| Trading Metrics calculated at close of trading on 01-Jun-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2006 |
01-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
11,091.15 |
11,169.03 |
77.88 |
0.7% |
11,143.42 |
| High |
11,183.04 |
11,270.21 |
87.17 |
0.8% |
11,283.49 |
| Low |
11,085.38 |
11,150.07 |
64.69 |
0.6% |
11,030.47 |
| Close |
11,168.31 |
11,260.28 |
91.97 |
0.8% |
11,278.61 |
| Range |
97.66 |
120.14 |
22.48 |
23.0% |
253.02 |
| ATR |
111.77 |
112.37 |
0.60 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,587.27 |
11,543.92 |
11,326.36 |
|
| R3 |
11,467.13 |
11,423.78 |
11,293.32 |
|
| R2 |
11,346.99 |
11,346.99 |
11,282.31 |
|
| R1 |
11,303.64 |
11,303.64 |
11,271.29 |
11,325.32 |
| PP |
11,226.85 |
11,226.85 |
11,226.85 |
11,237.69 |
| S1 |
11,183.50 |
11,183.50 |
11,249.27 |
11,205.18 |
| S2 |
11,106.71 |
11,106.71 |
11,238.25 |
|
| S3 |
10,986.57 |
11,063.36 |
11,227.24 |
|
| S4 |
10,866.43 |
10,943.22 |
11,194.20 |
|
|
| Weekly Pivots for week ending 26-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,956.58 |
11,870.62 |
11,417.77 |
|
| R3 |
11,703.56 |
11,617.60 |
11,348.19 |
|
| R2 |
11,450.54 |
11,450.54 |
11,325.00 |
|
| R1 |
11,364.58 |
11,364.58 |
11,301.80 |
11,407.56 |
| PP |
11,197.52 |
11,197.52 |
11,197.52 |
11,219.02 |
| S1 |
11,111.56 |
11,111.56 |
11,255.42 |
11,154.54 |
| S2 |
10,944.50 |
10,944.50 |
11,232.22 |
|
| S3 |
10,691.48 |
10,858.54 |
11,209.03 |
|
| S4 |
10,438.46 |
10,605.52 |
11,139.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,283.49 |
11,085.38 |
198.11 |
1.8% |
114.71 |
1.0% |
88% |
False |
False |
|
| 10 |
11,283.49 |
11,030.47 |
253.02 |
2.2% |
117.73 |
1.0% |
91% |
False |
False |
|
| 20 |
11,670.19 |
11,030.47 |
639.72 |
5.7% |
113.05 |
1.0% |
36% |
False |
False |
|
| 40 |
11,670.19 |
11,030.47 |
639.72 |
5.7% |
105.20 |
0.9% |
36% |
False |
False |
|
| 60 |
11,670.19 |
10,922.73 |
747.46 |
6.6% |
100.85 |
0.9% |
45% |
False |
False |
|
| 80 |
11,670.19 |
10,737.67 |
932.52 |
8.3% |
98.88 |
0.9% |
56% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
96.48 |
0.9% |
59% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
94.67 |
0.8% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,780.81 |
|
2.618 |
11,584.74 |
|
1.618 |
11,464.60 |
|
1.000 |
11,390.35 |
|
0.618 |
11,344.46 |
|
HIGH |
11,270.21 |
|
0.618 |
11,224.32 |
|
0.500 |
11,210.14 |
|
0.382 |
11,195.96 |
|
LOW |
11,150.07 |
|
0.618 |
11,075.82 |
|
1.000 |
11,029.93 |
|
1.618 |
10,955.68 |
|
2.618 |
10,835.54 |
|
4.250 |
10,639.48 |
|
|
| Fisher Pivots for day following 01-Jun-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,243.57 |
11,234.11 |
| PP |
11,226.85 |
11,207.93 |
| S1 |
11,210.14 |
11,181.76 |
|