Trading Metrics calculated at close of trading on 13-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2006 |
13-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
10,892.00 |
10,783.14 |
-108.86 |
-1.0% |
11,247.55 |
High |
10,927.12 |
10,862.30 |
-64.82 |
-0.6% |
11,248.79 |
Low |
10,790.26 |
10,700.93 |
-89.33 |
-0.8% |
10,757.55 |
Close |
10,792.58 |
10,706.14 |
-86.44 |
-0.8% |
10,891.92 |
Range |
136.86 |
161.37 |
24.51 |
17.9% |
491.24 |
ATR |
128.40 |
130.75 |
2.36 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,240.57 |
11,134.72 |
10,794.89 |
|
R3 |
11,079.20 |
10,973.35 |
10,750.52 |
|
R2 |
10,917.83 |
10,917.83 |
10,735.72 |
|
R1 |
10,811.98 |
10,811.98 |
10,720.93 |
10,784.22 |
PP |
10,756.46 |
10,756.46 |
10,756.46 |
10,742.58 |
S1 |
10,650.61 |
10,650.61 |
10,691.35 |
10,622.85 |
S2 |
10,595.09 |
10,595.09 |
10,676.56 |
|
S3 |
10,433.72 |
10,489.24 |
10,661.76 |
|
S4 |
10,272.35 |
10,327.87 |
10,617.39 |
|
|
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 |
11,077.38 |
10,700.93 |
376.45 |
3.5% |
151.80 |
1.4% |
1% |
False |
True |
|
10 |
11,285.82 |
10,700.93 |
584.89 |
5.5% |
144.75 |
1.4% |
1% |
False |
True |
|
20 |
11,460.55 |
10,700.93 |
759.62 |
7.1% |
135.53 |
1.3% |
1% |
False |
True |
|
40 |
11,670.19 |
10,700.93 |
969.26 |
9.1% |
116.57 |
1.1% |
1% |
False |
True |
|
60 |
11,670.19 |
10,700.93 |
969.26 |
9.1% |
110.11 |
1.0% |
1% |
False |
True |
|
80 |
11,670.19 |
10,700.93 |
969.26 |
9.1% |
103.86 |
1.0% |
1% |
False |
True |
|
100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.4% |
102.97 |
1.0% |
4% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.4% |
98.82 |
0.9% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,548.12 |
2.618 |
11,284.77 |
1.618 |
11,123.40 |
1.000 |
11,023.67 |
0.618 |
10,962.03 |
HIGH |
10,862.30 |
0.618 |
10,800.66 |
0.500 |
10,781.62 |
0.382 |
10,762.57 |
LOW |
10,700.93 |
0.618 |
10,601.20 |
1.000 |
10,539.56 |
1.618 |
10,439.83 |
2.618 |
10,278.46 |
4.250 |
10,015.11 |
|
|
Fisher Pivots for day following 13-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
10,781.62 |
10,838.57 |
PP |
10,756.46 |
10,794.42 |
S1 |
10,731.30 |
10,750.28 |
|