Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
9,846 |
10,084 |
238 |
2.4% |
9,811 |
High |
10,119 |
10,156 |
37 |
0.4% |
10,156 |
Low |
9,815 |
10,012 |
197 |
2.0% |
9,610 |
Close |
10,087 |
10,138 |
51 |
0.5% |
10,138 |
Range |
304 |
144 |
-160 |
-52.6% |
546 |
ATR |
246 |
239 |
-7 |
-3.0% |
0 |
Volume |
13,567 |
71,640 |
58,073 |
428.0% |
92,099 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,534 |
10,480 |
10,217 |
|
R3 |
10,390 |
10,336 |
10,178 |
|
R2 |
10,246 |
10,246 |
10,165 |
|
R1 |
10,192 |
10,192 |
10,151 |
10,219 |
PP |
10,102 |
10,102 |
10,102 |
10,116 |
S1 |
10,048 |
10,048 |
10,125 |
10,075 |
S2 |
9,958 |
9,958 |
10,112 |
|
S3 |
9,814 |
9,904 |
10,099 |
|
S4 |
9,670 |
9,760 |
10,059 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,606 |
11,418 |
10,438 |
|
R3 |
11,060 |
10,872 |
10,288 |
|
R2 |
10,514 |
10,514 |
10,238 |
|
R1 |
10,326 |
10,326 |
10,188 |
10,420 |
PP |
9,968 |
9,968 |
9,968 |
10,015 |
S1 |
9,780 |
9,780 |
10,088 |
9,874 |
S2 |
9,422 |
9,422 |
10,038 |
|
S3 |
8,876 |
9,234 |
9,988 |
|
S4 |
8,330 |
8,688 |
9,838 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,156 |
9,610 |
546 |
5.4% |
220 |
2.2% |
97% |
True |
False |
18,419 |
10 |
10,245 |
9,610 |
635 |
6.3% |
231 |
2.3% |
83% |
False |
False |
9,503 |
20 |
10,735 |
9,610 |
1,125 |
11.1% |
251 |
2.5% |
47% |
False |
False |
4,910 |
40 |
11,144 |
9,610 |
1,534 |
15.1% |
235 |
2.3% |
34% |
False |
False |
2,517 |
60 |
11,144 |
9,610 |
1,534 |
15.1% |
182 |
1.8% |
34% |
False |
False |
1,688 |
80 |
11,144 |
9,610 |
1,534 |
15.1% |
140 |
1.4% |
34% |
False |
False |
1,267 |
100 |
11,144 |
9,610 |
1,534 |
15.1% |
119 |
1.2% |
34% |
False |
False |
1,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,768 |
2.618 |
10,533 |
1.618 |
10,389 |
1.000 |
10,300 |
0.618 |
10,245 |
HIGH |
10,156 |
0.618 |
10,101 |
0.500 |
10,084 |
0.382 |
10,067 |
LOW |
10,012 |
0.618 |
9,923 |
1.000 |
9,868 |
1.618 |
9,779 |
2.618 |
9,635 |
4.250 |
9,400 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
10,120 |
10,085 |
PP |
10,102 |
10,032 |
S1 |
10,084 |
9,979 |
|