Trading Metrics calculated at close of trading on 09-Mar-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2005 |
09-Mar-2005 |
Change |
Change % |
Previous Week |
Open |
10,935.60 |
10,912.30 |
-23.30 |
-0.2% |
10,842.00 |
High |
10,952.50 |
10,923.20 |
-29.30 |
-0.3% |
10,962.40 |
Low |
10,900.10 |
10,802.10 |
-98.00 |
-0.9% |
10,730.50 |
Close |
10,912.60 |
10,805.60 |
-107.00 |
-1.0% |
10,940.50 |
Range |
52.40 |
121.10 |
68.70 |
131.1% |
231.90 |
ATR |
89.34 |
91.61 |
2.27 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,206.93 |
11,127.37 |
10,872.21 |
|
R3 |
11,085.83 |
11,006.27 |
10,838.90 |
|
R2 |
10,964.73 |
10,964.73 |
10,827.80 |
|
R1 |
10,885.17 |
10,885.17 |
10,816.70 |
10,864.40 |
PP |
10,843.63 |
10,843.63 |
10,843.63 |
10,833.25 |
S1 |
10,764.07 |
10,764.07 |
10,794.50 |
10,743.30 |
S2 |
10,722.53 |
10,722.53 |
10,783.40 |
|
S3 |
10,601.43 |
10,642.97 |
10,772.30 |
|
S4 |
10,480.33 |
10,521.87 |
10,739.00 |
|
|
Weekly Pivots for week ending 04-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,573.50 |
11,488.90 |
11,068.05 |
|
R3 |
11,341.60 |
11,257.00 |
11,004.27 |
|
R2 |
11,109.70 |
11,109.70 |
10,983.02 |
|
R1 |
11,025.10 |
11,025.10 |
10,961.76 |
11,067.40 |
PP |
10,877.80 |
10,877.80 |
10,877.80 |
10,898.95 |
S1 |
10,793.20 |
10,793.20 |
10,919.24 |
10,835.50 |
S2 |
10,645.90 |
10,645.90 |
10,897.99 |
|
S3 |
10,414.00 |
10,561.30 |
10,876.73 |
|
S4 |
10,182.10 |
10,329.40 |
10,812.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,984.50 |
10,767.20 |
217.30 |
2.0% |
91.32 |
0.8% |
18% |
False |
False |
|
10 |
10,984.50 |
10,647.30 |
337.20 |
3.1% |
96.19 |
0.9% |
47% |
False |
False |
|
20 |
10,984.50 |
10,609.00 |
375.50 |
3.5% |
92.26 |
0.9% |
52% |
False |
False |
|
40 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
90.97 |
0.8% |
71% |
False |
False |
|
60 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
89.27 |
0.8% |
71% |
False |
False |
|
80 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
88.32 |
0.8% |
71% |
False |
False |
|
100 |
10,984.50 |
9,708.40 |
1,276.10 |
11.8% |
91.52 |
0.8% |
86% |
False |
False |
|
120 |
10,984.50 |
9,708.40 |
1,276.10 |
11.8% |
91.88 |
0.9% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,437.88 |
2.618 |
11,240.24 |
1.618 |
11,119.14 |
1.000 |
11,044.30 |
0.618 |
10,998.04 |
HIGH |
10,923.20 |
0.618 |
10,876.94 |
0.500 |
10,862.65 |
0.382 |
10,848.36 |
LOW |
10,802.10 |
0.618 |
10,727.26 |
1.000 |
10,681.00 |
1.618 |
10,606.16 |
2.618 |
10,485.06 |
4.250 |
10,287.43 |
|
|
Fisher Pivots for day following 09-Mar-2005 |
Pivot |
1 day |
3 day |
R1 |
10,862.65 |
10,893.30 |
PP |
10,843.63 |
10,864.07 |
S1 |
10,824.62 |
10,834.83 |
|