Trading Metrics calculated at close of trading on 07-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2006 |
07-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
11,048.24 |
11,002.06 |
-46.18 |
-0.4% |
11,277.25 |
High |
11,094.26 |
11,077.38 |
-16.88 |
-0.2% |
11,285.82 |
Low |
10,926.42 |
10,928.34 |
1.92 |
0.0% |
11,085.38 |
Close |
11,002.14 |
10,930.90 |
-71.24 |
-0.6% |
11,247.87 |
Range |
167.84 |
149.04 |
-18.80 |
-11.2% |
200.44 |
ATR |
121.60 |
123.56 |
1.96 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,425.99 |
11,327.49 |
11,012.87 |
|
R3 |
11,276.95 |
11,178.45 |
10,971.89 |
|
R2 |
11,127.91 |
11,127.91 |
10,958.22 |
|
R1 |
11,029.41 |
11,029.41 |
10,944.56 |
11,004.14 |
PP |
10,978.87 |
10,978.87 |
10,978.87 |
10,966.24 |
S1 |
10,880.37 |
10,880.37 |
10,917.24 |
10,855.10 |
S2 |
10,829.83 |
10,829.83 |
10,903.58 |
|
S3 |
10,680.79 |
10,731.33 |
10,889.91 |
|
S4 |
10,531.75 |
10,582.29 |
10,848.93 |
|
|
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% |
147.97 |
1.4% |
1% |
False |
False |
|
10 |
11,285.82 |
10,926.42 |
359.40 |
3.3% |
133.10 |
1.2% |
1% |
False |
False |
|
20 |
11,670.19 |
10,926.42 |
743.77 |
6.8% |
128.16 |
1.2% |
1% |
False |
False |
|
40 |
11,670.19 |
10,926.42 |
743.77 |
6.8% |
110.91 |
1.0% |
1% |
False |
False |
|
60 |
11,670.19 |
10,926.42 |
743.77 |
6.8% |
104.92 |
1.0% |
1% |
False |
False |
|
80 |
11,670.19 |
10,849.89 |
820.30 |
7.5% |
101.24 |
0.9% |
10% |
False |
False |
|
100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.2% |
99.77 |
0.9% |
27% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.2% |
96.58 |
0.9% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,710.80 |
2.618 |
11,467.57 |
1.618 |
11,318.53 |
1.000 |
11,226.42 |
0.618 |
11,169.49 |
HIGH |
11,077.38 |
0.618 |
11,020.45 |
0.500 |
11,002.86 |
0.382 |
10,985.27 |
LOW |
10,928.34 |
0.618 |
10,836.23 |
1.000 |
10,779.30 |
1.618 |
10,687.19 |
2.618 |
10,538.15 |
4.250 |
10,294.92 |
|
|
Fisher Pivots for day following 07-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
11,002.86 |
11,087.61 |
PP |
10,978.87 |
11,035.37 |
S1 |
10,954.89 |
10,983.14 |
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