Trading Metrics calculated at close of trading on 01-Mar-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2005 |
01-Mar-2005 |
Change |
Change % |
Previous Week |
Open |
10,842.00 |
10,769.00 |
-73.00 |
-0.7% |
10,783.40 |
High |
10,842.00 |
10,849.10 |
7.10 |
0.1% |
10,845.60 |
Low |
10,730.50 |
10,769.00 |
38.50 |
0.4% |
10,609.00 |
Close |
10,766.20 |
10,830.00 |
63.80 |
0.6% |
10,841.60 |
Range |
111.50 |
80.10 |
-31.40 |
-28.2% |
236.60 |
ATR |
92.23 |
91.56 |
-0.67 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,056.33 |
11,023.27 |
10,874.06 |
|
R3 |
10,976.23 |
10,943.17 |
10,852.03 |
|
R2 |
10,896.13 |
10,896.13 |
10,844.69 |
|
R1 |
10,863.07 |
10,863.07 |
10,837.34 |
10,879.60 |
PP |
10,816.03 |
10,816.03 |
10,816.03 |
10,824.30 |
S1 |
10,782.97 |
10,782.97 |
10,822.66 |
10,799.50 |
S2 |
10,735.93 |
10,735.93 |
10,815.32 |
|
S3 |
10,655.83 |
10,702.87 |
10,807.97 |
|
S4 |
10,575.73 |
10,622.77 |
10,785.95 |
|
|
Weekly Pivots for week ending 25-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,475.20 |
11,395.00 |
10,971.73 |
|
R3 |
11,238.60 |
11,158.40 |
10,906.67 |
|
R2 |
11,002.00 |
11,002.00 |
10,884.98 |
|
R1 |
10,921.80 |
10,921.80 |
10,863.29 |
10,961.90 |
PP |
10,765.40 |
10,765.40 |
10,765.40 |
10,785.45 |
S1 |
10,685.20 |
10,685.20 |
10,819.91 |
10,725.30 |
S2 |
10,528.80 |
10,528.80 |
10,798.22 |
|
S3 |
10,292.20 |
10,448.60 |
10,776.54 |
|
S4 |
10,055.60 |
10,212.00 |
10,711.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,849.10 |
10,609.00 |
240.10 |
2.2% |
100.30 |
0.9% |
92% |
True |
False |
|
10 |
10,853.40 |
10,609.00 |
244.40 |
2.3% |
95.74 |
0.9% |
90% |
False |
False |
|
20 |
10,853.40 |
10,489.60 |
363.80 |
3.4% |
85.80 |
0.8% |
94% |
False |
False |
|
40 |
10,867.40 |
10,368.60 |
498.80 |
4.6% |
93.40 |
0.9% |
93% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
89.06 |
0.8% |
92% |
False |
False |
|
80 |
10,868.10 |
10,128.00 |
740.10 |
6.8% |
88.34 |
0.8% |
95% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
92.53 |
0.9% |
97% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
90.49 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,189.53 |
2.618 |
11,058.80 |
1.618 |
10,978.70 |
1.000 |
10,929.20 |
0.618 |
10,898.60 |
HIGH |
10,849.10 |
0.618 |
10,818.50 |
0.500 |
10,809.05 |
0.382 |
10,799.60 |
LOW |
10,769.00 |
0.618 |
10,719.50 |
1.000 |
10,688.90 |
1.618 |
10,639.40 |
2.618 |
10,559.30 |
4.250 |
10,428.58 |
|
|
Fisher Pivots for day following 01-Mar-2005 |
Pivot |
1 day |
3 day |
R1 |
10,823.02 |
10,816.60 |
PP |
10,816.03 |
10,803.20 |
S1 |
10,809.05 |
10,789.80 |
|