Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
9,815 |
9,965 |
150 |
1.5% |
9,665 |
High |
10,000 |
9,970 |
-30 |
-0.3% |
10,000 |
Low |
9,795 |
9,555 |
-240 |
-2.5% |
9,555 |
Close |
9,920 |
9,615 |
-305 |
-3.1% |
9,615 |
Range |
205 |
415 |
210 |
102.4% |
445 |
ATR |
289 |
298 |
9 |
3.1% |
0 |
Volume |
11,154 |
11,223 |
69 |
0.6% |
49,595 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,958 |
10,702 |
9,843 |
|
R3 |
10,543 |
10,287 |
9,729 |
|
R2 |
10,128 |
10,128 |
9,691 |
|
R1 |
9,872 |
9,872 |
9,653 |
9,793 |
PP |
9,713 |
9,713 |
9,713 |
9,674 |
S1 |
9,457 |
9,457 |
9,577 |
9,378 |
S2 |
9,298 |
9,298 |
9,539 |
|
S3 |
8,883 |
9,042 |
9,501 |
|
S4 |
8,468 |
8,627 |
9,387 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,058 |
10,782 |
9,860 |
|
R3 |
10,613 |
10,337 |
9,738 |
|
R2 |
10,168 |
10,168 |
9,697 |
|
R1 |
9,892 |
9,892 |
9,656 |
9,808 |
PP |
9,723 |
9,723 |
9,723 |
9,681 |
S1 |
9,447 |
9,447 |
9,574 |
9,363 |
S2 |
9,278 |
9,278 |
9,534 |
|
S3 |
8,833 |
9,002 |
9,493 |
|
S4 |
8,388 |
8,557 |
9,370 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,000 |
9,555 |
445 |
4.6% |
277 |
2.9% |
13% |
False |
True |
12,850 |
10 |
10,000 |
9,290 |
710 |
7.4% |
293 |
3.0% |
46% |
False |
False |
15,785 |
20 |
10,805 |
9,290 |
1,515 |
15.8% |
317 |
3.3% |
21% |
False |
False |
18,563 |
40 |
11,390 |
9,290 |
2,100 |
21.8% |
278 |
2.9% |
15% |
False |
False |
15,616 |
60 |
11,450 |
9,290 |
2,160 |
22.5% |
224 |
2.3% |
15% |
False |
False |
13,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,734 |
2.618 |
11,057 |
1.618 |
10,642 |
1.000 |
10,385 |
0.618 |
10,227 |
HIGH |
9,970 |
0.618 |
9,812 |
0.500 |
9,763 |
0.382 |
9,714 |
LOW |
9,555 |
0.618 |
9,299 |
1.000 |
9,140 |
1.618 |
8,884 |
2.618 |
8,469 |
4.250 |
7,791 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,763 |
9,778 |
PP |
9,713 |
9,723 |
S1 |
9,664 |
9,669 |
|