Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,151 |
10,136 |
-15 |
-0.1% |
9,811 |
High |
10,270 |
10,350 |
80 |
0.8% |
10,156 |
Low |
10,125 |
10,132 |
7 |
0.1% |
9,610 |
Close |
10,141 |
10,332 |
191 |
1.9% |
10,138 |
Range |
145 |
218 |
73 |
50.3% |
546 |
ATR |
232 |
231 |
-1 |
-0.4% |
0 |
Volume |
127,181 |
136,726 |
9,545 |
7.5% |
92,099 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,925 |
10,847 |
10,452 |
|
R3 |
10,707 |
10,629 |
10,392 |
|
R2 |
10,489 |
10,489 |
10,372 |
|
R1 |
10,411 |
10,411 |
10,352 |
10,450 |
PP |
10,271 |
10,271 |
10,271 |
10,291 |
S1 |
10,193 |
10,193 |
10,312 |
10,232 |
S2 |
10,053 |
10,053 |
10,292 |
|
S3 |
9,835 |
9,975 |
10,272 |
|
S4 |
9,617 |
9,757 |
10,212 |
|
|
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 |
10,350 |
9,802 |
548 |
5.3% |
201 |
1.9% |
97% |
True |
False |
70,509 |
10 |
10,350 |
9,610 |
740 |
7.2% |
225 |
2.2% |
98% |
True |
False |
35,778 |
20 |
10,639 |
9,610 |
1,029 |
10.0% |
244 |
2.4% |
70% |
False |
False |
18,094 |
40 |
11,144 |
9,610 |
1,534 |
14.8% |
237 |
2.3% |
47% |
False |
False |
9,111 |
60 |
11,144 |
9,610 |
1,534 |
14.8% |
185 |
1.8% |
47% |
False |
False |
6,086 |
80 |
11,144 |
9,610 |
1,534 |
14.8% |
144 |
1.4% |
47% |
False |
False |
4,566 |
100 |
11,144 |
9,610 |
1,534 |
14.8% |
123 |
1.2% |
47% |
False |
False |
3,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,277 |
2.618 |
10,921 |
1.618 |
10,703 |
1.000 |
10,568 |
0.618 |
10,485 |
HIGH |
10,350 |
0.618 |
10,267 |
0.500 |
10,241 |
0.382 |
10,215 |
LOW |
10,132 |
0.618 |
9,997 |
1.000 |
9,914 |
1.618 |
9,779 |
2.618 |
9,561 |
4.250 |
9,206 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,302 |
10,282 |
PP |
10,271 |
10,231 |
S1 |
10,241 |
10,181 |
|