Metrics calculated at close of trading on 21-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,050 |
10,170 |
120 |
1.2% |
9,845 |
High |
10,075 |
10,305 |
230 |
2.3% |
10,200 |
Low |
10,005 |
10,150 |
145 |
1.4% |
9,845 |
Close |
10,040 |
10,200 |
160 |
1.6% |
10,040 |
Range |
70 |
155 |
85 |
121.4% |
355 |
ATR |
174 |
180 |
7 |
3.7% |
0 |
Volume |
10,083 |
6,737 |
-3,346 |
-33.2% |
43,080 |
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,683 |
10,597 |
10,285 |
|
R3 |
10,528 |
10,442 |
10,243 |
|
R2 |
10,373 |
10,373 |
10,229 |
|
R1 |
10,287 |
10,287 |
10,214 |
10,330 |
PP |
10,218 |
10,218 |
10,218 |
10,240 |
S1 |
10,132 |
10,132 |
10,186 |
10,175 |
S2 |
10,063 |
10,063 |
10,172 |
|
S3 |
9,908 |
9,977 |
10,158 |
|
S4 |
9,753 |
9,822 |
10,115 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,093 |
10,922 |
10,235 |
|
R3 |
10,738 |
10,567 |
10,138 |
|
R2 |
10,383 |
10,383 |
10,105 |
|
R1 |
10,212 |
10,212 |
10,073 |
10,298 |
PP |
10,028 |
10,028 |
10,028 |
10,071 |
S1 |
9,857 |
9,857 |
10,008 |
9,943 |
S2 |
9,673 |
9,673 |
9,975 |
|
S3 |
9,318 |
9,502 |
9,943 |
|
S4 |
8,963 |
9,147 |
9,845 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,305 |
9,855 |
450 |
4.4% |
162 |
1.6% |
77% |
True |
False |
8,015 |
10 |
10,305 |
9,420 |
885 |
8.7% |
181 |
1.8% |
88% |
True |
False |
9,727 |
20 |
10,305 |
9,420 |
885 |
8.7% |
192 |
1.9% |
88% |
True |
False |
4,928 |
40 |
11,200 |
9,420 |
1,780 |
17.5% |
116 |
1.1% |
44% |
False |
False |
2,465 |
60 |
11,465 |
9,420 |
2,045 |
20.0% |
79 |
0.8% |
38% |
False |
False |
1,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,964 |
2.618 |
10,711 |
1.618 |
10,556 |
1.000 |
10,460 |
0.618 |
10,401 |
HIGH |
10,305 |
0.618 |
10,246 |
0.500 |
10,228 |
0.382 |
10,209 |
LOW |
10,150 |
0.618 |
10,054 |
1.000 |
9,995 |
1.618 |
9,899 |
2.618 |
9,744 |
4.250 |
9,491 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,228 |
10,183 |
PP |
10,218 |
10,165 |
S1 |
10,209 |
10,148 |
|