Trading Metrics calculated at close of trading on 30-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
9,720 |
9,380 |
-340 |
-3.5% |
10,170 |
High |
9,785 |
9,445 |
-340 |
-3.5% |
10,305 |
Low |
9,320 |
9,235 |
-85 |
-0.9% |
9,700 |
Close |
9,375 |
9,245 |
-130 |
-1.4% |
9,790 |
Range |
465 |
210 |
-255 |
-54.8% |
605 |
ATR |
208 |
209 |
0 |
0.1% |
0 |
Volume |
9,817 |
14,669 |
4,852 |
49.4% |
47,865 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,938 |
9,802 |
9,361 |
|
R3 |
9,728 |
9,592 |
9,303 |
|
R2 |
9,518 |
9,518 |
9,284 |
|
R1 |
9,382 |
9,382 |
9,264 |
9,345 |
PP |
9,308 |
9,308 |
9,308 |
9,290 |
S1 |
9,172 |
9,172 |
9,226 |
9,135 |
S2 |
9,098 |
9,098 |
9,207 |
|
S3 |
8,888 |
8,962 |
9,187 |
|
S4 |
8,678 |
8,752 |
9,130 |
|
|
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 |
9,235 |
805 |
8.7% |
252 |
2.7% |
1% |
False |
True |
10,993 |
10 |
10,305 |
9,235 |
1,070 |
11.6% |
213 |
2.3% |
1% |
False |
True |
9,918 |
20 |
10,305 |
9,235 |
1,070 |
11.6% |
217 |
2.3% |
1% |
False |
True |
8,668 |
40 |
10,800 |
9,235 |
1,565 |
16.9% |
159 |
1.7% |
1% |
False |
True |
4,344 |
60 |
11,410 |
9,235 |
2,175 |
23.5% |
107 |
1.2% |
0% |
False |
True |
2,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,338 |
2.618 |
9,995 |
1.618 |
9,785 |
1.000 |
9,655 |
0.618 |
9,575 |
HIGH |
9,445 |
0.618 |
9,365 |
0.500 |
9,340 |
0.382 |
9,315 |
LOW |
9,235 |
0.618 |
9,105 |
1.000 |
9,025 |
1.618 |
8,895 |
2.618 |
8,685 |
4.250 |
8,343 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,340 |
9,525 |
PP |
9,308 |
9,432 |
S1 |
9,277 |
9,338 |
|