Trading Metrics calculated at close of trading on 12-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2006 |
12-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
10,939.14 |
10,892.00 |
-47.14 |
-0.4% |
11,247.55 |
High |
10,976.20 |
10,927.12 |
-49.08 |
-0.4% |
11,248.79 |
Low |
10,871.59 |
10,790.26 |
-81.33 |
-0.7% |
10,757.55 |
Close |
10,891.92 |
10,792.58 |
-99.34 |
-0.9% |
10,891.92 |
Range |
104.61 |
136.86 |
32.25 |
30.8% |
491.24 |
ATR |
127.75 |
128.40 |
0.65 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,247.23 |
11,156.77 |
10,867.85 |
|
R3 |
11,110.37 |
11,019.91 |
10,830.22 |
|
R2 |
10,973.51 |
10,973.51 |
10,817.67 |
|
R1 |
10,883.05 |
10,883.05 |
10,805.13 |
10,859.85 |
PP |
10,836.65 |
10,836.65 |
10,836.65 |
10,825.06 |
S1 |
10,746.19 |
10,746.19 |
10,780.03 |
10,722.99 |
S2 |
10,699.79 |
10,699.79 |
10,767.49 |
|
S3 |
10,562.93 |
10,609.33 |
10,754.94 |
|
S4 |
10,426.07 |
10,472.47 |
10,717.31 |
|
|
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 |
11,094.26 |
10,757.55 |
336.71 |
3.1% |
153.10 |
1.4% |
10% |
False |
False |
|
10 |
11,285.82 |
10,757.55 |
528.27 |
4.9% |
146.99 |
1.4% |
7% |
False |
False |
|
20 |
11,460.55 |
10,757.55 |
703.00 |
6.5% |
132.58 |
1.2% |
5% |
False |
False |
|
40 |
11,670.19 |
10,757.55 |
912.64 |
8.5% |
115.56 |
1.1% |
4% |
False |
False |
|
60 |
11,670.19 |
10,757.55 |
912.64 |
8.5% |
108.02 |
1.0% |
4% |
False |
False |
|
80 |
11,670.19 |
10,757.55 |
912.64 |
8.5% |
102.77 |
1.0% |
4% |
False |
False |
|
100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.3% |
102.00 |
0.9% |
13% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.3% |
98.29 |
0.9% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,508.78 |
2.618 |
11,285.42 |
1.618 |
11,148.56 |
1.000 |
11,063.98 |
0.618 |
11,011.70 |
HIGH |
10,927.12 |
0.618 |
10,874.84 |
0.500 |
10,858.69 |
0.382 |
10,842.54 |
LOW |
10,790.26 |
0.618 |
10,705.68 |
1.000 |
10,653.40 |
1.618 |
10,568.82 |
2.618 |
10,431.96 |
4.250 |
10,208.61 |
|
|
Fisher Pivots for day following 12-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
10,858.69 |
10,866.88 |
PP |
10,836.65 |
10,842.11 |
S1 |
10,814.62 |
10,817.35 |
|