Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,104 |
10,080 |
-24 |
-0.2% |
10,426 |
High |
10,144 |
10,118 |
-26 |
-0.3% |
10,536 |
Low |
10,043 |
9,749 |
-294 |
-2.9% |
10,020 |
Close |
10,088 |
9,797 |
-291 |
-2.9% |
10,104 |
Range |
101 |
369 |
268 |
265.3% |
516 |
ATR |
191 |
203 |
13 |
6.7% |
0 |
Volume |
156,873 |
118,031 |
-38,842 |
-24.8% |
741,600 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,995 |
10,765 |
10,000 |
|
R3 |
10,626 |
10,396 |
9,899 |
|
R2 |
10,257 |
10,257 |
9,865 |
|
R1 |
10,027 |
10,027 |
9,831 |
9,958 |
PP |
9,888 |
9,888 |
9,888 |
9,853 |
S1 |
9,658 |
9,658 |
9,763 |
9,589 |
S2 |
9,519 |
9,519 |
9,729 |
|
S3 |
9,150 |
9,289 |
9,696 |
|
S4 |
8,781 |
8,920 |
9,594 |
|
|
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 |
10,309 |
9,749 |
560 |
5.7% |
187 |
1.9% |
9% |
False |
True |
151,901 |
10 |
10,536 |
9,749 |
787 |
8.0% |
170 |
1.7% |
6% |
False |
True |
148,483 |
20 |
10,536 |
9,610 |
926 |
9.5% |
197 |
2.0% |
20% |
False |
False |
92,130 |
40 |
11,053 |
9,610 |
1,443 |
14.7% |
246 |
2.5% |
13% |
False |
False |
46,214 |
60 |
11,144 |
9,610 |
1,534 |
15.7% |
202 |
2.1% |
12% |
False |
False |
30,829 |
80 |
11,144 |
9,610 |
1,534 |
15.7% |
164 |
1.7% |
12% |
False |
False |
23,125 |
100 |
11,144 |
9,610 |
1,534 |
15.7% |
137 |
1.4% |
12% |
False |
False |
18,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,686 |
2.618 |
11,084 |
1.618 |
10,715 |
1.000 |
10,487 |
0.618 |
10,346 |
HIGH |
10,118 |
0.618 |
9,977 |
0.500 |
9,934 |
0.382 |
9,890 |
LOW |
9,749 |
0.618 |
9,521 |
1.000 |
9,380 |
1.618 |
9,152 |
2.618 |
8,783 |
4.250 |
8,181 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,934 |
9,947 |
PP |
9,888 |
9,897 |
S1 |
9,843 |
9,847 |
|