Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
9,960 |
9,905 |
-55 |
-0.6% |
9,845 |
High |
10,015 |
10,040 |
25 |
0.2% |
10,200 |
Low |
9,820 |
9,730 |
-90 |
-0.9% |
9,845 |
Close |
9,925 |
9,795 |
-130 |
-1.3% |
10,040 |
Range |
195 |
310 |
115 |
59.0% |
355 |
ATR |
188 |
197 |
9 |
4.6% |
0 |
Volume |
11,574 |
9,712 |
-1,862 |
-16.1% |
43,080 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,785 |
10,600 |
9,966 |
|
R3 |
10,475 |
10,290 |
9,880 |
|
R2 |
10,165 |
10,165 |
9,852 |
|
R1 |
9,980 |
9,980 |
9,824 |
9,918 |
PP |
9,855 |
9,855 |
9,855 |
9,824 |
S1 |
9,670 |
9,670 |
9,767 |
9,608 |
S2 |
9,545 |
9,545 |
9,738 |
|
S3 |
9,235 |
9,360 |
9,710 |
|
S4 |
8,925 |
9,050 |
9,625 |
|
|
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 |
9,730 |
575 |
5.9% |
202 |
2.1% |
11% |
False |
True |
9,347 |
10 |
10,305 |
9,675 |
630 |
6.4% |
191 |
1.9% |
19% |
False |
False |
9,299 |
20 |
10,305 |
9,420 |
885 |
9.0% |
205 |
2.1% |
42% |
False |
False |
6,421 |
40 |
11,150 |
9,420 |
1,730 |
17.7% |
135 |
1.4% |
22% |
False |
False |
3,212 |
60 |
11,465 |
9,420 |
2,045 |
20.9% |
92 |
0.9% |
18% |
False |
False |
2,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,358 |
2.618 |
10,852 |
1.618 |
10,542 |
1.000 |
10,350 |
0.618 |
10,232 |
HIGH |
10,040 |
0.618 |
9,922 |
0.500 |
9,885 |
0.382 |
9,849 |
LOW |
9,730 |
0.618 |
9,539 |
1.000 |
9,420 |
1.618 |
9,229 |
2.618 |
8,919 |
4.250 |
8,413 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,885 |
9,978 |
PP |
9,855 |
9,917 |
S1 |
9,825 |
9,856 |
|