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 |
10,181 |
9,811 |
-370 |
-3.6% |
10,058 |
High |
10,227 |
9,914 |
-313 |
-3.1% |
10,245 |
Low |
9,824 |
9,736 |
-88 |
-0.9% |
9,824 |
Close |
9,888 |
9,736 |
-152 |
-1.5% |
9,888 |
Range |
403 |
178 |
-225 |
-55.8% |
421 |
ATR |
248 |
243 |
-5 |
-2.0% |
0 |
Volume |
784 |
1,199 |
415 |
52.9% |
2,143 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,329 |
10,211 |
9,834 |
|
R3 |
10,151 |
10,033 |
9,785 |
|
R2 |
9,973 |
9,973 |
9,769 |
|
R1 |
9,855 |
9,855 |
9,752 |
9,825 |
PP |
9,795 |
9,795 |
9,795 |
9,781 |
S1 |
9,677 |
9,677 |
9,720 |
9,647 |
S2 |
9,617 |
9,617 |
9,703 |
|
S3 |
9,439 |
9,499 |
9,687 |
|
S4 |
9,261 |
9,321 |
9,638 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,249 |
10,989 |
10,120 |
|
R3 |
10,828 |
10,568 |
10,004 |
|
R2 |
10,407 |
10,407 |
9,965 |
|
R1 |
10,147 |
10,147 |
9,927 |
10,067 |
PP |
9,986 |
9,986 |
9,986 |
9,945 |
S1 |
9,726 |
9,726 |
9,850 |
9,646 |
S2 |
9,565 |
9,565 |
9,811 |
|
S3 |
9,144 |
9,305 |
9,772 |
|
S4 |
8,723 |
8,884 |
9,657 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,245 |
9,736 |
509 |
5.2% |
239 |
2.5% |
0% |
False |
True |
668 |
10 |
10,245 |
9,703 |
542 |
5.6% |
247 |
2.5% |
6% |
False |
False |
624 |
20 |
10,859 |
9,703 |
1,156 |
11.9% |
253 |
2.6% |
3% |
False |
False |
415 |
40 |
11,144 |
9,703 |
1,441 |
14.8% |
220 |
2.3% |
2% |
False |
False |
249 |
60 |
11,144 |
9,703 |
1,441 |
14.8% |
168 |
1.7% |
2% |
False |
False |
173 |
80 |
11,144 |
9,703 |
1,441 |
14.8% |
132 |
1.4% |
2% |
False |
False |
132 |
100 |
11,144 |
9,703 |
1,441 |
14.8% |
111 |
1.1% |
2% |
False |
False |
106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,671 |
2.618 |
10,380 |
1.618 |
10,202 |
1.000 |
10,092 |
0.618 |
10,024 |
HIGH |
9,914 |
0.618 |
9,846 |
0.500 |
9,825 |
0.382 |
9,804 |
LOW |
9,736 |
0.618 |
9,626 |
1.000 |
9,558 |
1.618 |
9,448 |
2.618 |
9,270 |
4.250 |
8,980 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,825 |
9,991 |
PP |
9,795 |
9,906 |
S1 |
9,766 |
9,821 |
|