Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,293.30 |
10,297.08 |
3.78 |
0.0% |
10,211.83 |
High |
10,368.04 |
10,298.06 |
-69.98 |
-0.7% |
10,483.44 |
Low |
10,227.24 |
10,128.85 |
-98.39 |
-1.0% |
10,186.21 |
Close |
10,298.44 |
10,152.80 |
-145.64 |
-1.4% |
10,450.64 |
Range |
140.80 |
169.21 |
28.41 |
20.2% |
297.23 |
ATR |
188.71 |
187.34 |
-1.37 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,700.87 |
10,596.04 |
10,245.87 |
|
R3 |
10,531.66 |
10,426.83 |
10,199.33 |
|
R2 |
10,362.45 |
10,362.45 |
10,183.82 |
|
R1 |
10,257.62 |
10,257.62 |
10,168.31 |
10,225.43 |
PP |
10,193.24 |
10,193.24 |
10,193.24 |
10,177.14 |
S1 |
10,088.41 |
10,088.41 |
10,137.29 |
10,056.22 |
S2 |
10,024.03 |
10,024.03 |
10,121.78 |
|
S3 |
9,854.82 |
9,919.20 |
10,106.27 |
|
S4 |
9,685.61 |
9,749.99 |
10,059.73 |
|
|
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 |
10,128.85 |
465.31 |
4.6% |
155.55 |
1.5% |
5% |
False |
True |
|
10 |
10,594.16 |
10,082.71 |
511.45 |
5.0% |
148.78 |
1.5% |
14% |
False |
False |
|
20 |
10,594.16 |
9,757.55 |
836.61 |
8.2% |
186.26 |
1.8% |
47% |
False |
False |
|
40 |
11,197.93 |
9,757.55 |
1,440.38 |
14.2% |
229.40 |
2.3% |
27% |
False |
False |
|
60 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
186.15 |
1.8% |
26% |
False |
False |
|
80 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
160.68 |
1.6% |
26% |
False |
False |
|
100 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
155.41 |
1.5% |
26% |
False |
False |
|
120 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
151.48 |
1.5% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,017.20 |
2.618 |
10,741.05 |
1.618 |
10,571.84 |
1.000 |
10,467.27 |
0.618 |
10,402.63 |
HIGH |
10,298.06 |
0.618 |
10,233.42 |
0.500 |
10,213.46 |
0.382 |
10,193.49 |
LOW |
10,128.85 |
0.618 |
10,024.28 |
1.000 |
9,959.64 |
1.618 |
9,855.07 |
2.618 |
9,685.86 |
4.250 |
9,409.71 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,213.46 |
10,311.21 |
PP |
10,193.24 |
10,258.41 |
S1 |
10,173.02 |
10,205.60 |
|