| Trading Metrics calculated at close of trading on 07-Feb-2005 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2005 |
07-Feb-2005 |
Change |
Change % |
Previous Week |
| Open |
10,593.20 |
10,715.80 |
122.60 |
1.2% |
10,428.80 |
| High |
10,723.90 |
10,733.50 |
9.60 |
0.1% |
10,723.90 |
| Low |
10,586.90 |
10,699.70 |
112.80 |
1.1% |
10,428.80 |
| Close |
10,716.10 |
10,715.80 |
-0.30 |
0.0% |
10,716.10 |
| Range |
137.00 |
33.80 |
-103.20 |
-75.3% |
295.10 |
| ATR |
91.80 |
87.66 |
-4.14 |
-4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,817.73 |
10,800.57 |
10,734.39 |
|
| R3 |
10,783.93 |
10,766.77 |
10,725.10 |
|
| R2 |
10,750.13 |
10,750.13 |
10,722.00 |
|
| R1 |
10,732.97 |
10,732.97 |
10,718.90 |
10,732.70 |
| PP |
10,716.33 |
10,716.33 |
10,716.33 |
10,716.20 |
| S1 |
10,699.17 |
10,699.17 |
10,712.70 |
10,698.90 |
| S2 |
10,682.53 |
10,682.53 |
10,709.60 |
|
| S3 |
10,648.73 |
10,665.37 |
10,706.51 |
|
| S4 |
10,614.93 |
10,631.57 |
10,697.21 |
|
|
| Weekly Pivots for week ending 04-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,508.23 |
11,407.27 |
10,878.41 |
|
| R3 |
11,213.13 |
11,112.17 |
10,797.25 |
|
| R2 |
10,918.03 |
10,918.03 |
10,770.20 |
|
| R1 |
10,817.07 |
10,817.07 |
10,743.15 |
10,867.55 |
| PP |
10,622.93 |
10,622.93 |
10,622.93 |
10,648.18 |
| S1 |
10,521.97 |
10,521.97 |
10,689.05 |
10,572.45 |
| S2 |
10,327.83 |
10,327.83 |
10,662.00 |
|
| S3 |
10,032.73 |
10,226.87 |
10,634.95 |
|
| S4 |
9,737.63 |
9,931.77 |
10,553.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,733.50 |
10,489.60 |
243.90 |
2.3% |
74.90 |
0.7% |
93% |
True |
False |
|
| 10 |
10,733.50 |
10,369.40 |
364.10 |
3.4% |
83.51 |
0.8% |
95% |
True |
False |
|
| 20 |
10,733.50 |
10,368.60 |
364.90 |
3.4% |
91.32 |
0.9% |
95% |
True |
False |
|
| 40 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
87.89 |
0.8% |
70% |
False |
False |
|
| 60 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
87.86 |
0.8% |
70% |
False |
False |
|
| 80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
92.33 |
0.9% |
87% |
False |
False |
|
| 100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
91.85 |
0.9% |
87% |
False |
False |
|
| 120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
90.55 |
0.8% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,877.15 |
|
2.618 |
10,821.99 |
|
1.618 |
10,788.19 |
|
1.000 |
10,767.30 |
|
0.618 |
10,754.39 |
|
HIGH |
10,733.50 |
|
0.618 |
10,720.59 |
|
0.500 |
10,716.60 |
|
0.382 |
10,712.61 |
|
LOW |
10,699.70 |
|
0.618 |
10,678.81 |
|
1.000 |
10,665.90 |
|
1.618 |
10,645.01 |
|
2.618 |
10,611.21 |
|
4.250 |
10,556.05 |
|
|
| Fisher Pivots for day following 07-Feb-2005 |
| Pivot |
1 day |
3 day |
| R1 |
10,716.60 |
10,691.13 |
| PP |
10,716.33 |
10,666.47 |
| S1 |
10,716.07 |
10,641.80 |
|