Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
9,410 |
9,500 |
90 |
1.0% |
9,665 |
High |
9,585 |
9,615 |
30 |
0.3% |
10,000 |
Low |
9,370 |
9,385 |
15 |
0.2% |
9,555 |
Close |
9,510 |
9,490 |
-20 |
-0.2% |
9,615 |
Range |
215 |
230 |
15 |
7.0% |
445 |
ATR |
287 |
283 |
-4 |
-1.4% |
0 |
Volume |
21,518 |
19,820 |
-1,698 |
-7.9% |
49,595 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,187 |
10,068 |
9,617 |
|
R3 |
9,957 |
9,838 |
9,553 |
|
R2 |
9,727 |
9,727 |
9,532 |
|
R1 |
9,608 |
9,608 |
9,511 |
9,553 |
PP |
9,497 |
9,497 |
9,497 |
9,469 |
S1 |
9,378 |
9,378 |
9,469 |
9,323 |
S2 |
9,267 |
9,267 |
9,448 |
|
S3 |
9,037 |
9,148 |
9,427 |
|
S4 |
8,807 |
8,918 |
9,364 |
|
|
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% |
259 |
2.7% |
19% |
False |
False |
16,286 |
10 |
10,000 |
9,370 |
630 |
6.6% |
269 |
2.8% |
19% |
False |
False |
15,846 |
20 |
10,680 |
9,290 |
1,390 |
14.6% |
280 |
2.9% |
14% |
False |
False |
15,964 |
40 |
11,350 |
9,290 |
2,060 |
21.7% |
287 |
3.0% |
10% |
False |
False |
16,558 |
60 |
11,450 |
9,290 |
2,160 |
22.8% |
229 |
2.4% |
9% |
False |
False |
13,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,593 |
2.618 |
10,217 |
1.618 |
9,987 |
1.000 |
9,845 |
0.618 |
9,757 |
HIGH |
9,615 |
0.618 |
9,527 |
0.500 |
9,500 |
0.382 |
9,473 |
LOW |
9,385 |
0.618 |
9,243 |
1.000 |
9,155 |
1.618 |
9,013 |
2.618 |
8,783 |
4.250 |
8,408 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,500 |
9,500 |
PP |
9,497 |
9,497 |
S1 |
9,493 |
9,493 |
|