Trading Metrics calculated at close of trading on 17-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2006 |
17-May-2006 |
Change |
Change % |
Previous Week |
Open |
11,428.21 |
11,410.13 |
-18.08 |
-0.2% |
11,576.37 |
High |
11,460.55 |
11,410.13 |
-50.42 |
-0.4% |
11,670.19 |
Low |
11,392.67 |
11,174.38 |
-218.29 |
-1.9% |
11,374.74 |
Close |
11,419.89 |
11,205.61 |
-214.28 |
-1.9% |
11,380.99 |
Range |
67.88 |
235.75 |
167.87 |
247.3% |
295.45 |
ATR |
95.41 |
106.13 |
10.72 |
11.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,970.62 |
11,823.87 |
11,335.27 |
|
R3 |
11,734.87 |
11,588.12 |
11,270.44 |
|
R2 |
11,499.12 |
11,499.12 |
11,248.83 |
|
R1 |
11,352.37 |
11,352.37 |
11,227.22 |
11,307.87 |
PP |
11,263.37 |
11,263.37 |
11,263.37 |
11,241.13 |
S1 |
11,116.62 |
11,116.62 |
11,184.00 |
11,072.12 |
S2 |
11,027.62 |
11,027.62 |
11,162.39 |
|
S3 |
10,791.87 |
10,880.87 |
11,140.78 |
|
S4 |
10,556.12 |
10,645.12 |
11,075.95 |
|
|
Weekly Pivots for week ending 12-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,361.66 |
12,166.77 |
11,543.49 |
|
R3 |
12,066.21 |
11,871.32 |
11,462.24 |
|
R2 |
11,770.76 |
11,770.76 |
11,435.16 |
|
R1 |
11,575.87 |
11,575.87 |
11,408.07 |
11,525.59 |
PP |
11,475.31 |
11,475.31 |
11,475.31 |
11,450.17 |
S1 |
11,280.42 |
11,280.42 |
11,353.91 |
11,230.14 |
S2 |
11,179.86 |
11,179.86 |
11,326.82 |
|
S3 |
10,884.41 |
10,984.97 |
11,299.74 |
|
S4 |
10,588.96 |
10,689.52 |
11,218.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,639.45 |
11,174.38 |
465.07 |
4.2% |
138.24 |
1.2% |
7% |
False |
True |
|
10 |
11,670.19 |
11,174.38 |
495.81 |
4.4% |
108.36 |
1.0% |
6% |
False |
True |
|
20 |
11,670.19 |
11,174.38 |
495.81 |
4.4% |
99.16 |
0.9% |
6% |
False |
True |
|
40 |
11,670.19 |
11,039.12 |
631.07 |
5.6% |
100.94 |
0.9% |
26% |
False |
False |
|
60 |
11,670.19 |
10,922.73 |
747.46 |
6.7% |
95.96 |
0.9% |
38% |
False |
False |
|
80 |
11,670.19 |
10,672.60 |
997.59 |
8.9% |
95.00 |
0.8% |
53% |
False |
False |
|
100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
92.86 |
0.8% |
54% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
91.92 |
0.8% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,412.07 |
2.618 |
12,027.32 |
1.618 |
11,791.57 |
1.000 |
11,645.88 |
0.618 |
11,555.82 |
HIGH |
11,410.13 |
0.618 |
11,320.07 |
0.500 |
11,292.26 |
0.382 |
11,264.44 |
LOW |
11,174.38 |
0.618 |
11,028.69 |
1.000 |
10,938.63 |
1.618 |
10,792.94 |
2.618 |
10,557.19 |
4.250 |
10,172.44 |
|
|
Fisher Pivots for day following 17-May-2006 |
Pivot |
1 day |
3 day |
R1 |
11,292.26 |
11,317.47 |
PP |
11,263.37 |
11,280.18 |
S1 |
11,234.49 |
11,242.90 |
|