Trading Metrics calculated at close of trading on 07-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
10,258 |
9,924 |
-334 |
-3.3% |
10,126 |
High |
10,287 |
9,975 |
-312 |
-3.0% |
10,307 |
Low |
9,880 |
9,788 |
-92 |
-0.9% |
9,880 |
Close |
9,946 |
9,794 |
-152 |
-1.5% |
9,946 |
Range |
407 |
187 |
-220 |
-54.1% |
427 |
ATR |
255 |
250 |
-5 |
-1.9% |
0 |
Volume |
124,377 |
192,536 |
68,159 |
54.8% |
564,516 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,413 |
10,291 |
9,897 |
|
R3 |
10,226 |
10,104 |
9,846 |
|
R2 |
10,039 |
10,039 |
9,828 |
|
R1 |
9,917 |
9,917 |
9,811 |
9,885 |
PP |
9,852 |
9,852 |
9,852 |
9,836 |
S1 |
9,730 |
9,730 |
9,777 |
9,698 |
S2 |
9,665 |
9,665 |
9,760 |
|
S3 |
9,478 |
9,543 |
9,743 |
|
S4 |
9,291 |
9,356 |
9,691 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,325 |
11,063 |
10,181 |
|
R3 |
10,898 |
10,636 |
10,064 |
|
R2 |
10,471 |
10,471 |
10,024 |
|
R1 |
10,209 |
10,209 |
9,985 |
10,127 |
PP |
10,044 |
10,044 |
10,044 |
10,003 |
S1 |
9,782 |
9,782 |
9,907 |
9,700 |
S2 |
9,617 |
9,617 |
9,868 |
|
S3 |
9,190 |
9,355 |
9,829 |
|
S4 |
8,763 |
8,928 |
9,711 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,307 |
9,788 |
519 |
5.3% |
244 |
2.5% |
1% |
False |
True |
151,410 |
10 |
10,307 |
9,757 |
550 |
5.6% |
252 |
2.6% |
7% |
False |
False |
166,390 |
20 |
10,917 |
9,757 |
1,160 |
11.8% |
259 |
2.6% |
3% |
False |
False |
189,233 |
40 |
11,206 |
9,757 |
1,449 |
14.8% |
226 |
2.3% |
3% |
False |
False |
169,470 |
60 |
11,206 |
9,757 |
1,449 |
14.8% |
180 |
1.8% |
3% |
False |
False |
146,934 |
80 |
11,206 |
9,757 |
1,449 |
14.8% |
165 |
1.7% |
3% |
False |
False |
110,388 |
100 |
11,206 |
9,731 |
1,475 |
15.1% |
165 |
1.7% |
4% |
False |
False |
88,332 |
120 |
11,206 |
9,731 |
1,475 |
15.1% |
151 |
1.5% |
4% |
False |
False |
73,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,770 |
2.618 |
10,465 |
1.618 |
10,278 |
1.000 |
10,162 |
0.618 |
10,091 |
HIGH |
9,975 |
0.618 |
9,904 |
0.500 |
9,882 |
0.382 |
9,860 |
LOW |
9,788 |
0.618 |
9,673 |
1.000 |
9,601 |
1.618 |
9,486 |
2.618 |
9,299 |
4.250 |
8,993 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,882 |
10,048 |
PP |
9,852 |
9,963 |
S1 |
9,823 |
9,879 |
|