Trading Metrics calculated at close of trading on 09-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2006 |
09-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
10,929.70 |
10,939.14 |
9.44 |
0.1% |
11,247.55 |
High |
10,964.68 |
10,976.20 |
11.52 |
0.1% |
11,248.79 |
Low |
10,757.55 |
10,871.59 |
114.04 |
1.1% |
10,757.55 |
Close |
10,938.82 |
10,891.92 |
-46.90 |
-0.4% |
10,891.92 |
Range |
207.13 |
104.61 |
-102.52 |
-49.5% |
491.24 |
ATR |
129.53 |
127.75 |
-1.78 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,227.07 |
11,164.10 |
10,949.46 |
|
R3 |
11,122.46 |
11,059.49 |
10,920.69 |
|
R2 |
11,017.85 |
11,017.85 |
10,911.10 |
|
R1 |
10,954.88 |
10,954.88 |
10,901.51 |
10,934.06 |
PP |
10,913.24 |
10,913.24 |
10,913.24 |
10,902.83 |
S1 |
10,850.27 |
10,850.27 |
10,882.33 |
10,829.45 |
S2 |
10,808.63 |
10,808.63 |
10,872.74 |
|
S3 |
10,704.02 |
10,745.66 |
10,863.15 |
|
S4 |
10,599.41 |
10,641.05 |
10,834.38 |
|
|
Weekly Pivots for week ending 09-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,439.81 |
12,157.10 |
11,162.10 |
|
R3 |
11,948.57 |
11,665.86 |
11,027.01 |
|
R2 |
11,457.33 |
11,457.33 |
10,981.98 |
|
R1 |
11,174.62 |
11,174.62 |
10,936.95 |
11,070.36 |
PP |
10,966.09 |
10,966.09 |
10,966.09 |
10,913.95 |
S1 |
10,683.38 |
10,683.38 |
10,846.89 |
10,579.12 |
S2 |
10,474.85 |
10,474.85 |
10,801.86 |
|
S3 |
9,983.61 |
10,192.14 |
10,756.83 |
|
S4 |
9,492.37 |
9,700.90 |
10,621.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,248.79 |
10,757.55 |
491.24 |
4.5% |
167.43 |
1.5% |
27% |
False |
False |
|
10 |
11,285.82 |
10,757.55 |
528.27 |
4.9% |
140.50 |
1.3% |
25% |
False |
False |
|
20 |
11,500.01 |
10,757.55 |
742.46 |
6.8% |
132.00 |
1.2% |
18% |
False |
False |
|
40 |
11,670.19 |
10,757.55 |
912.64 |
8.4% |
113.95 |
1.0% |
15% |
False |
False |
|
60 |
11,670.19 |
10,757.55 |
912.64 |
8.4% |
106.94 |
1.0% |
15% |
False |
False |
|
80 |
11,670.19 |
10,757.55 |
912.64 |
8.4% |
102.05 |
0.9% |
15% |
False |
False |
|
100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.3% |
101.36 |
0.9% |
23% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.3% |
97.74 |
0.9% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,420.79 |
2.618 |
11,250.07 |
1.618 |
11,145.46 |
1.000 |
11,080.81 |
0.618 |
11,040.85 |
HIGH |
10,976.20 |
0.618 |
10,936.24 |
0.500 |
10,923.90 |
0.382 |
10,911.55 |
LOW |
10,871.59 |
0.618 |
10,806.94 |
1.000 |
10,766.98 |
1.618 |
10,702.33 |
2.618 |
10,597.72 |
4.250 |
10,427.00 |
|
|
Fisher Pivots for day following 09-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
10,923.90 |
10,917.47 |
PP |
10,913.24 |
10,908.95 |
S1 |
10,902.58 |
10,900.44 |
|