Trading Metrics calculated at close of trading on 01-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2005 |
01-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,428.80 |
10,489.70 |
60.90 |
0.6% |
10,393.60 |
High |
10,510.20 |
10,570.30 |
60.10 |
0.6% |
10,532.00 |
Low |
10,428.80 |
10,489.60 |
60.80 |
0.6% |
10,368.60 |
Close |
10,489.90 |
10,551.90 |
62.00 |
0.6% |
10,427.20 |
Range |
81.40 |
80.70 |
-0.70 |
-0.9% |
163.40 |
ATR |
93.59 |
92.67 |
-0.92 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,779.37 |
10,746.33 |
10,596.29 |
|
R3 |
10,698.67 |
10,665.63 |
10,574.09 |
|
R2 |
10,617.97 |
10,617.97 |
10,566.70 |
|
R1 |
10,584.93 |
10,584.93 |
10,559.30 |
10,601.45 |
PP |
10,537.27 |
10,537.27 |
10,537.27 |
10,545.53 |
S1 |
10,504.23 |
10,504.23 |
10,544.50 |
10,520.75 |
S2 |
10,456.57 |
10,456.57 |
10,537.11 |
|
S3 |
10,375.87 |
10,423.53 |
10,529.71 |
|
S4 |
10,295.17 |
10,342.83 |
10,507.52 |
|
|
Weekly Pivots for week ending 28-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,932.80 |
10,843.40 |
10,517.07 |
|
R3 |
10,769.40 |
10,680.00 |
10,472.14 |
|
R2 |
10,606.00 |
10,606.00 |
10,457.16 |
|
R1 |
10,516.60 |
10,516.60 |
10,442.18 |
10,561.30 |
PP |
10,442.60 |
10,442.60 |
10,442.60 |
10,464.95 |
S1 |
10,353.20 |
10,353.20 |
10,412.22 |
10,397.90 |
S2 |
10,279.20 |
10,279.20 |
10,397.24 |
|
S3 |
10,115.80 |
10,189.80 |
10,382.27 |
|
S4 |
9,952.40 |
10,026.40 |
10,337.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,570.30 |
10,386.60 |
183.70 |
1.7% |
80.18 |
0.8% |
90% |
True |
False |
|
10 |
10,626.30 |
10,368.60 |
257.70 |
2.4% |
91.56 |
0.9% |
71% |
False |
False |
|
20 |
10,769.60 |
10,368.60 |
401.00 |
3.8% |
97.18 |
0.9% |
46% |
False |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
90.65 |
0.9% |
37% |
False |
False |
|
60 |
10,868.10 |
10,317.00 |
551.10 |
5.2% |
87.36 |
0.8% |
43% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
93.77 |
0.9% |
73% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
91.56 |
0.9% |
73% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
11.0% |
91.53 |
0.9% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,913.28 |
2.618 |
10,781.57 |
1.618 |
10,700.87 |
1.000 |
10,651.00 |
0.618 |
10,620.17 |
HIGH |
10,570.30 |
0.618 |
10,539.47 |
0.500 |
10,529.95 |
0.382 |
10,520.43 |
LOW |
10,489.60 |
0.618 |
10,439.73 |
1.000 |
10,408.90 |
1.618 |
10,359.03 |
2.618 |
10,278.33 |
4.250 |
10,146.63 |
|
|
Fisher Pivots for day following 01-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,544.58 |
10,527.42 |
PP |
10,537.27 |
10,502.93 |
S1 |
10,529.95 |
10,478.45 |
|