Trading Metrics calculated at close of trading on 28-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,096 |
10,104 |
8 |
0.1% |
10,426 |
High |
10,141 |
10,144 |
3 |
0.0% |
10,536 |
Low |
10,020 |
10,043 |
23 |
0.2% |
10,020 |
Close |
10,104 |
10,088 |
-16 |
-0.2% |
10,104 |
Range |
121 |
101 |
-20 |
-16.5% |
516 |
ATR |
197 |
191 |
-7 |
-3.5% |
0 |
Volume |
170,376 |
156,873 |
-13,503 |
-7.9% |
741,600 |
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,395 |
10,342 |
10,144 |
|
R3 |
10,294 |
10,241 |
10,116 |
|
R2 |
10,193 |
10,193 |
10,107 |
|
R1 |
10,140 |
10,140 |
10,097 |
10,116 |
PP |
10,092 |
10,092 |
10,092 |
10,080 |
S1 |
10,039 |
10,039 |
10,079 |
10,015 |
S2 |
9,991 |
9,991 |
10,070 |
|
S3 |
9,890 |
9,938 |
10,060 |
|
S4 |
9,789 |
9,837 |
10,033 |
|
|
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 |
10,449 |
10,020 |
429 |
4.3% |
158 |
1.6% |
16% |
False |
False |
156,651 |
10 |
10,536 |
10,020 |
516 |
5.1% |
155 |
1.5% |
13% |
False |
False |
150,352 |
20 |
10,536 |
9,610 |
926 |
9.2% |
190 |
1.9% |
52% |
False |
False |
86,247 |
40 |
11,070 |
9,610 |
1,460 |
14.5% |
241 |
2.4% |
33% |
False |
False |
43,265 |
60 |
11,144 |
9,610 |
1,534 |
15.2% |
197 |
2.0% |
31% |
False |
False |
28,862 |
80 |
11,144 |
9,610 |
1,534 |
15.2% |
159 |
1.6% |
31% |
False |
False |
21,650 |
100 |
11,144 |
9,610 |
1,534 |
15.2% |
133 |
1.3% |
31% |
False |
False |
17,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,573 |
2.618 |
10,409 |
1.618 |
10,308 |
1.000 |
10,245 |
0.618 |
10,207 |
HIGH |
10,144 |
0.618 |
10,106 |
0.500 |
10,094 |
0.382 |
10,082 |
LOW |
10,043 |
0.618 |
9,981 |
1.000 |
9,942 |
1.618 |
9,880 |
2.618 |
9,779 |
4.250 |
9,614 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,094 |
10,144 |
PP |
10,092 |
10,125 |
S1 |
10,090 |
10,107 |
|