Trading Metrics calculated at close of trading on 03-Feb-2005 |
Day Change Summary |
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Previous |
Current |
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|
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02-Feb-2005 |
03-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,551.00 |
10,592.20 |
41.20 |
0.4% |
10,393.60 |
High |
10,616.40 |
10,601.20 |
-15.20 |
-0.1% |
10,532.00 |
Low |
10,544.50 |
10,550.10 |
5.60 |
0.1% |
10,368.60 |
Close |
10,596.80 |
10,593.10 |
-3.70 |
0.0% |
10,427.20 |
Range |
71.90 |
51.10 |
-20.80 |
-28.9% |
163.40 |
ATR |
91.19 |
88.33 |
-2.86 |
-3.1% |
0.00 |
Volume |
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Daily Pivots for day following 03-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,734.77 |
10,715.03 |
10,621.21 |
|
R3 |
10,683.67 |
10,663.93 |
10,607.15 |
|
R2 |
10,632.57 |
10,632.57 |
10,602.47 |
|
R1 |
10,612.83 |
10,612.83 |
10,597.78 |
10,622.70 |
PP |
10,581.47 |
10,581.47 |
10,581.47 |
10,586.40 |
S1 |
10,561.73 |
10,561.73 |
10,588.42 |
10,571.60 |
S2 |
10,530.37 |
10,530.37 |
10,583.73 |
|
S3 |
10,479.27 |
10,510.63 |
10,579.05 |
|
S4 |
10,428.17 |
10,459.53 |
10,565.00 |
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|
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 |
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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% |
77.38 |
0.7% |
90% |
False |
False |
|
10 |
10,616.40 |
10,368.60 |
247.80 |
2.3% |
85.99 |
0.8% |
91% |
False |
False |
|
20 |
10,667.60 |
10,368.60 |
299.00 |
2.8% |
90.78 |
0.9% |
75% |
False |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
88.93 |
0.8% |
45% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
87.01 |
0.8% |
45% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
93.38 |
0.9% |
76% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
91.39 |
0.9% |
76% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
90.90 |
0.9% |
76% |
False |
False |
|
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Fibonacci Retracements and Extensions |
4.250 |
10,818.38 |
2.618 |
10,734.98 |
1.618 |
10,683.88 |
1.000 |
10,652.30 |
0.618 |
10,632.78 |
HIGH |
10,601.20 |
0.618 |
10,581.68 |
0.500 |
10,575.65 |
0.382 |
10,569.62 |
LOW |
10,550.10 |
0.618 |
10,518.52 |
1.000 |
10,499.00 |
1.618 |
10,467.42 |
2.618 |
10,416.32 |
4.250 |
10,332.93 |
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|
Fisher Pivots for day following 03-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,587.28 |
10,579.73 |
PP |
10,581.47 |
10,566.37 |
S1 |
10,575.65 |
10,553.00 |
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