Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,392 |
10,233 |
-159 |
-1.5% |
10,151 |
High |
10,449 |
10,309 |
-140 |
-1.3% |
10,423 |
Low |
10,223 |
10,166 |
-57 |
-0.6% |
10,125 |
Close |
10,233 |
10,239 |
6 |
0.1% |
10,373 |
Range |
226 |
143 |
-83 |
-36.7% |
298 |
ATR |
208 |
204 |
-5 |
-2.2% |
0 |
Volume |
141,783 |
159,221 |
17,438 |
12.3% |
732,235 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,667 |
10,596 |
10,318 |
|
R3 |
10,524 |
10,453 |
10,278 |
|
R2 |
10,381 |
10,381 |
10,265 |
|
R1 |
10,310 |
10,310 |
10,252 |
10,346 |
PP |
10,238 |
10,238 |
10,238 |
10,256 |
S1 |
10,167 |
10,167 |
10,226 |
10,203 |
S2 |
10,095 |
10,095 |
10,213 |
|
S3 |
9,952 |
10,024 |
10,200 |
|
S4 |
9,809 |
9,881 |
10,160 |
|
|
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 |
10,166 |
370 |
3.6% |
159 |
1.6% |
20% |
False |
True |
146,434 |
10 |
10,536 |
9,815 |
721 |
7.0% |
172 |
1.7% |
59% |
False |
False |
123,366 |
20 |
10,536 |
9,610 |
926 |
9.0% |
212 |
2.1% |
68% |
False |
False |
62,236 |
40 |
11,096 |
9,610 |
1,486 |
14.5% |
242 |
2.4% |
42% |
False |
False |
31,214 |
60 |
11,144 |
9,610 |
1,534 |
15.0% |
193 |
1.9% |
41% |
False |
False |
20,826 |
80 |
11,144 |
9,610 |
1,534 |
15.0% |
154 |
1.5% |
41% |
False |
False |
15,622 |
100 |
11,144 |
9,610 |
1,534 |
15.0% |
129 |
1.3% |
41% |
False |
False |
12,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,917 |
2.618 |
10,683 |
1.618 |
10,540 |
1.000 |
10,452 |
0.618 |
10,397 |
HIGH |
10,309 |
0.618 |
10,254 |
0.500 |
10,238 |
0.382 |
10,221 |
LOW |
10,166 |
0.618 |
10,078 |
1.000 |
10,023 |
1.618 |
9,935 |
2.618 |
9,792 |
4.250 |
9,558 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,239 |
10,351 |
PP |
10,238 |
10,314 |
S1 |
10,238 |
10,276 |
|