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 |
12,070 |
12,035 |
-35 |
-0.3% |
12,422 |
High |
12,093 |
12,174 |
81 |
0.7% |
12,591 |
Low |
12,005 |
12,016 |
11 |
0.1% |
12,082 |
Close |
12,030 |
12,113 |
83 |
0.7% |
12,125 |
Range |
88 |
158 |
70 |
79.5% |
509 |
ATR |
145 |
146 |
1 |
0.7% |
0 |
Volume |
124,115 |
94,137 |
-29,978 |
-24.2% |
484,436 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,575 |
12,502 |
12,200 |
|
R3 |
12,417 |
12,344 |
12,157 |
|
R2 |
12,259 |
12,259 |
12,142 |
|
R1 |
12,186 |
12,186 |
12,128 |
12,223 |
PP |
12,101 |
12,101 |
12,101 |
12,119 |
S1 |
12,028 |
12,028 |
12,099 |
12,065 |
S2 |
11,943 |
11,943 |
12,084 |
|
S3 |
11,785 |
11,870 |
12,070 |
|
S4 |
11,627 |
11,712 |
12,026 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,793 |
13,468 |
12,405 |
|
R3 |
13,284 |
12,959 |
12,265 |
|
R2 |
12,775 |
12,775 |
12,218 |
|
R1 |
12,450 |
12,450 |
12,172 |
12,358 |
PP |
12,266 |
12,266 |
12,266 |
12,220 |
S1 |
11,941 |
11,941 |
12,078 |
11,849 |
S2 |
11,757 |
11,757 |
12,032 |
|
S3 |
11,248 |
11,432 |
11,985 |
|
S4 |
10,739 |
10,923 |
11,845 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,248 |
12,005 |
243 |
2.0% |
123 |
1.0% |
44% |
False |
False |
110,742 |
10 |
12,591 |
12,005 |
586 |
4.8% |
145 |
1.2% |
18% |
False |
False |
111,395 |
20 |
12,713 |
12,005 |
708 |
5.8% |
149 |
1.2% |
15% |
False |
False |
114,449 |
40 |
12,873 |
12,005 |
868 |
7.2% |
149 |
1.2% |
12% |
False |
False |
110,769 |
60 |
12,873 |
11,451 |
1,422 |
11.7% |
145 |
1.2% |
47% |
False |
False |
107,699 |
80 |
12,873 |
11,451 |
1,422 |
11.7% |
151 |
1.2% |
47% |
False |
False |
87,502 |
100 |
12,873 |
11,451 |
1,422 |
11.7% |
140 |
1.2% |
47% |
False |
False |
70,011 |
120 |
12,873 |
11,336 |
1,537 |
12.7% |
128 |
1.1% |
51% |
False |
False |
58,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,846 |
2.618 |
12,588 |
1.618 |
12,430 |
1.000 |
12,332 |
0.618 |
12,272 |
HIGH |
12,174 |
0.618 |
12,114 |
0.500 |
12,095 |
0.382 |
12,076 |
LOW |
12,016 |
0.618 |
11,918 |
1.000 |
11,858 |
1.618 |
11,760 |
2.618 |
11,602 |
4.250 |
11,345 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
12,107 |
12,105 |
PP |
12,101 |
12,097 |
S1 |
12,095 |
12,090 |
|