Trading Metrics calculated at close of trading on 08-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
9,360 |
9,420 |
60 |
0.6% |
9,490 |
High |
9,490 |
9,470 |
-20 |
-0.2% |
9,755 |
Low |
9,360 |
9,385 |
25 |
0.3% |
9,435 |
Close |
9,415 |
9,385 |
-30 |
-0.3% |
9,460 |
Range |
130 |
85 |
-45 |
-34.6% |
320 |
ATR |
156 |
151 |
-5 |
-3.3% |
0 |
Volume |
18,518 |
14,956 |
-3,562 |
-19.2% |
32,942 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,668 |
9,612 |
9,432 |
|
R3 |
9,583 |
9,527 |
9,409 |
|
R2 |
9,498 |
9,498 |
9,401 |
|
R1 |
9,442 |
9,442 |
9,393 |
9,428 |
PP |
9,413 |
9,413 |
9,413 |
9,406 |
S1 |
9,357 |
9,357 |
9,377 |
9,343 |
S2 |
9,328 |
9,328 |
9,370 |
|
S3 |
9,243 |
9,272 |
9,362 |
|
S4 |
9,158 |
9,187 |
9,338 |
|
|
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 |
9,600 |
9,330 |
270 |
2.9% |
123 |
1.3% |
20% |
False |
False |
14,710 |
10 |
9,755 |
9,330 |
425 |
4.5% |
144 |
1.5% |
13% |
False |
False |
11,223 |
20 |
9,935 |
9,330 |
605 |
6.4% |
149 |
1.6% |
9% |
False |
False |
9,674 |
40 |
10,055 |
9,330 |
725 |
7.7% |
150 |
1.6% |
8% |
False |
False |
8,765 |
60 |
10,055 |
8,200 |
1,855 |
19.8% |
208 |
2.2% |
64% |
False |
False |
11,666 |
80 |
10,855 |
8,200 |
2,655 |
28.3% |
197 |
2.1% |
45% |
False |
False |
10,537 |
100 |
10,855 |
8,200 |
2,655 |
28.3% |
159 |
1.7% |
45% |
False |
False |
8,434 |
120 |
10,855 |
8,200 |
2,655 |
28.3% |
132 |
1.4% |
45% |
False |
False |
7,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,831 |
2.618 |
9,693 |
1.618 |
9,608 |
1.000 |
9,555 |
0.618 |
9,523 |
HIGH |
9,470 |
0.618 |
9,438 |
0.500 |
9,428 |
0.382 |
9,418 |
LOW |
9,385 |
0.618 |
9,333 |
1.000 |
9,300 |
1.618 |
9,248 |
2.618 |
9,163 |
4.250 |
9,024 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,428 |
9,410 |
PP |
9,413 |
9,402 |
S1 |
9,399 |
9,393 |
|