Trading Metrics calculated at close of trading on 08-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2006 |
08-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
11,002.06 |
10,929.70 |
-72.36 |
-0.7% |
11,277.25 |
High |
11,077.38 |
10,964.68 |
-112.70 |
-1.0% |
11,285.82 |
Low |
10,928.34 |
10,757.55 |
-170.79 |
-1.6% |
11,085.38 |
Close |
10,930.90 |
10,938.82 |
7.92 |
0.1% |
11,247.87 |
Range |
149.04 |
207.13 |
58.09 |
39.0% |
200.44 |
ATR |
123.56 |
129.53 |
5.97 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,508.41 |
11,430.74 |
11,052.74 |
|
R3 |
11,301.28 |
11,223.61 |
10,995.78 |
|
R2 |
11,094.15 |
11,094.15 |
10,976.79 |
|
R1 |
11,016.48 |
11,016.48 |
10,957.81 |
11,055.32 |
PP |
10,887.02 |
10,887.02 |
10,887.02 |
10,906.43 |
S1 |
10,809.35 |
10,809.35 |
10,919.83 |
10,848.19 |
S2 |
10,679.89 |
10,679.89 |
10,900.85 |
|
S3 |
10,472.76 |
10,602.22 |
10,881.86 |
|
S4 |
10,265.63 |
10,395.09 |
10,824.90 |
|
|
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 |
10,757.55 |
528.27 |
4.8% |
165.37 |
1.5% |
34% |
False |
True |
|
10 |
11,285.82 |
10,757.55 |
528.27 |
4.8% |
140.04 |
1.3% |
34% |
False |
True |
|
20 |
11,639.45 |
10,757.55 |
881.90 |
8.1% |
134.77 |
1.2% |
21% |
False |
True |
|
40 |
11,670.19 |
10,757.55 |
912.64 |
8.3% |
112.76 |
1.0% |
20% |
False |
True |
|
60 |
11,670.19 |
10,757.55 |
912.64 |
8.3% |
106.66 |
1.0% |
20% |
False |
True |
|
80 |
11,670.19 |
10,757.55 |
912.64 |
8.3% |
102.70 |
0.9% |
20% |
False |
True |
|
100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.2% |
101.13 |
0.9% |
28% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.2% |
97.48 |
0.9% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,844.98 |
2.618 |
11,506.95 |
1.618 |
11,299.82 |
1.000 |
11,171.81 |
0.618 |
11,092.69 |
HIGH |
10,964.68 |
0.618 |
10,885.56 |
0.500 |
10,861.12 |
0.382 |
10,836.67 |
LOW |
10,757.55 |
0.618 |
10,629.54 |
1.000 |
10,550.42 |
1.618 |
10,422.41 |
2.618 |
10,215.28 |
4.250 |
9,877.25 |
|
|
Fisher Pivots for day following 08-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
10,912.92 |
10,934.52 |
PP |
10,887.02 |
10,930.21 |
S1 |
10,861.12 |
10,925.91 |
|