Trading Metrics calculated at close of trading on 02-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2005 |
02-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,489.70 |
10,551.00 |
61.30 |
0.6% |
10,393.60 |
High |
10,570.30 |
10,616.40 |
46.10 |
0.4% |
10,532.00 |
Low |
10,489.60 |
10,544.50 |
54.90 |
0.5% |
10,368.60 |
Close |
10,551.90 |
10,596.80 |
44.90 |
0.4% |
10,427.20 |
Range |
80.70 |
71.90 |
-8.80 |
-10.9% |
163.40 |
ATR |
92.67 |
91.19 |
-1.48 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 02-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,801.60 |
10,771.10 |
10,636.35 |
|
R3 |
10,729.70 |
10,699.20 |
10,616.57 |
|
R2 |
10,657.80 |
10,657.80 |
10,609.98 |
|
R1 |
10,627.30 |
10,627.30 |
10,603.39 |
10,642.55 |
PP |
10,585.90 |
10,585.90 |
10,585.90 |
10,593.53 |
S1 |
10,555.40 |
10,555.40 |
10,590.21 |
10,570.65 |
S2 |
10,514.00 |
10,514.00 |
10,583.62 |
|
S3 |
10,442.10 |
10,483.50 |
10,577.03 |
|
S4 |
10,370.20 |
10,411.60 |
10,557.26 |
|
|
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 |
10,616.40 |
10,386.60 |
229.80 |
2.2% |
80.80 |
0.8% |
91% |
True |
False |
|
10 |
10,616.40 |
10,368.60 |
247.80 |
2.3% |
89.77 |
0.8% |
92% |
True |
False |
|
20 |
10,684.40 |
10,368.60 |
315.80 |
3.0% |
92.55 |
0.9% |
72% |
False |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
90.82 |
0.9% |
46% |
False |
False |
|
60 |
10,868.10 |
10,361.40 |
506.70 |
4.8% |
86.90 |
0.8% |
46% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
93.27 |
0.9% |
77% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
91.44 |
0.9% |
77% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
91.07 |
0.9% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,921.98 |
2.618 |
10,804.63 |
1.618 |
10,732.73 |
1.000 |
10,688.30 |
0.618 |
10,660.83 |
HIGH |
10,616.40 |
0.618 |
10,588.93 |
0.500 |
10,580.45 |
0.382 |
10,571.97 |
LOW |
10,544.50 |
0.618 |
10,500.07 |
1.000 |
10,472.60 |
1.618 |
10,428.17 |
2.618 |
10,356.27 |
4.250 |
10,238.93 |
|
|
Fisher Pivots for day following 02-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,591.35 |
10,572.07 |
PP |
10,585.90 |
10,547.33 |
S1 |
10,580.45 |
10,522.60 |
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