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 |
11,980 |
12,046 |
66 |
0.6% |
12,059 |
High |
12,108 |
12,058 |
-50 |
-0.4% |
12,108 |
Low |
11,948 |
11,854 |
-94 |
-0.8% |
11,854 |
Close |
12,044 |
11,873 |
-171 |
-1.4% |
11,873 |
Range |
160 |
204 |
44 |
27.5% |
254 |
ATR |
139 |
144 |
5 |
3.3% |
0 |
Volume |
39,158 |
94,561 |
55,403 |
141.5% |
142,378 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,540 |
12,411 |
11,985 |
|
R3 |
12,336 |
12,207 |
11,929 |
|
R2 |
12,132 |
12,132 |
11,911 |
|
R1 |
12,003 |
12,003 |
11,892 |
11,966 |
PP |
11,928 |
11,928 |
11,928 |
11,910 |
S1 |
11,799 |
11,799 |
11,854 |
11,762 |
S2 |
11,724 |
11,724 |
11,836 |
|
S3 |
11,520 |
11,595 |
11,817 |
|
S4 |
11,316 |
11,391 |
11,761 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,707 |
12,544 |
12,013 |
|
R3 |
12,453 |
12,290 |
11,943 |
|
R2 |
12,199 |
12,199 |
11,920 |
|
R1 |
12,036 |
12,036 |
11,896 |
11,991 |
PP |
11,945 |
11,945 |
11,945 |
11,922 |
S1 |
11,782 |
11,782 |
11,850 |
11,737 |
S2 |
11,691 |
11,691 |
11,827 |
|
S3 |
11,437 |
11,528 |
11,803 |
|
S4 |
11,183 |
11,274 |
11,733 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,108 |
11,854 |
254 |
2.1% |
126 |
1.1% |
7% |
False |
True |
28,475 |
10 |
12,522 |
11,854 |
668 |
5.6% |
146 |
1.2% |
3% |
False |
True |
14,411 |
20 |
12,641 |
11,854 |
787 |
6.6% |
144 |
1.2% |
2% |
False |
True |
7,286 |
40 |
12,803 |
11,854 |
949 |
8.0% |
144 |
1.2% |
2% |
False |
True |
3,687 |
60 |
12,803 |
11,414 |
1,389 |
11.7% |
132 |
1.1% |
33% |
False |
False |
2,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,925 |
2.618 |
12,592 |
1.618 |
12,388 |
1.000 |
12,262 |
0.618 |
12,184 |
HIGH |
12,058 |
0.618 |
11,980 |
0.500 |
11,956 |
0.382 |
11,932 |
LOW |
11,854 |
0.618 |
11,728 |
1.000 |
11,650 |
1.618 |
11,524 |
2.618 |
11,320 |
4.250 |
10,987 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,956 |
11,981 |
PP |
11,928 |
11,945 |
S1 |
11,901 |
11,909 |
|