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 |
9,965 |
9,610 |
-355 |
-3.6% |
9,665 |
High |
9,970 |
9,630 |
-340 |
-3.4% |
10,000 |
Low |
9,555 |
9,400 |
-155 |
-1.6% |
9,555 |
Close |
9,615 |
9,400 |
-215 |
-2.2% |
9,615 |
Range |
415 |
230 |
-185 |
-44.6% |
445 |
ATR |
298 |
293 |
-5 |
-1.6% |
0 |
Volume |
11,223 |
17,718 |
6,495 |
57.9% |
49,595 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,167 |
10,013 |
9,527 |
|
R3 |
9,937 |
9,783 |
9,463 |
|
R2 |
9,707 |
9,707 |
9,442 |
|
R1 |
9,553 |
9,553 |
9,421 |
9,515 |
PP |
9,477 |
9,477 |
9,477 |
9,458 |
S1 |
9,323 |
9,323 |
9,379 |
9,285 |
S2 |
9,247 |
9,247 |
9,358 |
|
S3 |
9,017 |
9,093 |
9,337 |
|
S4 |
8,787 |
8,863 |
9,274 |
|
|
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 |
9,400 |
600 |
6.4% |
275 |
2.9% |
0% |
False |
True |
13,462 |
10 |
10,000 |
9,290 |
710 |
7.6% |
281 |
3.0% |
15% |
False |
False |
15,039 |
20 |
10,805 |
9,290 |
1,515 |
16.1% |
305 |
3.2% |
7% |
False |
False |
16,940 |
40 |
11,390 |
9,290 |
2,100 |
22.3% |
283 |
3.0% |
5% |
False |
False |
15,873 |
60 |
11,450 |
9,290 |
2,160 |
23.0% |
226 |
2.4% |
5% |
False |
False |
13,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,608 |
2.618 |
10,232 |
1.618 |
10,002 |
1.000 |
9,860 |
0.618 |
9,772 |
HIGH |
9,630 |
0.618 |
9,542 |
0.500 |
9,515 |
0.382 |
9,488 |
LOW |
9,400 |
0.618 |
9,258 |
1.000 |
9,170 |
1.618 |
9,028 |
2.618 |
8,798 |
4.250 |
8,423 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,515 |
9,700 |
PP |
9,477 |
9,600 |
S1 |
9,438 |
9,500 |
|