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 |
9,811 |
9,711 |
-100 |
-1.0% |
10,058 |
High |
9,914 |
9,888 |
-26 |
-0.3% |
10,245 |
Low |
9,736 |
9,610 |
-126 |
-1.3% |
9,824 |
Close |
9,736 |
9,855 |
119 |
1.2% |
9,888 |
Range |
178 |
278 |
100 |
56.2% |
421 |
ATR |
243 |
246 |
2 |
1.0% |
0 |
Volume |
1,199 |
2,259 |
1,060 |
88.4% |
2,143 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,618 |
10,515 |
10,008 |
|
R3 |
10,340 |
10,237 |
9,932 |
|
R2 |
10,062 |
10,062 |
9,906 |
|
R1 |
9,959 |
9,959 |
9,881 |
10,011 |
PP |
9,784 |
9,784 |
9,784 |
9,810 |
S1 |
9,681 |
9,681 |
9,830 |
9,733 |
S2 |
9,506 |
9,506 |
9,804 |
|
S3 |
9,228 |
9,403 |
9,779 |
|
S4 |
8,950 |
9,125 |
9,702 |
|
|
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 |
9,610 |
635 |
6.4% |
248 |
2.5% |
39% |
False |
True |
1,047 |
10 |
10,245 |
9,610 |
635 |
6.4% |
260 |
2.6% |
39% |
False |
True |
788 |
20 |
10,859 |
9,610 |
1,249 |
12.7% |
251 |
2.5% |
20% |
False |
True |
508 |
40 |
11,144 |
9,610 |
1,534 |
15.6% |
226 |
2.3% |
16% |
False |
True |
305 |
60 |
11,144 |
9,610 |
1,534 |
15.6% |
173 |
1.8% |
16% |
False |
True |
211 |
80 |
11,144 |
9,610 |
1,534 |
15.6% |
134 |
1.4% |
16% |
False |
True |
160 |
100 |
11,144 |
9,610 |
1,534 |
15.6% |
114 |
1.2% |
16% |
False |
True |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,070 |
2.618 |
10,616 |
1.618 |
10,338 |
1.000 |
10,166 |
0.618 |
10,060 |
HIGH |
9,888 |
0.618 |
9,782 |
0.500 |
9,749 |
0.382 |
9,716 |
LOW |
9,610 |
0.618 |
9,438 |
1.000 |
9,332 |
1.618 |
9,160 |
2.618 |
8,882 |
4.250 |
8,429 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,820 |
9,919 |
PP |
9,784 |
9,897 |
S1 |
9,749 |
9,876 |
|