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 |
19,051 |
19,499 |
448 |
2.4% |
19,555 |
High |
19,355 |
19,512 |
157 |
0.8% |
19,894 |
Low |
19,045 |
19,308 |
263 |
1.4% |
19,345 |
Close |
19,335 |
19,498 |
163 |
0.8% |
19,814 |
Range |
310 |
204 |
-106 |
-34.2% |
549 |
ATR |
415 |
400 |
-15 |
-3.6% |
0 |
Volume |
66,605 |
65,211 |
-1,394 |
-2.1% |
302,787 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,051 |
19,979 |
19,610 |
|
R3 |
19,847 |
19,775 |
19,554 |
|
R2 |
19,643 |
19,643 |
19,535 |
|
R1 |
19,571 |
19,571 |
19,517 |
19,505 |
PP |
19,439 |
19,439 |
19,439 |
19,407 |
S1 |
19,367 |
19,367 |
19,479 |
19,301 |
S2 |
19,235 |
19,235 |
19,461 |
|
S3 |
19,031 |
19,163 |
19,442 |
|
S4 |
18,827 |
18,959 |
19,386 |
|
|
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% |
244 |
1.2% |
53% |
False |
False |
69,398 |
10 |
19,894 |
18,899 |
995 |
5.1% |
300 |
1.5% |
60% |
False |
False |
64,707 |
20 |
20,347 |
18,899 |
1,448 |
7.4% |
334 |
1.7% |
41% |
False |
False |
33,799 |
40 |
22,500 |
18,899 |
3,601 |
18.5% |
304 |
1.6% |
17% |
False |
False |
17,296 |
60 |
22,500 |
18,899 |
3,601 |
18.5% |
283 |
1.5% |
17% |
False |
False |
11,694 |
80 |
22,500 |
18,899 |
3,601 |
18.5% |
279 |
1.4% |
17% |
False |
False |
8,845 |
100 |
22,500 |
18,899 |
3,601 |
18.5% |
286 |
1.5% |
17% |
False |
False |
7,105 |
120 |
22,500 |
18,899 |
3,601 |
18.5% |
279 |
1.4% |
17% |
False |
False |
5,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,379 |
2.618 |
20,046 |
1.618 |
19,842 |
1.000 |
19,716 |
0.618 |
19,638 |
HIGH |
19,512 |
0.618 |
19,434 |
0.500 |
19,410 |
0.382 |
19,386 |
LOW |
19,308 |
0.618 |
19,182 |
1.000 |
19,104 |
1.618 |
18,978 |
2.618 |
18,774 |
4.250 |
18,441 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
19,469 |
19,477 |
PP |
19,439 |
19,455 |
S1 |
19,410 |
19,434 |
|