Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,452.46 |
10,441.95 |
-10.51 |
-0.1% |
10,211.83 |
High |
10,594.16 |
10,493.57 |
-100.59 |
-0.9% |
10,483.44 |
Low |
10,395.55 |
10,283.40 |
-112.15 |
-1.1% |
10,186.21 |
Close |
10,442.41 |
10,293.52 |
-148.89 |
-1.4% |
10,450.64 |
Range |
198.61 |
210.17 |
11.56 |
5.8% |
297.23 |
ATR |
191.03 |
192.39 |
1.37 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,987.34 |
10,850.60 |
10,409.11 |
|
R3 |
10,777.17 |
10,640.43 |
10,351.32 |
|
R2 |
10,567.00 |
10,567.00 |
10,332.05 |
|
R1 |
10,430.26 |
10,430.26 |
10,312.79 |
10,393.55 |
PP |
10,356.83 |
10,356.83 |
10,356.83 |
10,338.47 |
S1 |
10,220.09 |
10,220.09 |
10,274.25 |
10,183.38 |
S2 |
10,146.66 |
10,146.66 |
10,254.99 |
|
S3 |
9,936.49 |
10,009.92 |
10,235.72 |
|
S4 |
9,726.32 |
9,799.75 |
10,177.93 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,265.12 |
11,155.11 |
10,614.12 |
|
R3 |
10,967.89 |
10,857.88 |
10,532.38 |
|
R2 |
10,670.66 |
10,670.66 |
10,505.13 |
|
R1 |
10,560.65 |
10,560.65 |
10,477.89 |
10,615.66 |
PP |
10,373.43 |
10,373.43 |
10,373.43 |
10,400.93 |
S1 |
10,263.42 |
10,263.42 |
10,423.39 |
10,318.43 |
S2 |
10,076.20 |
10,076.20 |
10,396.15 |
|
S3 |
9,778.97 |
9,966.19 |
10,368.90 |
|
S4 |
9,481.74 |
9,668.96 |
10,287.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,594.16 |
10,283.40 |
310.76 |
3.0% |
137.23 |
1.3% |
3% |
False |
True |
|
10 |
10,594.16 |
9,867.73 |
726.43 |
7.1% |
165.94 |
1.6% |
59% |
False |
False |
|
20 |
10,594.16 |
9,757.55 |
836.61 |
8.1% |
196.43 |
1.9% |
64% |
False |
False |
|
40 |
11,218.86 |
9,757.55 |
1,461.31 |
14.2% |
230.62 |
2.2% |
37% |
False |
False |
|
60 |
11,258.01 |
9,757.55 |
1,500.46 |
14.6% |
183.32 |
1.8% |
36% |
False |
False |
|
80 |
11,258.01 |
9,757.55 |
1,500.46 |
14.6% |
158.75 |
1.5% |
36% |
False |
False |
|
100 |
11,258.01 |
9,757.55 |
1,500.46 |
14.6% |
155.49 |
1.5% |
36% |
False |
False |
|
120 |
11,258.01 |
9,757.55 |
1,500.46 |
14.6% |
150.37 |
1.5% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,386.79 |
2.618 |
11,043.80 |
1.618 |
10,833.63 |
1.000 |
10,703.74 |
0.618 |
10,623.46 |
HIGH |
10,493.57 |
0.618 |
10,413.29 |
0.500 |
10,388.49 |
0.382 |
10,363.68 |
LOW |
10,283.40 |
0.618 |
10,153.51 |
1.000 |
10,073.23 |
1.618 |
9,943.34 |
2.618 |
9,733.17 |
4.250 |
9,390.18 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,388.49 |
10,438.78 |
PP |
10,356.83 |
10,390.36 |
S1 |
10,325.18 |
10,341.94 |
|