Trading Metrics calculated at close of trading on 28-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
9,790 |
9,790 |
0 |
0.0% |
10,170 |
High |
9,835 |
9,815 |
-20 |
-0.2% |
10,305 |
Low |
9,700 |
9,675 |
-25 |
-0.3% |
9,700 |
Close |
9,790 |
9,705 |
-85 |
-0.9% |
9,790 |
Range |
135 |
140 |
5 |
3.7% |
605 |
ATR |
192 |
189 |
-4 |
-1.9% |
0 |
Volume |
11,211 |
9,557 |
-1,654 |
-14.8% |
47,865 |
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,152 |
10,068 |
9,782 |
|
R3 |
10,012 |
9,928 |
9,744 |
|
R2 |
9,872 |
9,872 |
9,731 |
|
R1 |
9,788 |
9,788 |
9,718 |
9,760 |
PP |
9,732 |
9,732 |
9,732 |
9,718 |
S1 |
9,648 |
9,648 |
9,692 |
9,620 |
S2 |
9,592 |
9,592 |
9,679 |
|
S3 |
9,452 |
9,508 |
9,667 |
|
S4 |
9,312 |
9,368 |
9,628 |
|
|
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 |
10,225 |
9,675 |
550 |
5.7% |
212 |
2.2% |
5% |
False |
True |
10,137 |
10 |
10,305 |
9,675 |
630 |
6.5% |
187 |
1.9% |
5% |
False |
True |
9,076 |
20 |
10,305 |
9,420 |
885 |
9.1% |
200 |
2.1% |
32% |
False |
False |
7,456 |
40 |
11,060 |
9,420 |
1,640 |
16.9% |
142 |
1.5% |
17% |
False |
False |
3,732 |
60 |
11,465 |
9,420 |
2,045 |
21.1% |
96 |
1.0% |
14% |
False |
False |
2,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,410 |
2.618 |
10,182 |
1.618 |
10,042 |
1.000 |
9,955 |
0.618 |
9,902 |
HIGH |
9,815 |
0.618 |
9,762 |
0.500 |
9,745 |
0.382 |
9,729 |
LOW |
9,675 |
0.618 |
9,589 |
1.000 |
9,535 |
1.618 |
9,449 |
2.618 |
9,309 |
4.250 |
9,080 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,745 |
9,858 |
PP |
9,732 |
9,807 |
S1 |
9,718 |
9,756 |
|