Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,349 |
10,373 |
24 |
0.2% |
10,151 |
High |
10,407 |
10,423 |
16 |
0.2% |
10,423 |
Low |
10,258 |
10,347 |
89 |
0.9% |
10,125 |
Close |
10,376 |
10,373 |
-3 |
0.0% |
10,373 |
Range |
149 |
76 |
-73 |
-49.0% |
298 |
ATR |
217 |
207 |
-10 |
-4.6% |
0 |
Volume |
147,867 |
168,086 |
20,219 |
13.7% |
732,235 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,609 |
10,567 |
10,415 |
|
R3 |
10,533 |
10,491 |
10,394 |
|
R2 |
10,457 |
10,457 |
10,387 |
|
R1 |
10,415 |
10,415 |
10,380 |
10,411 |
PP |
10,381 |
10,381 |
10,381 |
10,379 |
S1 |
10,339 |
10,339 |
10,366 |
10,335 |
S2 |
10,305 |
10,305 |
10,359 |
|
S3 |
10,229 |
10,263 |
10,352 |
|
S4 |
10,153 |
10,187 |
10,331 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,201 |
11,085 |
10,537 |
|
R3 |
10,903 |
10,787 |
10,455 |
|
R2 |
10,605 |
10,605 |
10,428 |
|
R1 |
10,489 |
10,489 |
10,400 |
10,547 |
PP |
10,307 |
10,307 |
10,307 |
10,336 |
S1 |
10,191 |
10,191 |
10,346 |
10,249 |
S2 |
10,009 |
10,009 |
10,318 |
|
S3 |
9,711 |
9,893 |
10,291 |
|
S4 |
9,413 |
9,595 |
10,209 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,423 |
10,125 |
298 |
2.9% |
139 |
1.3% |
83% |
True |
False |
146,447 |
10 |
10,423 |
9,610 |
813 |
7.8% |
180 |
1.7% |
94% |
True |
False |
82,433 |
20 |
10,423 |
9,610 |
813 |
7.8% |
219 |
2.1% |
94% |
True |
False |
41,487 |
40 |
11,144 |
9,610 |
1,534 |
14.8% |
238 |
2.3% |
50% |
False |
False |
20,813 |
60 |
11,144 |
9,610 |
1,534 |
14.8% |
186 |
1.8% |
50% |
False |
False |
13,890 |
80 |
11,144 |
9,610 |
1,534 |
14.8% |
147 |
1.4% |
50% |
False |
False |
10,420 |
100 |
11,144 |
9,610 |
1,534 |
14.8% |
126 |
1.2% |
50% |
False |
False |
8,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,746 |
2.618 |
10,622 |
1.618 |
10,546 |
1.000 |
10,499 |
0.618 |
10,470 |
HIGH |
10,423 |
0.618 |
10,394 |
0.500 |
10,385 |
0.382 |
10,376 |
LOW |
10,347 |
0.618 |
10,300 |
1.000 |
10,271 |
1.618 |
10,224 |
2.618 |
10,148 |
4.250 |
10,024 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,385 |
10,362 |
PP |
10,381 |
10,351 |
S1 |
10,377 |
10,341 |
|