Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,233 |
10,236 |
3 |
0.0% |
10,151 |
High |
10,309 |
10,268 |
-41 |
-0.4% |
10,423 |
Low |
10,166 |
10,068 |
-98 |
-1.0% |
10,125 |
Close |
10,239 |
10,099 |
-140 |
-1.4% |
10,373 |
Range |
143 |
200 |
57 |
39.9% |
298 |
ATR |
204 |
203 |
0 |
-0.1% |
0 |
Volume |
159,221 |
155,006 |
-4,215 |
-2.6% |
732,235 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,745 |
10,622 |
10,209 |
|
R3 |
10,545 |
10,422 |
10,154 |
|
R2 |
10,345 |
10,345 |
10,136 |
|
R1 |
10,222 |
10,222 |
10,117 |
10,184 |
PP |
10,145 |
10,145 |
10,145 |
10,126 |
S1 |
10,022 |
10,022 |
10,081 |
9,984 |
S2 |
9,945 |
9,945 |
10,062 |
|
S3 |
9,745 |
9,822 |
10,044 |
|
S4 |
9,545 |
9,622 |
9,989 |
|
|
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 |
10,068 |
468 |
4.6% |
170 |
1.7% |
7% |
False |
True |
147,862 |
10 |
10,536 |
10,012 |
524 |
5.2% |
161 |
1.6% |
17% |
False |
False |
137,509 |
20 |
10,536 |
9,610 |
926 |
9.2% |
210 |
2.1% |
53% |
False |
False |
69,960 |
40 |
11,096 |
9,610 |
1,486 |
14.7% |
244 |
2.4% |
33% |
False |
False |
35,087 |
60 |
11,144 |
9,610 |
1,534 |
15.2% |
195 |
1.9% |
32% |
False |
False |
23,409 |
80 |
11,144 |
9,610 |
1,534 |
15.2% |
157 |
1.5% |
32% |
False |
False |
17,560 |
100 |
11,144 |
9,610 |
1,534 |
15.2% |
131 |
1.3% |
32% |
False |
False |
14,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,118 |
2.618 |
10,792 |
1.618 |
10,592 |
1.000 |
10,468 |
0.618 |
10,392 |
HIGH |
10,268 |
0.618 |
10,192 |
0.500 |
10,168 |
0.382 |
10,145 |
LOW |
10,068 |
0.618 |
9,945 |
1.000 |
9,868 |
1.618 |
9,745 |
2.618 |
9,545 |
4.250 |
9,218 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,168 |
10,259 |
PP |
10,145 |
10,205 |
S1 |
10,122 |
10,152 |
|