Trading Metrics calculated at close of trading on 21-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,373 |
10,426 |
53 |
0.5% |
10,151 |
High |
10,423 |
10,536 |
113 |
1.1% |
10,423 |
Low |
10,347 |
10,334 |
-13 |
-0.1% |
10,125 |
Close |
10,373 |
10,396 |
23 |
0.2% |
10,373 |
Range |
76 |
202 |
126 |
165.8% |
298 |
ATR |
207 |
207 |
0 |
-0.2% |
0 |
Volume |
168,086 |
115,214 |
-52,872 |
-31.5% |
732,235 |
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,028 |
10,914 |
10,507 |
|
R3 |
10,826 |
10,712 |
10,452 |
|
R2 |
10,624 |
10,624 |
10,433 |
|
R1 |
10,510 |
10,510 |
10,415 |
10,466 |
PP |
10,422 |
10,422 |
10,422 |
10,400 |
S1 |
10,308 |
10,308 |
10,378 |
10,264 |
S2 |
10,220 |
10,220 |
10,359 |
|
S3 |
10,018 |
10,106 |
10,341 |
|
S4 |
9,816 |
9,904 |
10,285 |
|
|
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 |
10,536 |
10,132 |
404 |
3.9% |
151 |
1.4% |
65% |
True |
False |
144,053 |
10 |
10,536 |
9,610 |
926 |
8.9% |
182 |
1.7% |
85% |
True |
False |
93,834 |
20 |
10,536 |
9,610 |
926 |
8.9% |
214 |
2.1% |
85% |
True |
False |
47,229 |
40 |
11,144 |
9,610 |
1,534 |
14.8% |
241 |
2.3% |
51% |
False |
False |
23,692 |
60 |
11,144 |
9,610 |
1,534 |
14.8% |
188 |
1.8% |
51% |
False |
False |
15,810 |
80 |
11,144 |
9,610 |
1,534 |
14.8% |
149 |
1.4% |
51% |
False |
False |
11,860 |
100 |
11,144 |
9,610 |
1,534 |
14.8% |
127 |
1.2% |
51% |
False |
False |
9,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,395 |
2.618 |
11,065 |
1.618 |
10,863 |
1.000 |
10,738 |
0.618 |
10,661 |
HIGH |
10,536 |
0.618 |
10,459 |
0.500 |
10,435 |
0.382 |
10,411 |
LOW |
10,334 |
0.618 |
10,209 |
1.000 |
10,132 |
1.618 |
10,007 |
2.618 |
9,805 |
4.250 |
9,476 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,435 |
10,397 |
PP |
10,422 |
10,397 |
S1 |
10,409 |
10,396 |
|