Trading Metrics calculated at close of trading on 30-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2006 |
30-May-2006 |
Change |
Change % |
Previous Week |
Open |
11,211.69 |
11,277.25 |
65.56 |
0.6% |
11,143.42 |
High |
11,283.49 |
11,278.13 |
-5.36 |
0.0% |
11,283.49 |
Low |
11,211.54 |
11,094.35 |
-117.19 |
-1.0% |
11,030.47 |
Close |
11,278.61 |
11,094.43 |
-184.18 |
-1.6% |
11,278.61 |
Range |
71.95 |
183.78 |
111.83 |
155.4% |
253.02 |
ATR |
107.37 |
112.86 |
5.49 |
5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,706.98 |
11,584.48 |
11,195.51 |
|
R3 |
11,523.20 |
11,400.70 |
11,144.97 |
|
R2 |
11,339.42 |
11,339.42 |
11,128.12 |
|
R1 |
11,216.92 |
11,216.92 |
11,111.28 |
11,186.28 |
PP |
11,155.64 |
11,155.64 |
11,155.64 |
11,140.32 |
S1 |
11,033.14 |
11,033.14 |
11,077.58 |
11,002.50 |
S2 |
10,971.86 |
10,971.86 |
11,060.74 |
|
S3 |
10,788.08 |
10,849.36 |
11,043.89 |
|
S4 |
10,604.30 |
10,665.58 |
10,993.35 |
|
|
Weekly Pivots for week ending 26-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,956.58 |
11,870.62 |
11,417.77 |
|
R3 |
11,703.56 |
11,617.60 |
11,348.19 |
|
R2 |
11,450.54 |
11,450.54 |
11,325.00 |
|
R1 |
11,364.58 |
11,364.58 |
11,301.80 |
11,407.56 |
PP |
11,197.52 |
11,197.52 |
11,197.52 |
11,219.02 |
S1 |
11,111.56 |
11,111.56 |
11,255.42 |
11,154.54 |
S2 |
10,944.50 |
10,944.50 |
11,232.22 |
|
S3 |
10,691.48 |
10,858.54 |
11,209.03 |
|
S4 |
10,438.46 |
10,605.52 |
11,139.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,283.49 |
11,030.47 |
253.02 |
2.3% |
119.77 |
1.1% |
25% |
False |
False |
|
10 |
11,460.55 |
11,030.47 |
430.08 |
3.9% |
126.31 |
1.1% |
15% |
False |
False |
|
20 |
11,670.19 |
11,030.47 |
639.72 |
5.8% |
109.41 |
1.0% |
10% |
False |
False |
|
40 |
11,670.19 |
11,030.47 |
639.72 |
5.8% |
105.71 |
1.0% |
10% |
False |
False |
|
60 |
11,670.19 |
10,922.73 |
747.46 |
6.7% |
100.02 |
0.9% |
23% |
False |
False |
|
80 |
11,670.19 |
10,737.67 |
932.52 |
8.4% |
97.76 |
0.9% |
38% |
False |
False |
|
100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
95.88 |
0.9% |
43% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
94.47 |
0.9% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,059.20 |
2.618 |
11,759.27 |
1.618 |
11,575.49 |
1.000 |
11,461.91 |
0.618 |
11,391.71 |
HIGH |
11,278.13 |
0.618 |
11,207.93 |
0.500 |
11,186.24 |
0.382 |
11,164.55 |
LOW |
11,094.35 |
0.618 |
10,980.77 |
1.000 |
10,910.57 |
1.618 |
10,796.99 |
2.618 |
10,613.21 |
4.250 |
10,313.29 |
|
|
Fisher Pivots for day following 30-May-2006 |
Pivot |
1 day |
3 day |
R1 |
11,186.24 |
11,188.92 |
PP |
11,155.64 |
11,157.42 |
S1 |
11,125.03 |
11,125.93 |
|