| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2006 |
05-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1,320.1 |
1,301.3 |
-18.8 |
-1.4% |
1,291.7 |
| High |
1,320.1 |
1,301.3 |
-18.8 |
-1.4% |
1,320.1 |
| Low |
1,320.1 |
1,301.3 |
-18.8 |
-1.4% |
1,291.7 |
| Close |
1,320.1 |
1,301.3 |
-18.8 |
-1.4% |
1,320.1 |
| Range |
|
|
|
|
|
| ATR |
9.3 |
9.9 |
0.7 |
7.4% |
0.0 |
| Volume |
4 |
100 |
96 |
2,400.0% |
46 |
|
| Daily Pivots for day following 05-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,301.3 |
1,301.3 |
1,301.3 |
|
| R3 |
1,301.3 |
1,301.3 |
1,301.3 |
|
| R2 |
1,301.3 |
1,301.3 |
1,301.3 |
|
| R1 |
1,301.3 |
1,301.3 |
1,301.3 |
1,301.3 |
| PP |
1,301.3 |
1,301.3 |
1,301.3 |
1,301.3 |
| S1 |
1,301.3 |
1,301.3 |
1,301.3 |
1,301.3 |
| S2 |
1,301.3 |
1,301.3 |
1,301.3 |
|
| S3 |
1,301.3 |
1,301.3 |
1,301.3 |
|
| S4 |
1,301.3 |
1,301.3 |
1,301.3 |
|
|
| Weekly Pivots for week ending 02-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.8 |
1,386.4 |
1,335.7 |
|
| R3 |
1,367.4 |
1,358.0 |
1,327.9 |
|
| R2 |
1,339.0 |
1,339.0 |
1,325.3 |
|
| R1 |
1,329.6 |
1,329.6 |
1,322.7 |
1,334.3 |
| PP |
1,310.6 |
1,310.6 |
1,310.6 |
1,313.0 |
| S1 |
1,301.2 |
1,301.2 |
1,317.5 |
1,305.9 |
| S2 |
1,282.2 |
1,282.2 |
1,314.9 |
|
| S3 |
1,253.8 |
1,272.8 |
1,312.3 |
|
| S4 |
1,225.4 |
1,244.4 |
1,304.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,320.1 |
1,291.7 |
28.4 |
2.2% |
0.0 |
0.0% |
34% |
False |
False |
29 |
| 10 |
1,320.1 |
1,284.3 |
35.8 |
2.8% |
0.0 |
0.0% |
47% |
False |
False |
14 |
| 20 |
1,363.8 |
1,284.3 |
79.5 |
6.1% |
0.7 |
0.1% |
21% |
False |
False |
9 |
| 40 |
1,363.8 |
1,284.3 |
79.5 |
6.1% |
0.4 |
0.0% |
21% |
False |
False |
5 |
| 60 |
1,363.8 |
1,284.3 |
79.5 |
6.1% |
0.9 |
0.1% |
21% |
False |
False |
3 |
| 80 |
1,363.8 |
1,284.3 |
79.5 |
6.1% |
0.7 |
0.1% |
21% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,301.3 |
|
2.618 |
1,301.3 |
|
1.618 |
1,301.3 |
|
1.000 |
1,301.3 |
|
0.618 |
1,301.3 |
|
HIGH |
1,301.3 |
|
0.618 |
1,301.3 |
|
0.500 |
1,301.3 |
|
0.382 |
1,301.3 |
|
LOW |
1,301.3 |
|
0.618 |
1,301.3 |
|
1.000 |
1,301.3 |
|
1.618 |
1,301.3 |
|
2.618 |
1,301.3 |
|
4.250 |
1,301.3 |
|
|