| Trading Metrics calculated at close of trading on 06-Jun-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2006 |
06-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
11,247.55 |
11,048.24 |
-199.31 |
-1.8% |
11,277.25 |
| High |
11,248.79 |
11,094.26 |
-154.53 |
-1.4% |
11,285.82 |
| Low |
11,040.24 |
10,926.42 |
-113.82 |
-1.0% |
11,085.38 |
| Close |
11,048.72 |
11,002.14 |
-46.58 |
-0.4% |
11,247.87 |
| Range |
208.55 |
167.84 |
-40.71 |
-19.5% |
200.44 |
| ATR |
118.04 |
121.60 |
3.56 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,511.13 |
11,424.47 |
11,094.45 |
|
| R3 |
11,343.29 |
11,256.63 |
11,048.30 |
|
| R2 |
11,175.45 |
11,175.45 |
11,032.91 |
|
| R1 |
11,088.79 |
11,088.79 |
11,017.53 |
11,048.20 |
| PP |
11,007.61 |
11,007.61 |
11,007.61 |
10,987.31 |
| S1 |
10,920.95 |
10,920.95 |
10,986.75 |
10,880.36 |
| S2 |
10,839.77 |
10,839.77 |
10,971.37 |
|
| S3 |
10,671.93 |
10,753.11 |
10,955.98 |
|
| S4 |
10,504.09 |
10,585.27 |
10,909.83 |
|
|
| 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 |
10,926.42 |
359.40 |
3.3% |
137.70 |
1.3% |
21% |
False |
True |
|
| 10 |
11,285.82 |
10,926.42 |
359.40 |
3.3% |
128.73 |
1.2% |
21% |
False |
True |
|
| 20 |
11,670.19 |
10,926.42 |
743.77 |
6.8% |
124.14 |
1.1% |
10% |
False |
True |
|
| 40 |
11,670.19 |
10,926.42 |
743.77 |
6.8% |
108.90 |
1.0% |
10% |
False |
True |
|
| 60 |
11,670.19 |
10,926.42 |
743.77 |
6.8% |
103.44 |
0.9% |
10% |
False |
True |
|
| 80 |
11,670.19 |
10,820.20 |
849.99 |
7.7% |
100.93 |
0.9% |
21% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.2% |
99.23 |
0.9% |
34% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.2% |
96.34 |
0.9% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,807.58 |
|
2.618 |
11,533.67 |
|
1.618 |
11,365.83 |
|
1.000 |
11,262.10 |
|
0.618 |
11,197.99 |
|
HIGH |
11,094.26 |
|
0.618 |
11,030.15 |
|
0.500 |
11,010.34 |
|
0.382 |
10,990.53 |
|
LOW |
10,926.42 |
|
0.618 |
10,822.69 |
|
1.000 |
10,758.58 |
|
1.618 |
10,654.85 |
|
2.618 |
10,487.01 |
|
4.250 |
10,213.10 |
|
|
| Fisher Pivots for day following 06-Jun-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,010.34 |
11,106.12 |
| PP |
11,007.61 |
11,071.46 |
| S1 |
11,004.87 |
11,036.80 |
|