Trading Metrics calculated at close of trading on 09-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2005 |
09-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,712.50 |
10,717.80 |
5.30 |
0.0% |
10,428.80 |
High |
10,744.50 |
10,741.50 |
-3.00 |
0.0% |
10,723.90 |
Low |
10,696.00 |
10,660.40 |
-35.60 |
-0.3% |
10,428.80 |
Close |
10,724.60 |
10,664.10 |
-60.50 |
-0.6% |
10,716.10 |
Range |
48.50 |
81.10 |
32.60 |
67.2% |
295.10 |
ATR |
84.86 |
84.59 |
-0.27 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,931.97 |
10,879.13 |
10,708.71 |
|
R3 |
10,850.87 |
10,798.03 |
10,686.40 |
|
R2 |
10,769.77 |
10,769.77 |
10,678.97 |
|
R1 |
10,716.93 |
10,716.93 |
10,671.53 |
10,702.80 |
PP |
10,688.67 |
10,688.67 |
10,688.67 |
10,681.60 |
S1 |
10,635.83 |
10,635.83 |
10,656.67 |
10,621.70 |
S2 |
10,607.57 |
10,607.57 |
10,649.23 |
|
S3 |
10,526.47 |
10,554.73 |
10,641.80 |
|
S4 |
10,445.37 |
10,473.63 |
10,619.50 |
|
|
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 |
10,550.10 |
194.40 |
1.8% |
70.30 |
0.7% |
59% |
False |
False |
|
10 |
10,744.50 |
10,386.60 |
357.90 |
3.4% |
75.55 |
0.7% |
78% |
False |
False |
|
20 |
10,744.50 |
10,368.60 |
375.90 |
3.5% |
89.32 |
0.8% |
79% |
False |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
87.33 |
0.8% |
59% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
87.04 |
0.8% |
59% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
91.26 |
0.9% |
82% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
91.92 |
0.9% |
82% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
89.61 |
0.8% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,086.18 |
2.618 |
10,953.82 |
1.618 |
10,872.72 |
1.000 |
10,822.60 |
0.618 |
10,791.62 |
HIGH |
10,741.50 |
0.618 |
10,710.52 |
0.500 |
10,700.95 |
0.382 |
10,691.38 |
LOW |
10,660.40 |
0.618 |
10,610.28 |
1.000 |
10,579.30 |
1.618 |
10,529.18 |
2.618 |
10,448.08 |
4.250 |
10,315.73 |
|
|
Fisher Pivots for day following 09-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,700.95 |
10,702.45 |
PP |
10,688.67 |
10,689.67 |
S1 |
10,676.38 |
10,676.88 |
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