Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
9,905 |
9,790 |
-115 |
-1.2% |
10,170 |
High |
10,040 |
9,835 |
-205 |
-2.0% |
10,305 |
Low |
9,730 |
9,700 |
-30 |
-0.3% |
9,700 |
Close |
9,795 |
9,790 |
-5 |
-0.1% |
9,790 |
Range |
310 |
135 |
-175 |
-56.5% |
605 |
ATR |
197 |
192 |
-4 |
-2.2% |
0 |
Volume |
9,712 |
11,211 |
1,499 |
15.4% |
47,865 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,180 |
10,120 |
9,864 |
|
R3 |
10,045 |
9,985 |
9,827 |
|
R2 |
9,910 |
9,910 |
9,815 |
|
R1 |
9,850 |
9,850 |
9,803 |
9,858 |
PP |
9,775 |
9,775 |
9,775 |
9,779 |
S1 |
9,715 |
9,715 |
9,778 |
9,723 |
S2 |
9,640 |
9,640 |
9,765 |
|
S3 |
9,505 |
9,580 |
9,753 |
|
S4 |
9,370 |
9,445 |
9,716 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,747 |
11,373 |
10,123 |
|
R3 |
11,142 |
10,768 |
9,957 |
|
R2 |
10,537 |
10,537 |
9,901 |
|
R1 |
10,163 |
10,163 |
9,846 |
10,048 |
PP |
9,932 |
9,932 |
9,932 |
9,874 |
S1 |
9,558 |
9,558 |
9,735 |
9,443 |
S2 |
9,327 |
9,327 |
9,679 |
|
S3 |
8,722 |
8,953 |
9,624 |
|
S4 |
8,117 |
8,348 |
9,457 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,305 |
9,700 |
605 |
6.2% |
215 |
2.2% |
15% |
False |
True |
9,573 |
10 |
10,305 |
9,700 |
605 |
6.2% |
187 |
1.9% |
15% |
False |
True |
9,094 |
20 |
10,305 |
9,420 |
885 |
9.0% |
203 |
2.1% |
42% |
False |
False |
6,980 |
40 |
11,150 |
9,420 |
1,730 |
17.7% |
139 |
1.4% |
21% |
False |
False |
3,493 |
60 |
11,465 |
9,420 |
2,045 |
20.9% |
94 |
1.0% |
18% |
False |
False |
2,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,409 |
2.618 |
10,189 |
1.618 |
10,054 |
1.000 |
9,970 |
0.618 |
9,919 |
HIGH |
9,835 |
0.618 |
9,784 |
0.500 |
9,768 |
0.382 |
9,752 |
LOW |
9,700 |
0.618 |
9,617 |
1.000 |
9,565 |
1.618 |
9,482 |
2.618 |
9,347 |
4.250 |
9,126 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,783 |
9,870 |
PP |
9,775 |
9,843 |
S1 |
9,768 |
9,817 |
|