Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,441.95 |
10,293.30 |
-148.65 |
-1.4% |
10,211.83 |
High |
10,493.57 |
10,368.04 |
-125.53 |
-1.2% |
10,483.44 |
Low |
10,283.40 |
10,227.24 |
-56.16 |
-0.5% |
10,186.21 |
Close |
10,293.52 |
10,298.44 |
4.92 |
0.0% |
10,450.64 |
Range |
210.17 |
140.80 |
-69.37 |
-33.0% |
297.23 |
ATR |
192.39 |
188.71 |
-3.69 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,720.31 |
10,650.17 |
10,375.88 |
|
R3 |
10,579.51 |
10,509.37 |
10,337.16 |
|
R2 |
10,438.71 |
10,438.71 |
10,324.25 |
|
R1 |
10,368.57 |
10,368.57 |
10,311.35 |
10,403.64 |
PP |
10,297.91 |
10,297.91 |
10,297.91 |
10,315.44 |
S1 |
10,227.77 |
10,227.77 |
10,285.53 |
10,262.84 |
S2 |
10,157.11 |
10,157.11 |
10,272.63 |
|
S3 |
10,016.31 |
10,086.97 |
10,259.72 |
|
S4 |
9,875.51 |
9,946.17 |
10,221.00 |
|
|
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 |
10,227.24 |
366.92 |
3.6% |
146.10 |
1.4% |
19% |
False |
True |
|
10 |
10,594.16 |
9,901.67 |
692.49 |
6.7% |
160.28 |
1.6% |
57% |
False |
False |
|
20 |
10,594.16 |
9,757.55 |
836.61 |
8.1% |
189.12 |
1.8% |
65% |
False |
False |
|
40 |
11,197.93 |
9,757.55 |
1,440.38 |
14.0% |
228.00 |
2.2% |
38% |
False |
False |
|
60 |
11,258.01 |
9,757.55 |
1,500.46 |
14.6% |
184.55 |
1.8% |
36% |
False |
False |
|
80 |
11,258.01 |
9,757.55 |
1,500.46 |
14.6% |
159.41 |
1.5% |
36% |
False |
False |
|
100 |
11,258.01 |
9,757.55 |
1,500.46 |
14.6% |
154.94 |
1.5% |
36% |
False |
False |
|
120 |
11,258.01 |
9,757.55 |
1,500.46 |
14.6% |
151.17 |
1.5% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,966.44 |
2.618 |
10,736.65 |
1.618 |
10,595.85 |
1.000 |
10,508.84 |
0.618 |
10,455.05 |
HIGH |
10,368.04 |
0.618 |
10,314.25 |
0.500 |
10,297.64 |
0.382 |
10,281.03 |
LOW |
10,227.24 |
0.618 |
10,140.23 |
1.000 |
10,086.44 |
1.618 |
9,999.43 |
2.618 |
9,858.63 |
4.250 |
9,628.84 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,298.17 |
10,410.70 |
PP |
10,297.91 |
10,373.28 |
S1 |
10,297.64 |
10,335.86 |
|