| Trading Metrics calculated at close of trading on 05-Jun-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2006 |
05-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
11,260.52 |
11,247.55 |
-12.97 |
-0.1% |
11,277.25 |
| High |
11,285.82 |
11,248.79 |
-37.03 |
-0.3% |
11,285.82 |
| Low |
11,191.53 |
11,040.24 |
-151.29 |
-1.4% |
11,085.38 |
| Close |
11,247.87 |
11,048.72 |
-199.15 |
-1.8% |
11,247.87 |
| Range |
94.29 |
208.55 |
114.26 |
121.2% |
200.44 |
| ATR |
111.08 |
118.04 |
6.96 |
6.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,738.23 |
11,602.03 |
11,163.42 |
|
| R3 |
11,529.68 |
11,393.48 |
11,106.07 |
|
| R2 |
11,321.13 |
11,321.13 |
11,086.95 |
|
| R1 |
11,184.93 |
11,184.93 |
11,067.84 |
11,148.76 |
| PP |
11,112.58 |
11,112.58 |
11,112.58 |
11,094.50 |
| S1 |
10,976.38 |
10,976.38 |
11,029.60 |
10,940.21 |
| S2 |
10,904.03 |
10,904.03 |
11,010.49 |
|
| S3 |
10,695.48 |
10,767.83 |
10,991.37 |
|
| S4 |
10,486.93 |
10,559.28 |
10,934.02 |
|
|
| Weekly Pivots for week ending 02-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,807.68 |
11,728.21 |
11,358.11 |
|
| R3 |
11,607.24 |
11,527.77 |
11,302.99 |
|
| R2 |
11,406.80 |
11,406.80 |
11,284.62 |
|
| R1 |
11,327.33 |
11,327.33 |
11,266.24 |
11,266.85 |
| PP |
11,206.36 |
11,206.36 |
11,206.36 |
11,176.11 |
| S1 |
11,126.89 |
11,126.89 |
11,229.50 |
11,066.41 |
| S2 |
11,005.92 |
11,005.92 |
11,211.12 |
|
| S3 |
10,805.48 |
10,926.45 |
11,192.75 |
|
| S4 |
10,605.04 |
10,726.01 |
11,137.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,285.82 |
11,040.24 |
245.58 |
2.2% |
140.88 |
1.3% |
3% |
False |
True |
|
| 10 |
11,285.82 |
11,030.47 |
255.35 |
2.3% |
125.48 |
1.1% |
7% |
False |
False |
|
| 20 |
11,670.19 |
11,030.47 |
639.72 |
5.8% |
117.83 |
1.1% |
3% |
False |
False |
|
| 40 |
11,670.19 |
11,030.47 |
639.72 |
5.8% |
108.74 |
1.0% |
3% |
False |
False |
|
| 60 |
11,670.19 |
10,972.92 |
697.27 |
6.3% |
102.74 |
0.9% |
11% |
False |
False |
|
| 80 |
11,670.19 |
10,820.20 |
849.99 |
7.7% |
100.04 |
0.9% |
27% |
False |
False |
|
| 100 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
98.11 |
0.9% |
38% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
95.58 |
0.9% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,135.13 |
|
2.618 |
11,794.77 |
|
1.618 |
11,586.22 |
|
1.000 |
11,457.34 |
|
0.618 |
11,377.67 |
|
HIGH |
11,248.79 |
|
0.618 |
11,169.12 |
|
0.500 |
11,144.52 |
|
0.382 |
11,119.91 |
|
LOW |
11,040.24 |
|
0.618 |
10,911.36 |
|
1.000 |
10,831.69 |
|
1.618 |
10,702.81 |
|
2.618 |
10,494.26 |
|
4.250 |
10,153.90 |
|
|
| Fisher Pivots for day following 05-Jun-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,144.52 |
11,163.03 |
| PP |
11,112.58 |
11,124.93 |
| S1 |
11,080.65 |
11,086.82 |
|