Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
9,500 |
9,500 |
0 |
0.0% |
9,665 |
High |
9,615 |
9,720 |
105 |
1.1% |
10,000 |
Low |
9,385 |
9,445 |
60 |
0.6% |
9,555 |
Close |
9,490 |
9,695 |
205 |
2.2% |
9,615 |
Range |
230 |
275 |
45 |
19.6% |
445 |
ATR |
283 |
283 |
-1 |
-0.2% |
0 |
Volume |
19,820 |
22,644 |
2,824 |
14.2% |
49,595 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,445 |
10,345 |
9,846 |
|
R3 |
10,170 |
10,070 |
9,771 |
|
R2 |
9,895 |
9,895 |
9,746 |
|
R1 |
9,795 |
9,795 |
9,720 |
9,845 |
PP |
9,620 |
9,620 |
9,620 |
9,645 |
S1 |
9,520 |
9,520 |
9,670 |
9,570 |
S2 |
9,345 |
9,345 |
9,645 |
|
S3 |
9,070 |
9,245 |
9,620 |
|
S4 |
8,795 |
8,970 |
9,544 |
|
|
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 |
9,970 |
9,370 |
600 |
6.2% |
273 |
2.8% |
54% |
False |
False |
18,584 |
10 |
10,000 |
9,370 |
630 |
6.5% |
275 |
2.8% |
52% |
False |
False |
16,085 |
20 |
10,680 |
9,290 |
1,390 |
14.3% |
283 |
2.9% |
29% |
False |
False |
16,321 |
40 |
11,350 |
9,290 |
2,060 |
21.2% |
291 |
3.0% |
20% |
False |
False |
16,938 |
60 |
11,450 |
9,290 |
2,160 |
22.3% |
233 |
2.4% |
19% |
False |
False |
13,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,889 |
2.618 |
10,440 |
1.618 |
10,165 |
1.000 |
9,995 |
0.618 |
9,890 |
HIGH |
9,720 |
0.618 |
9,615 |
0.500 |
9,583 |
0.382 |
9,550 |
LOW |
9,445 |
0.618 |
9,275 |
1.000 |
9,170 |
1.618 |
9,000 |
2.618 |
8,725 |
4.250 |
8,276 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,658 |
9,645 |
PP |
9,620 |
9,595 |
S1 |
9,583 |
9,545 |
|