Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,170 |
10,185 |
15 |
0.1% |
9,845 |
High |
10,305 |
10,225 |
-80 |
-0.8% |
10,200 |
Low |
10,150 |
9,945 |
-205 |
-2.0% |
9,845 |
Close |
10,200 |
9,980 |
-220 |
-2.2% |
10,040 |
Range |
155 |
280 |
125 |
80.6% |
355 |
ATR |
180 |
188 |
7 |
3.9% |
0 |
Volume |
6,737 |
8,631 |
1,894 |
28.1% |
43,080 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,890 |
10,715 |
10,134 |
|
R3 |
10,610 |
10,435 |
10,057 |
|
R2 |
10,330 |
10,330 |
10,031 |
|
R1 |
10,155 |
10,155 |
10,006 |
10,103 |
PP |
10,050 |
10,050 |
10,050 |
10,024 |
S1 |
9,875 |
9,875 |
9,954 |
9,823 |
S2 |
9,770 |
9,770 |
9,929 |
|
S3 |
9,490 |
9,595 |
9,903 |
|
S4 |
9,210 |
9,315 |
9,826 |
|
|
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 |
9,945 |
360 |
3.6% |
169 |
1.7% |
10% |
False |
True |
8,181 |
10 |
10,305 |
9,440 |
865 |
8.7% |
191 |
1.9% |
62% |
False |
False |
9,736 |
20 |
10,305 |
9,420 |
885 |
8.9% |
206 |
2.1% |
63% |
False |
False |
5,359 |
40 |
11,150 |
9,420 |
1,730 |
17.3% |
123 |
1.2% |
32% |
False |
False |
2,680 |
60 |
11,465 |
9,420 |
2,045 |
20.5% |
83 |
0.8% |
27% |
False |
False |
1,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,415 |
2.618 |
10,958 |
1.618 |
10,678 |
1.000 |
10,505 |
0.618 |
10,398 |
HIGH |
10,225 |
0.618 |
10,118 |
0.500 |
10,085 |
0.382 |
10,052 |
LOW |
9,945 |
0.618 |
9,772 |
1.000 |
9,665 |
1.618 |
9,492 |
2.618 |
9,212 |
4.250 |
8,755 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,085 |
10,125 |
PP |
10,050 |
10,077 |
S1 |
10,015 |
10,028 |
|