| Trading Metrics calculated at close of trading on 17-Feb-2005 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2005 |
17-Feb-2005 |
Change |
Change % |
Previous Week |
| Open |
10,832.00 |
10,835.00 |
3.00 |
0.0% |
10,715.80 |
| High |
10,853.40 |
10,841.20 |
-12.20 |
-0.1% |
10,829.20 |
| Low |
10,794.20 |
10,752.30 |
-41.90 |
-0.4% |
10,660.40 |
| Close |
10,834.90 |
10,754.30 |
-80.60 |
-0.7% |
10,796.00 |
| Range |
59.20 |
88.90 |
29.70 |
50.2% |
168.80 |
| ATR |
81.76 |
82.27 |
0.51 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,049.30 |
10,990.70 |
10,803.20 |
|
| R3 |
10,960.40 |
10,901.80 |
10,778.75 |
|
| R2 |
10,871.50 |
10,871.50 |
10,770.60 |
|
| R1 |
10,812.90 |
10,812.90 |
10,762.45 |
10,797.75 |
| PP |
10,782.60 |
10,782.60 |
10,782.60 |
10,775.03 |
| S1 |
10,724.00 |
10,724.00 |
10,746.15 |
10,708.85 |
| S2 |
10,693.70 |
10,693.70 |
10,738.00 |
|
| S3 |
10,604.80 |
10,635.10 |
10,729.85 |
|
| S4 |
10,515.90 |
10,546.20 |
10,705.41 |
|
|
| Weekly Pivots for week ending 11-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,268.27 |
11,200.93 |
10,888.84 |
|
| R3 |
11,099.47 |
11,032.13 |
10,842.42 |
|
| R2 |
10,930.67 |
10,930.67 |
10,826.95 |
|
| R1 |
10,863.33 |
10,863.33 |
10,811.47 |
10,897.00 |
| PP |
10,761.87 |
10,761.87 |
10,761.87 |
10,778.70 |
| S1 |
10,694.53 |
10,694.53 |
10,780.53 |
10,728.20 |
| S2 |
10,593.07 |
10,593.07 |
10,765.05 |
|
| S3 |
10,424.27 |
10,525.73 |
10,749.58 |
|
| S4 |
10,255.47 |
10,356.93 |
10,703.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,853.40 |
10,703.40 |
150.00 |
1.4% |
75.22 |
0.7% |
34% |
False |
False |
|
| 10 |
10,853.40 |
10,586.90 |
266.50 |
2.5% |
77.61 |
0.7% |
63% |
False |
False |
|
| 20 |
10,853.40 |
10,368.60 |
484.80 |
4.5% |
81.80 |
0.8% |
80% |
False |
False |
|
| 40 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
86.90 |
0.8% |
77% |
False |
False |
|
| 60 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
86.84 |
0.8% |
77% |
False |
False |
|
| 80 |
10,868.10 |
9,749.55 |
1,118.55 |
10.4% |
89.48 |
0.8% |
90% |
False |
False |
|
| 100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
91.69 |
0.9% |
90% |
False |
False |
|
| 120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
89.61 |
0.8% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,219.03 |
|
2.618 |
11,073.94 |
|
1.618 |
10,985.04 |
|
1.000 |
10,930.10 |
|
0.618 |
10,896.14 |
|
HIGH |
10,841.20 |
|
0.618 |
10,807.24 |
|
0.500 |
10,796.75 |
|
0.382 |
10,786.26 |
|
LOW |
10,752.30 |
|
0.618 |
10,697.36 |
|
1.000 |
10,663.40 |
|
1.618 |
10,608.46 |
|
2.618 |
10,519.56 |
|
4.250 |
10,374.48 |
|
|
| Fisher Pivots for day following 17-Feb-2005 |
| Pivot |
1 day |
3 day |
| R1 |
10,796.75 |
10,802.85 |
| PP |
10,782.60 |
10,786.67 |
| S1 |
10,768.45 |
10,770.48 |
|