Trading Metrics calculated at close of trading on 30-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,080 |
9,801 |
-279 |
-2.8% |
10,426 |
High |
10,118 |
9,869 |
-249 |
-2.5% |
10,536 |
Low |
9,749 |
9,691 |
-58 |
-0.6% |
10,020 |
Close |
9,797 |
9,716 |
-81 |
-0.8% |
10,104 |
Range |
369 |
178 |
-191 |
-51.8% |
516 |
ATR |
203 |
201 |
-2 |
-0.9% |
0 |
Volume |
118,031 |
201,186 |
83,155 |
70.5% |
741,600 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,293 |
10,182 |
9,814 |
|
R3 |
10,115 |
10,004 |
9,765 |
|
R2 |
9,937 |
9,937 |
9,749 |
|
R1 |
9,826 |
9,826 |
9,732 |
9,793 |
PP |
9,759 |
9,759 |
9,759 |
9,742 |
S1 |
9,648 |
9,648 |
9,700 |
9,615 |
S2 |
9,581 |
9,581 |
9,683 |
|
S3 |
9,403 |
9,470 |
9,667 |
|
S4 |
9,225 |
9,292 |
9,618 |
|
|
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 |
10,268 |
9,691 |
577 |
5.9% |
194 |
2.0% |
4% |
False |
True |
160,294 |
10 |
10,536 |
9,691 |
845 |
8.7% |
177 |
1.8% |
3% |
False |
True |
153,364 |
20 |
10,536 |
9,610 |
926 |
9.5% |
194 |
2.0% |
11% |
False |
False |
102,160 |
40 |
10,859 |
9,610 |
1,249 |
12.9% |
243 |
2.5% |
8% |
False |
False |
51,243 |
60 |
11,144 |
9,610 |
1,534 |
15.8% |
204 |
2.1% |
7% |
False |
False |
34,182 |
80 |
11,144 |
9,610 |
1,534 |
15.8% |
166 |
1.7% |
7% |
False |
False |
25,640 |
100 |
11,144 |
9,610 |
1,534 |
15.8% |
139 |
1.4% |
7% |
False |
False |
20,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,626 |
2.618 |
10,335 |
1.618 |
10,157 |
1.000 |
10,047 |
0.618 |
9,979 |
HIGH |
9,869 |
0.618 |
9,801 |
0.500 |
9,780 |
0.382 |
9,759 |
LOW |
9,691 |
0.618 |
9,581 |
1.000 |
9,513 |
1.618 |
9,403 |
2.618 |
9,225 |
4.250 |
8,935 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,780 |
9,918 |
PP |
9,759 |
9,850 |
S1 |
9,737 |
9,783 |
|