Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,185 |
9,960 |
-225 |
-2.2% |
9,845 |
High |
10,225 |
10,015 |
-210 |
-2.1% |
10,200 |
Low |
9,945 |
9,820 |
-125 |
-1.3% |
9,845 |
Close |
9,980 |
9,925 |
-55 |
-0.6% |
10,040 |
Range |
280 |
195 |
-85 |
-30.4% |
355 |
ATR |
188 |
188 |
1 |
0.3% |
0 |
Volume |
8,631 |
11,574 |
2,943 |
34.1% |
43,080 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,505 |
10,410 |
10,032 |
|
R3 |
10,310 |
10,215 |
9,979 |
|
R2 |
10,115 |
10,115 |
9,961 |
|
R1 |
10,020 |
10,020 |
9,943 |
9,970 |
PP |
9,920 |
9,920 |
9,920 |
9,895 |
S1 |
9,825 |
9,825 |
9,907 |
9,775 |
S2 |
9,725 |
9,725 |
9,889 |
|
S3 |
9,530 |
9,630 |
9,872 |
|
S4 |
9,335 |
9,435 |
9,818 |
|
|
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 |
9,820 |
485 |
4.9% |
173 |
1.7% |
22% |
False |
True |
8,843 |
10 |
10,305 |
9,505 |
800 |
8.1% |
187 |
1.9% |
53% |
False |
False |
9,938 |
20 |
10,305 |
9,420 |
885 |
8.9% |
210 |
2.1% |
57% |
False |
False |
5,937 |
40 |
11,150 |
9,420 |
1,730 |
17.4% |
127 |
1.3% |
29% |
False |
False |
2,970 |
60 |
11,465 |
9,420 |
2,045 |
20.6% |
86 |
0.9% |
25% |
False |
False |
1,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,844 |
2.618 |
10,526 |
1.618 |
10,331 |
1.000 |
10,210 |
0.618 |
10,136 |
HIGH |
10,015 |
0.618 |
9,941 |
0.500 |
9,918 |
0.382 |
9,895 |
LOW |
9,820 |
0.618 |
9,700 |
1.000 |
9,625 |
1.618 |
9,505 |
2.618 |
9,310 |
4.250 |
8,991 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,923 |
10,063 |
PP |
9,920 |
10,017 |
S1 |
9,918 |
9,971 |
|