Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
9,450 |
9,360 |
-90 |
-1.0% |
9,490 |
High |
9,490 |
9,490 |
0 |
0.0% |
9,755 |
Low |
9,330 |
9,360 |
30 |
0.3% |
9,435 |
Close |
9,370 |
9,415 |
45 |
0.5% |
9,460 |
Range |
160 |
130 |
-30 |
-18.8% |
320 |
ATR |
158 |
156 |
-2 |
-1.3% |
0 |
Volume |
22,749 |
18,518 |
-4,231 |
-18.6% |
32,942 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,812 |
9,743 |
9,487 |
|
R3 |
9,682 |
9,613 |
9,451 |
|
R2 |
9,552 |
9,552 |
9,439 |
|
R1 |
9,483 |
9,483 |
9,427 |
9,518 |
PP |
9,422 |
9,422 |
9,422 |
9,439 |
S1 |
9,353 |
9,353 |
9,403 |
9,388 |
S2 |
9,292 |
9,292 |
9,391 |
|
S3 |
9,162 |
9,223 |
9,379 |
|
S4 |
9,032 |
9,093 |
9,344 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,510 |
10,305 |
9,636 |
|
R3 |
10,190 |
9,985 |
9,548 |
|
R2 |
9,870 |
9,870 |
9,519 |
|
R1 |
9,665 |
9,665 |
9,489 |
9,608 |
PP |
9,550 |
9,550 |
9,550 |
9,521 |
S1 |
9,345 |
9,345 |
9,431 |
9,288 |
S2 |
9,230 |
9,230 |
9,401 |
|
S3 |
8,910 |
9,025 |
9,372 |
|
S4 |
8,590 |
8,705 |
9,284 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,755 |
9,330 |
425 |
4.5% |
148 |
1.6% |
20% |
False |
False |
13,335 |
10 |
9,755 |
9,330 |
425 |
4.5% |
149 |
1.6% |
20% |
False |
False |
10,563 |
20 |
9,935 |
9,330 |
605 |
6.4% |
153 |
1.6% |
14% |
False |
False |
9,261 |
40 |
10,055 |
9,330 |
725 |
7.7% |
152 |
1.6% |
12% |
False |
False |
8,698 |
60 |
10,055 |
8,200 |
1,855 |
19.7% |
218 |
2.3% |
65% |
False |
False |
12,306 |
80 |
10,855 |
8,200 |
2,655 |
28.2% |
196 |
2.1% |
46% |
False |
False |
10,351 |
100 |
10,855 |
8,200 |
2,655 |
28.2% |
158 |
1.7% |
46% |
False |
False |
8,285 |
120 |
10,855 |
8,200 |
2,655 |
28.2% |
132 |
1.4% |
46% |
False |
False |
6,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,043 |
2.618 |
9,830 |
1.618 |
9,700 |
1.000 |
9,620 |
0.618 |
9,570 |
HIGH |
9,490 |
0.618 |
9,440 |
0.500 |
9,425 |
0.382 |
9,410 |
LOW |
9,360 |
0.618 |
9,280 |
1.000 |
9,230 |
1.618 |
9,150 |
2.618 |
9,020 |
4.250 |
8,808 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,425 |
9,465 |
PP |
9,422 |
9,448 |
S1 |
9,418 |
9,432 |
|