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 |
19,770 |
19,051 |
-719 |
-3.6% |
19,555 |
High |
19,823 |
19,355 |
-468 |
-2.4% |
19,894 |
Low |
19,639 |
19,045 |
-594 |
-3.0% |
19,345 |
Close |
19,814 |
19,335 |
-479 |
-2.4% |
19,814 |
Range |
184 |
310 |
126 |
68.5% |
549 |
ATR |
388 |
415 |
27 |
7.0% |
0 |
Volume |
56,299 |
66,605 |
10,306 |
18.3% |
302,787 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,175 |
20,065 |
19,506 |
|
R3 |
19,865 |
19,755 |
19,420 |
|
R2 |
19,555 |
19,555 |
19,392 |
|
R1 |
19,445 |
19,445 |
19,363 |
19,500 |
PP |
19,245 |
19,245 |
19,245 |
19,273 |
S1 |
19,135 |
19,135 |
19,307 |
19,190 |
S2 |
18,935 |
18,935 |
19,278 |
|
S3 |
18,625 |
18,825 |
19,250 |
|
S4 |
18,315 |
18,515 |
19,165 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,331 |
21,122 |
20,116 |
|
R3 |
20,782 |
20,573 |
19,965 |
|
R2 |
20,233 |
20,233 |
19,915 |
|
R1 |
20,024 |
20,024 |
19,864 |
20,129 |
PP |
19,684 |
19,684 |
19,684 |
19,737 |
S1 |
19,475 |
19,475 |
19,764 |
19,580 |
S2 |
19,135 |
19,135 |
19,713 |
|
S3 |
18,586 |
18,926 |
19,663 |
|
S4 |
18,037 |
18,377 |
19,512 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,894 |
19,045 |
849 |
4.4% |
271 |
1.4% |
34% |
False |
True |
73,878 |
10 |
19,894 |
18,899 |
995 |
5.1% |
316 |
1.6% |
44% |
False |
False |
58,868 |
20 |
20,347 |
18,899 |
1,448 |
7.5% |
346 |
1.8% |
30% |
False |
False |
30,663 |
40 |
22,500 |
18,899 |
3,601 |
18.6% |
306 |
1.6% |
12% |
False |
False |
15,675 |
60 |
22,500 |
18,899 |
3,601 |
18.6% |
283 |
1.5% |
12% |
False |
False |
10,618 |
80 |
22,500 |
18,899 |
3,601 |
18.6% |
279 |
1.4% |
12% |
False |
False |
8,034 |
100 |
22,500 |
18,899 |
3,601 |
18.6% |
287 |
1.5% |
12% |
False |
False |
6,454 |
120 |
22,500 |
18,899 |
3,601 |
18.6% |
278 |
1.4% |
12% |
False |
False |
5,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,673 |
2.618 |
20,167 |
1.618 |
19,857 |
1.000 |
19,665 |
0.618 |
19,547 |
HIGH |
19,355 |
0.618 |
19,237 |
0.500 |
19,200 |
0.382 |
19,163 |
LOW |
19,045 |
0.618 |
18,853 |
1.000 |
18,735 |
1.618 |
18,543 |
2.618 |
18,233 |
4.250 |
17,728 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
19,290 |
19,470 |
PP |
19,245 |
19,425 |
S1 |
19,200 |
19,380 |
|