Trading Metrics calculated at close of trading on 08-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
9,924 |
9,798 |
-126 |
-1.3% |
10,126 |
High |
9,975 |
9,947 |
-28 |
-0.3% |
10,307 |
Low |
9,788 |
9,673 |
-115 |
-1.2% |
9,880 |
Close |
9,794 |
9,914 |
120 |
1.2% |
9,946 |
Range |
187 |
274 |
87 |
46.5% |
427 |
ATR |
250 |
252 |
2 |
0.7% |
0 |
Volume |
192,536 |
160,858 |
-31,678 |
-16.5% |
564,516 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,667 |
10,564 |
10,065 |
|
R3 |
10,393 |
10,290 |
9,989 |
|
R2 |
10,119 |
10,119 |
9,964 |
|
R1 |
10,016 |
10,016 |
9,939 |
10,068 |
PP |
9,845 |
9,845 |
9,845 |
9,870 |
S1 |
9,742 |
9,742 |
9,889 |
9,794 |
S2 |
9,571 |
9,571 |
9,864 |
|
S3 |
9,297 |
9,468 |
9,839 |
|
S4 |
9,023 |
9,194 |
9,763 |
|
|
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 |
9,673 |
634 |
6.4% |
251 |
2.5% |
38% |
False |
True |
154,141 |
10 |
10,307 |
9,673 |
634 |
6.4% |
264 |
2.7% |
38% |
False |
True |
158,496 |
20 |
10,917 |
9,673 |
1,244 |
12.5% |
256 |
2.6% |
19% |
False |
True |
181,161 |
40 |
11,206 |
9,673 |
1,533 |
15.5% |
231 |
2.3% |
16% |
False |
True |
171,170 |
60 |
11,206 |
9,673 |
1,533 |
15.5% |
184 |
1.9% |
16% |
False |
True |
148,567 |
80 |
11,206 |
9,673 |
1,533 |
15.5% |
166 |
1.7% |
16% |
False |
True |
112,397 |
100 |
11,206 |
9,673 |
1,533 |
15.5% |
168 |
1.7% |
16% |
False |
True |
89,941 |
120 |
11,206 |
9,673 |
1,533 |
15.5% |
153 |
1.5% |
16% |
False |
True |
74,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,112 |
2.618 |
10,664 |
1.618 |
10,390 |
1.000 |
10,221 |
0.618 |
10,116 |
HIGH |
9,947 |
0.618 |
9,842 |
0.500 |
9,810 |
0.382 |
9,778 |
LOW |
9,673 |
0.618 |
9,504 |
1.000 |
9,399 |
1.618 |
9,230 |
2.618 |
8,956 |
4.250 |
8,509 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,879 |
9,980 |
PP |
9,845 |
9,958 |
S1 |
9,810 |
9,936 |
|