Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
9,400 |
9,540 |
140 |
1.5% |
9,490 |
High |
9,570 |
9,640 |
70 |
0.7% |
9,640 |
Low |
9,395 |
9,420 |
25 |
0.3% |
9,350 |
Close |
9,540 |
9,450 |
-90 |
-0.9% |
9,450 |
Range |
175 |
220 |
45 |
25.7% |
290 |
ATR |
108 |
116 |
8 |
7.5% |
0 |
Volume |
13,537 |
7,095 |
-6,442 |
-47.6% |
59,542 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,163 |
10,027 |
9,571 |
|
R3 |
9,943 |
9,807 |
9,511 |
|
R2 |
9,723 |
9,723 |
9,490 |
|
R1 |
9,587 |
9,587 |
9,470 |
9,545 |
PP |
9,503 |
9,503 |
9,503 |
9,483 |
S1 |
9,367 |
9,367 |
9,430 |
9,325 |
S2 |
9,283 |
9,283 |
9,410 |
|
S3 |
9,063 |
9,147 |
9,390 |
|
S4 |
8,843 |
8,927 |
9,329 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,350 |
10,190 |
9,610 |
|
R3 |
10,060 |
9,900 |
9,530 |
|
R2 |
9,770 |
9,770 |
9,503 |
|
R1 |
9,610 |
9,610 |
9,477 |
9,545 |
PP |
9,480 |
9,480 |
9,480 |
9,448 |
S1 |
9,320 |
9,320 |
9,424 |
9,255 |
S2 |
9,190 |
9,190 |
9,397 |
|
S3 |
8,900 |
9,030 |
9,370 |
|
S4 |
8,610 |
8,740 |
9,291 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,640 |
9,350 |
290 |
3.1% |
164 |
1.7% |
34% |
True |
False |
11,908 |
10 |
9,775 |
9,350 |
425 |
4.5% |
150 |
1.6% |
24% |
False |
False |
6,207 |
20 |
9,775 |
9,350 |
425 |
4.5% |
93 |
1.0% |
24% |
False |
False |
3,116 |
40 |
10,020 |
9,350 |
670 |
7.1% |
55 |
0.6% |
15% |
False |
False |
1,560 |
60 |
10,020 |
8,745 |
1,275 |
13.5% |
46 |
0.5% |
55% |
False |
False |
1,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,575 |
2.618 |
10,216 |
1.618 |
9,996 |
1.000 |
9,860 |
0.618 |
9,776 |
HIGH |
9,640 |
0.618 |
9,556 |
0.500 |
9,530 |
0.382 |
9,504 |
LOW |
9,420 |
0.618 |
9,284 |
1.000 |
9,200 |
1.618 |
9,064 |
2.618 |
8,844 |
4.250 |
8,485 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
9,530 |
9,495 |
PP |
9,503 |
9,480 |
S1 |
9,477 |
9,465 |
|