Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,084 |
10,151 |
67 |
0.7% |
9,811 |
High |
10,156 |
10,270 |
114 |
1.1% |
10,156 |
Low |
10,012 |
10,125 |
113 |
1.1% |
9,610 |
Close |
10,138 |
10,141 |
3 |
0.0% |
10,138 |
Range |
144 |
145 |
1 |
0.7% |
546 |
ATR |
239 |
232 |
-7 |
-2.8% |
0 |
Volume |
71,640 |
127,181 |
55,541 |
77.5% |
92,099 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,614 |
10,522 |
10,221 |
|
R3 |
10,469 |
10,377 |
10,181 |
|
R2 |
10,324 |
10,324 |
10,168 |
|
R1 |
10,232 |
10,232 |
10,154 |
10,206 |
PP |
10,179 |
10,179 |
10,179 |
10,165 |
S1 |
10,087 |
10,087 |
10,128 |
10,061 |
S2 |
10,034 |
10,034 |
10,115 |
|
S3 |
9,889 |
9,942 |
10,101 |
|
S4 |
9,744 |
9,797 |
10,061 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,606 |
11,418 |
10,438 |
|
R3 |
11,060 |
10,872 |
10,288 |
|
R2 |
10,514 |
10,514 |
10,238 |
|
R1 |
10,326 |
10,326 |
10,188 |
10,420 |
PP |
9,968 |
9,968 |
9,968 |
10,015 |
S1 |
9,780 |
9,780 |
10,088 |
9,874 |
S2 |
9,422 |
9,422 |
10,038 |
|
S3 |
8,876 |
9,234 |
9,988 |
|
S4 |
8,330 |
8,688 |
9,838 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,270 |
9,610 |
660 |
6.5% |
213 |
2.1% |
80% |
True |
False |
43,616 |
10 |
10,270 |
9,610 |
660 |
6.5% |
226 |
2.2% |
80% |
True |
False |
22,142 |
20 |
10,639 |
9,610 |
1,029 |
10.1% |
245 |
2.4% |
52% |
False |
False |
11,264 |
40 |
11,144 |
9,610 |
1,534 |
15.1% |
234 |
2.3% |
35% |
False |
False |
5,695 |
60 |
11,144 |
9,610 |
1,534 |
15.1% |
183 |
1.8% |
35% |
False |
False |
3,807 |
80 |
11,144 |
9,610 |
1,534 |
15.1% |
142 |
1.4% |
35% |
False |
False |
2,857 |
100 |
11,144 |
9,610 |
1,534 |
15.1% |
121 |
1.2% |
35% |
False |
False |
2,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,886 |
2.618 |
10,650 |
1.618 |
10,505 |
1.000 |
10,415 |
0.618 |
10,360 |
HIGH |
10,270 |
0.618 |
10,215 |
0.500 |
10,198 |
0.382 |
10,181 |
LOW |
10,125 |
0.618 |
10,036 |
1.000 |
9,980 |
1.618 |
9,891 |
2.618 |
9,746 |
4.250 |
9,509 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,198 |
10,108 |
PP |
10,179 |
10,075 |
S1 |
10,160 |
10,043 |
|