Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
9,790 |
9,720 |
-70 |
-0.7% |
10,170 |
High |
9,815 |
9,785 |
-30 |
-0.3% |
10,305 |
Low |
9,675 |
9,320 |
-355 |
-3.7% |
9,700 |
Close |
9,705 |
9,375 |
-330 |
-3.4% |
9,790 |
Range |
140 |
465 |
325 |
232.1% |
605 |
ATR |
189 |
208 |
20 |
10.5% |
0 |
Volume |
9,557 |
9,817 |
260 |
2.7% |
47,865 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,888 |
10,597 |
9,631 |
|
R3 |
10,423 |
10,132 |
9,503 |
|
R2 |
9,958 |
9,958 |
9,460 |
|
R1 |
9,667 |
9,667 |
9,418 |
9,580 |
PP |
9,493 |
9,493 |
9,493 |
9,450 |
S1 |
9,202 |
9,202 |
9,333 |
9,115 |
S2 |
9,028 |
9,028 |
9,290 |
|
S3 |
8,563 |
8,737 |
9,247 |
|
S4 |
8,098 |
8,272 |
9,119 |
|
|
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 |
10,040 |
9,320 |
720 |
7.7% |
249 |
2.7% |
8% |
False |
True |
10,374 |
10 |
10,305 |
9,320 |
985 |
10.5% |
209 |
2.2% |
6% |
False |
True |
9,278 |
20 |
10,305 |
9,320 |
985 |
10.5% |
215 |
2.3% |
6% |
False |
True |
7,946 |
40 |
10,800 |
9,320 |
1,480 |
15.8% |
154 |
1.6% |
4% |
False |
True |
3,977 |
60 |
11,465 |
9,320 |
2,145 |
22.9% |
104 |
1.1% |
3% |
False |
True |
2,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,761 |
2.618 |
11,002 |
1.618 |
10,537 |
1.000 |
10,250 |
0.618 |
10,072 |
HIGH |
9,785 |
0.618 |
9,607 |
0.500 |
9,553 |
0.382 |
9,498 |
LOW |
9,320 |
0.618 |
9,033 |
1.000 |
8,855 |
1.618 |
8,568 |
2.618 |
8,103 |
4.250 |
7,344 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,553 |
9,578 |
PP |
9,493 |
9,510 |
S1 |
9,434 |
9,443 |
|