Trading Metrics calculated at close of trading on 28-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,153.48 |
10,143.05 |
-10.43 |
-0.1% |
10,452.46 |
High |
10,202.91 |
10,201.93 |
-0.98 |
0.0% |
10,594.16 |
Low |
10,081.08 |
10,101.41 |
20.33 |
0.2% |
10,081.08 |
Close |
10,143.81 |
10,138.52 |
-5.29 |
-0.1% |
10,143.81 |
Range |
121.83 |
100.52 |
-21.31 |
-17.5% |
513.08 |
ATR |
182.66 |
176.80 |
-5.87 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,448.85 |
10,394.20 |
10,193.81 |
|
R3 |
10,348.33 |
10,293.68 |
10,166.16 |
|
R2 |
10,247.81 |
10,247.81 |
10,156.95 |
|
R1 |
10,193.16 |
10,193.16 |
10,147.73 |
10,170.23 |
PP |
10,147.29 |
10,147.29 |
10,147.29 |
10,135.82 |
S1 |
10,092.64 |
10,092.64 |
10,129.31 |
10,069.71 |
S2 |
10,046.77 |
10,046.77 |
10,120.09 |
|
S3 |
9,946.25 |
9,992.12 |
10,110.88 |
|
S4 |
9,845.73 |
9,891.60 |
10,083.23 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,812.26 |
11,491.11 |
10,426.00 |
|
R3 |
11,299.18 |
10,978.03 |
10,284.91 |
|
R2 |
10,786.10 |
10,786.10 |
10,237.87 |
|
R1 |
10,464.95 |
10,464.95 |
10,190.84 |
10,368.99 |
PP |
10,273.02 |
10,273.02 |
10,273.02 |
10,225.03 |
S1 |
9,951.87 |
9,951.87 |
10,096.78 |
9,855.91 |
S2 |
9,759.94 |
9,759.94 |
10,049.75 |
|
S3 |
9,246.86 |
9,438.79 |
10,002.71 |
|
S4 |
8,733.78 |
8,925.71 |
9,861.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,493.57 |
10,081.08 |
412.49 |
4.1% |
148.51 |
1.5% |
14% |
False |
False |
|
10 |
10,594.16 |
10,081.08 |
513.08 |
5.1% |
143.44 |
1.4% |
11% |
False |
False |
|
20 |
10,594.16 |
9,757.55 |
836.61 |
8.3% |
174.65 |
1.7% |
46% |
False |
False |
|
40 |
11,177.67 |
9,757.55 |
1,420.12 |
14.0% |
226.11 |
2.2% |
27% |
False |
False |
|
60 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
186.96 |
1.8% |
25% |
False |
False |
|
80 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
161.53 |
1.6% |
25% |
False |
False |
|
100 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
155.47 |
1.5% |
25% |
False |
False |
|
120 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
151.36 |
1.5% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,629.14 |
2.618 |
10,465.09 |
1.618 |
10,364.57 |
1.000 |
10,302.45 |
0.618 |
10,264.05 |
HIGH |
10,201.93 |
0.618 |
10,163.53 |
0.500 |
10,151.67 |
0.382 |
10,139.81 |
LOW |
10,101.41 |
0.618 |
10,039.29 |
1.000 |
10,000.89 |
1.618 |
9,938.77 |
2.618 |
9,838.25 |
4.250 |
9,674.20 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,151.67 |
10,189.57 |
PP |
10,147.29 |
10,172.55 |
S1 |
10,142.90 |
10,155.54 |
|