Trading Metrics calculated at close of trading on 04-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2005 |
04-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,592.20 |
10,593.20 |
1.00 |
0.0% |
10,428.80 |
High |
10,601.20 |
10,723.90 |
122.70 |
1.2% |
10,723.90 |
Low |
10,550.10 |
10,586.90 |
36.80 |
0.3% |
10,428.80 |
Close |
10,593.10 |
10,716.10 |
123.00 |
1.2% |
10,716.10 |
Range |
51.10 |
137.00 |
85.90 |
168.1% |
295.10 |
ATR |
88.33 |
91.80 |
3.48 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 04-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,086.63 |
11,038.37 |
10,791.45 |
|
R3 |
10,949.63 |
10,901.37 |
10,753.78 |
|
R2 |
10,812.63 |
10,812.63 |
10,741.22 |
|
R1 |
10,764.37 |
10,764.37 |
10,728.66 |
10,788.50 |
PP |
10,675.63 |
10,675.63 |
10,675.63 |
10,687.70 |
S1 |
10,627.37 |
10,627.37 |
10,703.54 |
10,651.50 |
S2 |
10,538.63 |
10,538.63 |
10,690.98 |
|
S3 |
10,401.63 |
10,490.37 |
10,678.43 |
|
S4 |
10,264.63 |
10,353.37 |
10,640.75 |
|
|
Weekly Pivots for week ending 04-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,508.23 |
11,407.27 |
10,878.41 |
|
R3 |
11,213.13 |
11,112.17 |
10,797.25 |
|
R2 |
10,918.03 |
10,918.03 |
10,770.20 |
|
R1 |
10,817.07 |
10,817.07 |
10,743.15 |
10,867.55 |
PP |
10,622.93 |
10,622.93 |
10,622.93 |
10,648.18 |
S1 |
10,521.97 |
10,521.97 |
10,689.05 |
10,572.45 |
S2 |
10,327.83 |
10,327.83 |
10,662.00 |
|
S3 |
10,032.73 |
10,226.87 |
10,634.95 |
|
S4 |
9,737.63 |
9,931.77 |
10,553.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,723.90 |
10,428.80 |
295.10 |
2.8% |
84.42 |
0.8% |
97% |
True |
False |
|
10 |
10,723.90 |
10,368.60 |
355.30 |
3.3% |
87.56 |
0.8% |
98% |
True |
False |
|
20 |
10,723.90 |
10,368.60 |
355.30 |
3.3% |
93.71 |
0.9% |
98% |
True |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
90.65 |
0.8% |
70% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
88.31 |
0.8% |
70% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
94.02 |
0.9% |
87% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
92.39 |
0.9% |
87% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
90.86 |
0.8% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,306.15 |
2.618 |
11,082.57 |
1.618 |
10,945.57 |
1.000 |
10,860.90 |
0.618 |
10,808.57 |
HIGH |
10,723.90 |
0.618 |
10,671.57 |
0.500 |
10,655.40 |
0.382 |
10,639.23 |
LOW |
10,586.90 |
0.618 |
10,502.23 |
1.000 |
10,449.90 |
1.618 |
10,365.23 |
2.618 |
10,228.23 |
4.250 |
10,004.65 |
|
|
Fisher Pivots for day following 04-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,695.87 |
10,688.80 |
PP |
10,675.63 |
10,661.50 |
S1 |
10,655.40 |
10,634.20 |
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