Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,426 |
10,392 |
-34 |
-0.3% |
10,151 |
High |
10,536 |
10,449 |
-87 |
-0.8% |
10,423 |
Low |
10,334 |
10,223 |
-111 |
-1.1% |
10,125 |
Close |
10,396 |
10,233 |
-163 |
-1.6% |
10,373 |
Range |
202 |
226 |
24 |
11.9% |
298 |
ATR |
207 |
208 |
1 |
0.7% |
0 |
Volume |
115,214 |
141,783 |
26,569 |
23.1% |
732,235 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,980 |
10,832 |
10,357 |
|
R3 |
10,754 |
10,606 |
10,295 |
|
R2 |
10,528 |
10,528 |
10,275 |
|
R1 |
10,380 |
10,380 |
10,254 |
10,341 |
PP |
10,302 |
10,302 |
10,302 |
10,282 |
S1 |
10,154 |
10,154 |
10,212 |
10,115 |
S2 |
10,076 |
10,076 |
10,192 |
|
S3 |
9,850 |
9,928 |
10,171 |
|
S4 |
9,624 |
9,702 |
10,109 |
|
|
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 |
10,223 |
313 |
3.1% |
152 |
1.5% |
3% |
False |
True |
145,065 |
10 |
10,536 |
9,802 |
734 |
7.2% |
177 |
1.7% |
59% |
False |
False |
107,787 |
20 |
10,536 |
9,610 |
926 |
9.0% |
219 |
2.1% |
67% |
False |
False |
54,287 |
40 |
11,105 |
9,610 |
1,495 |
14.6% |
244 |
2.4% |
42% |
False |
False |
27,235 |
60 |
11,144 |
9,610 |
1,534 |
15.0% |
191 |
1.9% |
41% |
False |
False |
18,173 |
80 |
11,144 |
9,610 |
1,534 |
15.0% |
152 |
1.5% |
41% |
False |
False |
13,632 |
100 |
11,144 |
9,610 |
1,534 |
15.0% |
128 |
1.2% |
41% |
False |
False |
10,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,410 |
2.618 |
11,041 |
1.618 |
10,815 |
1.000 |
10,675 |
0.618 |
10,589 |
HIGH |
10,449 |
0.618 |
10,363 |
0.500 |
10,336 |
0.382 |
10,309 |
LOW |
10,223 |
0.618 |
10,083 |
1.000 |
9,997 |
1.618 |
9,857 |
2.618 |
9,631 |
4.250 |
9,263 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,336 |
10,380 |
PP |
10,302 |
10,331 |
S1 |
10,267 |
10,282 |
|