Trading Metrics calculated at close of trading on 09-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
9,420 |
9,385 |
-35 |
-0.4% |
9,490 |
High |
9,470 |
9,565 |
95 |
1.0% |
9,755 |
Low |
9,385 |
9,375 |
-10 |
-0.1% |
9,435 |
Close |
9,385 |
9,540 |
155 |
1.7% |
9,460 |
Range |
85 |
190 |
105 |
123.5% |
320 |
ATR |
151 |
154 |
3 |
1.8% |
0 |
Volume |
14,956 |
9,554 |
-5,402 |
-36.1% |
32,942 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,063 |
9,992 |
9,645 |
|
R3 |
9,873 |
9,802 |
9,592 |
|
R2 |
9,683 |
9,683 |
9,575 |
|
R1 |
9,612 |
9,612 |
9,558 |
9,648 |
PP |
9,493 |
9,493 |
9,493 |
9,511 |
S1 |
9,422 |
9,422 |
9,523 |
9,458 |
S2 |
9,303 |
9,303 |
9,505 |
|
S3 |
9,113 |
9,232 |
9,488 |
|
S4 |
8,923 |
9,042 |
9,436 |
|
|
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 |
2.8% |
146 |
1.5% |
78% |
False |
False |
15,002 |
10 |
9,755 |
9,330 |
425 |
4.5% |
152 |
1.6% |
49% |
False |
False |
11,341 |
20 |
9,845 |
9,330 |
515 |
5.4% |
148 |
1.5% |
41% |
False |
False |
9,664 |
40 |
10,055 |
9,330 |
725 |
7.6% |
151 |
1.6% |
29% |
False |
False |
8,753 |
60 |
10,055 |
8,200 |
1,855 |
19.4% |
194 |
2.0% |
72% |
False |
False |
10,835 |
80 |
10,855 |
8,200 |
2,655 |
27.8% |
199 |
2.1% |
50% |
False |
False |
10,657 |
100 |
10,855 |
8,200 |
2,655 |
27.8% |
161 |
1.7% |
50% |
False |
False |
8,530 |
120 |
10,855 |
8,200 |
2,655 |
27.8% |
134 |
1.4% |
50% |
False |
False |
7,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,373 |
2.618 |
10,063 |
1.618 |
9,873 |
1.000 |
9,755 |
0.618 |
9,683 |
HIGH |
9,565 |
0.618 |
9,493 |
0.500 |
9,470 |
0.382 |
9,448 |
LOW |
9,375 |
0.618 |
9,258 |
1.000 |
9,185 |
1.618 |
9,068 |
2.618 |
8,878 |
4.250 |
8,568 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,517 |
9,514 |
PP |
9,493 |
9,488 |
S1 |
9,470 |
9,463 |
|