Trading Metrics calculated at close of trading on 14-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2006 |
14-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
10,783.14 |
10,706.78 |
-76.36 |
-0.7% |
11,247.55 |
High |
10,862.30 |
10,817.00 |
-45.30 |
-0.4% |
11,248.79 |
Low |
10,700.93 |
10,698.85 |
-2.08 |
0.0% |
10,757.55 |
Close |
10,706.14 |
10,816.92 |
110.78 |
1.0% |
10,891.92 |
Range |
161.37 |
118.15 |
-43.22 |
-26.8% |
491.24 |
ATR |
130.75 |
129.85 |
-0.90 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,132.04 |
11,092.63 |
10,881.90 |
|
R3 |
11,013.89 |
10,974.48 |
10,849.41 |
|
R2 |
10,895.74 |
10,895.74 |
10,838.58 |
|
R1 |
10,856.33 |
10,856.33 |
10,827.75 |
10,876.04 |
PP |
10,777.59 |
10,777.59 |
10,777.59 |
10,787.44 |
S1 |
10,738.18 |
10,738.18 |
10,806.09 |
10,757.89 |
S2 |
10,659.44 |
10,659.44 |
10,795.26 |
|
S3 |
10,541.29 |
10,620.03 |
10,784.43 |
|
S4 |
10,423.14 |
10,501.88 |
10,751.94 |
|
|
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 |
10,976.20 |
10,698.85 |
277.35 |
2.6% |
145.62 |
1.3% |
43% |
False |
True |
|
10 |
11,285.82 |
10,698.85 |
586.97 |
5.4% |
146.80 |
1.4% |
20% |
False |
True |
|
20 |
11,410.13 |
10,698.85 |
711.28 |
6.6% |
138.05 |
1.3% |
17% |
False |
True |
|
40 |
11,670.19 |
10,698.85 |
971.34 |
9.0% |
114.38 |
1.1% |
12% |
False |
True |
|
60 |
11,670.19 |
10,698.85 |
971.34 |
9.0% |
111.27 |
1.0% |
12% |
False |
True |
|
80 |
11,670.19 |
10,698.85 |
971.34 |
9.0% |
104.66 |
1.0% |
12% |
False |
True |
|
100 |
11,670.19 |
10,666.35 |
1,003.84 |
9.3% |
101.96 |
0.9% |
15% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.3% |
99.22 |
0.9% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,319.14 |
2.618 |
11,126.32 |
1.618 |
11,008.17 |
1.000 |
10,935.15 |
0.618 |
10,890.02 |
HIGH |
10,817.00 |
0.618 |
10,771.87 |
0.500 |
10,757.93 |
0.382 |
10,743.98 |
LOW |
10,698.85 |
0.618 |
10,625.83 |
1.000 |
10,580.70 |
1.618 |
10,507.68 |
2.618 |
10,389.53 |
4.250 |
10,196.71 |
|
|
Fisher Pivots for day following 14-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
10,797.26 |
10,815.61 |
PP |
10,777.59 |
10,814.30 |
S1 |
10,757.93 |
10,812.99 |
|