Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,236 |
10,096 |
-140 |
-1.4% |
10,426 |
High |
10,268 |
10,141 |
-127 |
-1.2% |
10,536 |
Low |
10,068 |
10,020 |
-48 |
-0.5% |
10,020 |
Close |
10,099 |
10,104 |
5 |
0.0% |
10,104 |
Range |
200 |
121 |
-79 |
-39.5% |
516 |
ATR |
203 |
197 |
-6 |
-2.9% |
0 |
Volume |
155,006 |
170,376 |
15,370 |
9.9% |
741,600 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,451 |
10,399 |
10,171 |
|
R3 |
10,330 |
10,278 |
10,137 |
|
R2 |
10,209 |
10,209 |
10,126 |
|
R1 |
10,157 |
10,157 |
10,115 |
10,183 |
PP |
10,088 |
10,088 |
10,088 |
10,102 |
S1 |
10,036 |
10,036 |
10,093 |
10,062 |
S2 |
9,967 |
9,967 |
10,082 |
|
S3 |
9,846 |
9,915 |
10,071 |
|
S4 |
9,725 |
9,794 |
10,038 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,768 |
11,452 |
10,388 |
|
R3 |
11,252 |
10,936 |
10,246 |
|
R2 |
10,736 |
10,736 |
10,199 |
|
R1 |
10,420 |
10,420 |
10,151 |
10,320 |
PP |
10,220 |
10,220 |
10,220 |
10,170 |
S1 |
9,904 |
9,904 |
10,057 |
9,804 |
S2 |
9,704 |
9,704 |
10,010 |
|
S3 |
9,188 |
9,388 |
9,962 |
|
S4 |
8,672 |
8,872 |
9,820 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,536 |
10,020 |
516 |
5.1% |
179 |
1.8% |
16% |
False |
True |
148,320 |
10 |
10,536 |
10,020 |
516 |
5.1% |
159 |
1.6% |
16% |
False |
True |
147,383 |
20 |
10,536 |
9,610 |
926 |
9.2% |
195 |
1.9% |
53% |
False |
False |
78,443 |
40 |
11,096 |
9,610 |
1,486 |
14.7% |
243 |
2.4% |
33% |
False |
False |
39,345 |
60 |
11,144 |
9,610 |
1,534 |
15.2% |
195 |
1.9% |
32% |
False |
False |
26,248 |
80 |
11,144 |
9,610 |
1,534 |
15.2% |
158 |
1.6% |
32% |
False |
False |
19,689 |
100 |
11,144 |
9,610 |
1,534 |
15.2% |
132 |
1.3% |
32% |
False |
False |
15,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,655 |
2.618 |
10,458 |
1.618 |
10,337 |
1.000 |
10,262 |
0.618 |
10,216 |
HIGH |
10,141 |
0.618 |
10,095 |
0.500 |
10,081 |
0.382 |
10,066 |
LOW |
10,020 |
0.618 |
9,945 |
1.000 |
9,899 |
1.618 |
9,824 |
2.618 |
9,703 |
4.250 |
9,506 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,096 |
10,165 |
PP |
10,088 |
10,144 |
S1 |
10,081 |
10,124 |
|