Trading Metrics calculated at close of trading on 11-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2006 |
11-May-2006 |
Change |
Change % |
Previous Week |
Open |
11,630.48 |
11,639.29 |
8.81 |
0.1% |
11,367.78 |
High |
11,670.19 |
11,639.45 |
-30.74 |
-0.3% |
11,586.38 |
Low |
11,595.18 |
11,479.44 |
-115.74 |
-1.0% |
11,329.44 |
Close |
11,642.65 |
11,500.73 |
-141.92 |
-1.2% |
11,577.74 |
Range |
75.01 |
160.01 |
85.00 |
113.3% |
256.94 |
ATR |
89.69 |
94.94 |
5.25 |
5.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,019.90 |
11,920.33 |
11,588.74 |
|
R3 |
11,859.89 |
11,760.32 |
11,544.73 |
|
R2 |
11,699.88 |
11,699.88 |
11,530.07 |
|
R1 |
11,600.31 |
11,600.31 |
11,515.40 |
11,570.09 |
PP |
11,539.87 |
11,539.87 |
11,539.87 |
11,524.77 |
S1 |
11,440.30 |
11,440.30 |
11,486.06 |
11,410.08 |
S2 |
11,379.86 |
11,379.86 |
11,471.39 |
|
S3 |
11,219.85 |
11,280.29 |
11,456.73 |
|
S4 |
11,059.84 |
11,120.28 |
11,412.72 |
|
|
Weekly Pivots for week ending 05-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,268.67 |
12,180.15 |
11,719.06 |
|
R3 |
12,011.73 |
11,923.21 |
11,648.40 |
|
R2 |
11,754.79 |
11,754.79 |
11,624.85 |
|
R1 |
11,666.27 |
11,666.27 |
11,601.29 |
11,710.53 |
PP |
11,497.85 |
11,497.85 |
11,497.85 |
11,519.99 |
S1 |
11,409.33 |
11,409.33 |
11,554.19 |
11,453.59 |
S2 |
11,240.91 |
11,240.91 |
11,530.63 |
|
S3 |
10,983.97 |
11,152.39 |
11,507.08 |
|
S4 |
10,727.03 |
10,895.45 |
11,436.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,670.19 |
11,440.62 |
229.57 |
2.0% |
98.22 |
0.9% |
26% |
False |
False |
|
10 |
11,670.19 |
11,329.44 |
340.75 |
3.0% |
86.68 |
0.8% |
50% |
False |
False |
|
20 |
11,670.19 |
11,039.12 |
631.07 |
5.5% |
95.91 |
0.8% |
73% |
False |
False |
|
40 |
11,670.19 |
11,039.12 |
631.07 |
5.5% |
94.40 |
0.8% |
73% |
False |
False |
|
60 |
11,670.19 |
10,922.73 |
747.46 |
6.5% |
92.06 |
0.8% |
77% |
False |
False |
|
80 |
11,670.19 |
10,661.15 |
1,009.04 |
8.8% |
93.70 |
0.8% |
83% |
False |
False |
|
100 |
11,670.19 |
10,661.15 |
1,009.04 |
8.8% |
90.89 |
0.8% |
83% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
8.8% |
90.21 |
0.8% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,319.49 |
2.618 |
12,058.36 |
1.618 |
11,898.35 |
1.000 |
11,799.46 |
0.618 |
11,738.34 |
HIGH |
11,639.45 |
0.618 |
11,578.33 |
0.500 |
11,559.45 |
0.382 |
11,540.56 |
LOW |
11,479.44 |
0.618 |
11,380.55 |
1.000 |
11,319.43 |
1.618 |
11,220.54 |
2.618 |
11,060.53 |
4.250 |
10,799.40 |
|
|
Fisher Pivots for day following 11-May-2006 |
Pivot |
1 day |
3 day |
R1 |
11,559.45 |
11,574.82 |
PP |
11,539.87 |
11,550.12 |
S1 |
11,520.30 |
11,525.43 |
|