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 |
9,610 |
9,410 |
-200 |
-2.1% |
9,665 |
High |
9,630 |
9,585 |
-45 |
-0.5% |
10,000 |
Low |
9,400 |
9,370 |
-30 |
-0.3% |
9,555 |
Close |
9,400 |
9,510 |
110 |
1.2% |
9,615 |
Range |
230 |
215 |
-15 |
-6.5% |
445 |
ATR |
293 |
287 |
-6 |
-1.9% |
0 |
Volume |
17,718 |
21,518 |
3,800 |
21.4% |
49,595 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,133 |
10,037 |
9,628 |
|
R3 |
9,918 |
9,822 |
9,569 |
|
R2 |
9,703 |
9,703 |
9,550 |
|
R1 |
9,607 |
9,607 |
9,530 |
9,655 |
PP |
9,488 |
9,488 |
9,488 |
9,513 |
S1 |
9,392 |
9,392 |
9,490 |
9,440 |
S2 |
9,273 |
9,273 |
9,471 |
|
S3 |
9,058 |
9,177 |
9,451 |
|
S4 |
8,843 |
8,962 |
9,392 |
|
|
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 |
9,370 |
630 |
6.6% |
265 |
2.8% |
22% |
False |
True |
14,605 |
10 |
10,000 |
9,290 |
710 |
7.5% |
286 |
3.0% |
31% |
False |
False |
15,035 |
20 |
10,780 |
9,290 |
1,490 |
15.7% |
289 |
3.0% |
15% |
False |
False |
16,294 |
40 |
11,350 |
9,290 |
2,060 |
21.7% |
285 |
3.0% |
11% |
False |
False |
16,195 |
60 |
11,450 |
9,290 |
2,160 |
22.7% |
227 |
2.4% |
10% |
False |
False |
13,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,499 |
2.618 |
10,148 |
1.618 |
9,933 |
1.000 |
9,800 |
0.618 |
9,718 |
HIGH |
9,585 |
0.618 |
9,503 |
0.500 |
9,478 |
0.382 |
9,452 |
LOW |
9,370 |
0.618 |
9,237 |
1.000 |
9,155 |
1.618 |
9,022 |
2.618 |
8,807 |
4.250 |
8,456 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,499 |
9,670 |
PP |
9,488 |
9,617 |
S1 |
9,478 |
9,563 |
|