Trading Metrics calculated at close of trading on 02-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2006 |
02-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
11,169.03 |
11,260.52 |
91.49 |
0.8% |
11,277.25 |
High |
11,270.21 |
11,285.82 |
15.61 |
0.1% |
11,285.82 |
Low |
11,150.07 |
11,191.53 |
41.46 |
0.4% |
11,085.38 |
Close |
11,260.28 |
11,247.87 |
-12.41 |
-0.1% |
11,247.87 |
Range |
120.14 |
94.29 |
-25.85 |
-21.5% |
200.44 |
ATR |
112.37 |
111.08 |
-1.29 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,524.61 |
11,480.53 |
11,299.73 |
|
R3 |
11,430.32 |
11,386.24 |
11,273.80 |
|
R2 |
11,336.03 |
11,336.03 |
11,265.16 |
|
R1 |
11,291.95 |
11,291.95 |
11,256.51 |
11,266.85 |
PP |
11,241.74 |
11,241.74 |
11,241.74 |
11,229.19 |
S1 |
11,197.66 |
11,197.66 |
11,239.23 |
11,172.56 |
S2 |
11,147.45 |
11,147.45 |
11,230.58 |
|
S3 |
11,053.16 |
11,103.37 |
11,221.94 |
|
S4 |
10,958.87 |
11,009.08 |
11,196.01 |
|
|
Weekly Pivots for week ending 02-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,807.68 |
11,728.21 |
11,358.11 |
|
R3 |
11,607.24 |
11,527.77 |
11,302.99 |
|
R2 |
11,406.80 |
11,406.80 |
11,284.62 |
|
R1 |
11,327.33 |
11,327.33 |
11,266.24 |
11,266.85 |
PP |
11,206.36 |
11,206.36 |
11,206.36 |
11,176.11 |
S1 |
11,126.89 |
11,126.89 |
11,229.50 |
11,066.41 |
S2 |
11,005.92 |
11,005.92 |
11,211.12 |
|
S3 |
10,805.48 |
10,926.45 |
11,192.75 |
|
S4 |
10,605.04 |
10,726.01 |
11,137.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,285.82 |
11,085.38 |
200.44 |
1.8% |
113.56 |
1.0% |
81% |
True |
False |
|
10 |
11,285.82 |
11,030.47 |
255.35 |
2.3% |
115.13 |
1.0% |
85% |
True |
False |
|
20 |
11,670.19 |
11,030.47 |
639.72 |
5.7% |
114.69 |
1.0% |
34% |
False |
False |
|
40 |
11,670.19 |
11,030.47 |
639.72 |
5.7% |
105.52 |
0.9% |
34% |
False |
False |
|
60 |
11,670.19 |
10,963.88 |
706.31 |
6.3% |
100.69 |
0.9% |
40% |
False |
False |
|
80 |
11,670.19 |
10,740.63 |
929.56 |
8.3% |
99.00 |
0.9% |
55% |
False |
False |
|
100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
96.67 |
0.9% |
58% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
94.47 |
0.8% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,686.55 |
2.618 |
11,532.67 |
1.618 |
11,438.38 |
1.000 |
11,380.11 |
0.618 |
11,344.09 |
HIGH |
11,285.82 |
0.618 |
11,249.80 |
0.500 |
11,238.68 |
0.382 |
11,227.55 |
LOW |
11,191.53 |
0.618 |
11,133.26 |
1.000 |
11,097.24 |
1.618 |
11,038.97 |
2.618 |
10,944.68 |
4.250 |
10,790.80 |
|
|
Fisher Pivots for day following 02-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
11,244.81 |
11,227.11 |
PP |
11,241.74 |
11,206.36 |
S1 |
11,238.68 |
11,185.60 |
|