Trading Metrics calculated at close of trading on 08-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2005 |
08-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,715.80 |
10,712.50 |
-3.30 |
0.0% |
10,428.80 |
High |
10,733.50 |
10,744.50 |
11.00 |
0.1% |
10,723.90 |
Low |
10,699.70 |
10,696.00 |
-3.70 |
0.0% |
10,428.80 |
Close |
10,715.80 |
10,724.60 |
8.80 |
0.1% |
10,716.10 |
Range |
33.80 |
48.50 |
14.70 |
43.5% |
295.10 |
ATR |
87.66 |
84.86 |
-2.80 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 08-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,867.20 |
10,844.40 |
10,751.28 |
|
R3 |
10,818.70 |
10,795.90 |
10,737.94 |
|
R2 |
10,770.20 |
10,770.20 |
10,733.49 |
|
R1 |
10,747.40 |
10,747.40 |
10,729.05 |
10,758.80 |
PP |
10,721.70 |
10,721.70 |
10,721.70 |
10,727.40 |
S1 |
10,698.90 |
10,698.90 |
10,720.15 |
10,710.30 |
S2 |
10,673.20 |
10,673.20 |
10,715.71 |
|
S3 |
10,624.70 |
10,650.40 |
10,711.26 |
|
S4 |
10,576.20 |
10,601.90 |
10,697.93 |
|
|
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 |
10,744.50 |
10,544.50 |
200.00 |
1.9% |
68.46 |
0.6% |
90% |
True |
False |
|
10 |
10,744.50 |
10,386.60 |
357.90 |
3.3% |
74.32 |
0.7% |
94% |
True |
False |
|
20 |
10,744.50 |
10,368.60 |
375.90 |
3.5% |
89.68 |
0.8% |
95% |
True |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
87.78 |
0.8% |
71% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
87.01 |
0.8% |
71% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
91.33 |
0.9% |
88% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
91.80 |
0.9% |
88% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
89.71 |
0.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,950.63 |
2.618 |
10,871.47 |
1.618 |
10,822.97 |
1.000 |
10,793.00 |
0.618 |
10,774.47 |
HIGH |
10,744.50 |
0.618 |
10,725.97 |
0.500 |
10,720.25 |
0.382 |
10,714.53 |
LOW |
10,696.00 |
0.618 |
10,666.03 |
1.000 |
10,647.50 |
1.618 |
10,617.53 |
2.618 |
10,569.03 |
4.250 |
10,489.88 |
|
|
Fisher Pivots for day following 08-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,723.15 |
10,704.97 |
PP |
10,721.70 |
10,685.33 |
S1 |
10,720.25 |
10,665.70 |
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