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 |
9,711 |
9,861 |
150 |
1.5% |
10,058 |
High |
9,888 |
9,997 |
109 |
1.1% |
10,245 |
Low |
9,610 |
9,802 |
192 |
2.0% |
9,824 |
Close |
9,855 |
9,844 |
-11 |
-0.1% |
9,888 |
Range |
278 |
195 |
-83 |
-29.9% |
421 |
ATR |
246 |
242 |
-4 |
-1.5% |
0 |
Volume |
2,259 |
3,434 |
1,175 |
52.0% |
2,143 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,466 |
10,350 |
9,951 |
|
R3 |
10,271 |
10,155 |
9,898 |
|
R2 |
10,076 |
10,076 |
9,880 |
|
R1 |
9,960 |
9,960 |
9,862 |
9,921 |
PP |
9,881 |
9,881 |
9,881 |
9,861 |
S1 |
9,765 |
9,765 |
9,826 |
9,726 |
S2 |
9,686 |
9,686 |
9,808 |
|
S3 |
9,491 |
9,570 |
9,791 |
|
S4 |
9,296 |
9,375 |
9,737 |
|
|
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 |
6.5% |
239 |
2.4% |
37% |
False |
False |
1,613 |
10 |
10,245 |
9,610 |
635 |
6.5% |
252 |
2.6% |
37% |
False |
False |
1,107 |
20 |
10,859 |
9,610 |
1,249 |
12.7% |
250 |
2.5% |
19% |
False |
False |
670 |
40 |
11,144 |
9,610 |
1,534 |
15.6% |
228 |
2.3% |
15% |
False |
False |
389 |
60 |
11,144 |
9,610 |
1,534 |
15.6% |
176 |
1.8% |
15% |
False |
False |
268 |
80 |
11,144 |
9,610 |
1,534 |
15.6% |
136 |
1.4% |
15% |
False |
False |
203 |
100 |
11,144 |
9,610 |
1,534 |
15.6% |
116 |
1.2% |
15% |
False |
False |
163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,826 |
2.618 |
10,508 |
1.618 |
10,313 |
1.000 |
10,192 |
0.618 |
10,118 |
HIGH |
9,997 |
0.618 |
9,923 |
0.500 |
9,900 |
0.382 |
9,877 |
LOW |
9,802 |
0.618 |
9,682 |
1.000 |
9,607 |
1.618 |
9,487 |
2.618 |
9,292 |
4.250 |
8,973 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
9,900 |
9,831 |
PP |
9,881 |
9,817 |
S1 |
9,863 |
9,804 |
|