Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
9,900 |
10,141 |
241 |
2.4% |
9,924 |
High |
10,178 |
10,215 |
37 |
0.4% |
10,215 |
Low |
9,869 |
10,070 |
201 |
2.0% |
9,673 |
Close |
10,146 |
10,197 |
51 |
0.5% |
10,197 |
Range |
309 |
145 |
-164 |
-53.1% |
542 |
ATR |
252 |
245 |
-8 |
-3.0% |
0 |
Volume |
181,974 |
128,962 |
-53,012 |
-29.1% |
879,774 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,596 |
10,541 |
10,277 |
|
R3 |
10,451 |
10,396 |
10,237 |
|
R2 |
10,306 |
10,306 |
10,224 |
|
R1 |
10,251 |
10,251 |
10,210 |
10,279 |
PP |
10,161 |
10,161 |
10,161 |
10,174 |
S1 |
10,106 |
10,106 |
10,184 |
10,134 |
S2 |
10,016 |
10,016 |
10,171 |
|
S3 |
9,871 |
9,961 |
10,157 |
|
S4 |
9,726 |
9,816 |
10,117 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,654 |
11,468 |
10,495 |
|
R3 |
11,112 |
10,926 |
10,346 |
|
R2 |
10,570 |
10,570 |
10,296 |
|
R1 |
10,384 |
10,384 |
10,247 |
10,477 |
PP |
10,028 |
10,028 |
10,028 |
10,075 |
S1 |
9,842 |
9,842 |
10,147 |
9,935 |
S2 |
9,486 |
9,486 |
10,098 |
|
S3 |
8,944 |
9,300 |
10,048 |
|
S4 |
8,402 |
8,758 |
9,899 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,215 |
9,673 |
542 |
5.3% |
223 |
2.2% |
97% |
True |
False |
175,954 |
10 |
10,307 |
9,673 |
634 |
6.2% |
235 |
2.3% |
83% |
False |
False |
160,054 |
20 |
10,795 |
9,673 |
1,122 |
11.0% |
256 |
2.5% |
47% |
False |
False |
180,319 |
40 |
11,206 |
9,673 |
1,533 |
15.0% |
241 |
2.4% |
34% |
False |
False |
176,673 |
60 |
11,206 |
9,673 |
1,533 |
15.0% |
191 |
1.9% |
34% |
False |
False |
152,203 |
80 |
11,206 |
9,673 |
1,533 |
15.0% |
169 |
1.7% |
34% |
False |
False |
118,968 |
100 |
11,206 |
9,673 |
1,533 |
15.0% |
171 |
1.7% |
34% |
False |
False |
95,203 |
120 |
11,206 |
9,673 |
1,533 |
15.0% |
156 |
1.5% |
34% |
False |
False |
79,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,831 |
2.618 |
10,595 |
1.618 |
10,450 |
1.000 |
10,360 |
0.618 |
10,305 |
HIGH |
10,215 |
0.618 |
10,160 |
0.500 |
10,143 |
0.382 |
10,126 |
LOW |
10,070 |
0.618 |
9,981 |
1.000 |
9,925 |
1.618 |
9,836 |
2.618 |
9,691 |
4.250 |
9,454 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,179 |
10,143 |
PP |
10,161 |
10,090 |
S1 |
10,143 |
10,036 |
|