Trading Metrics calculated at close of trading on 10-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2005 |
10-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,717.80 |
10,665.00 |
-52.80 |
-0.5% |
10,428.80 |
High |
10,741.50 |
10,763.90 |
22.40 |
0.2% |
10,723.90 |
Low |
10,660.40 |
10,664.30 |
3.90 |
0.0% |
10,428.80 |
Close |
10,664.10 |
10,749.60 |
85.50 |
0.8% |
10,716.10 |
Range |
81.10 |
99.60 |
18.50 |
22.8% |
295.10 |
ATR |
84.59 |
85.68 |
1.09 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,024.73 |
10,986.77 |
10,804.38 |
|
R3 |
10,925.13 |
10,887.17 |
10,776.99 |
|
R2 |
10,825.53 |
10,825.53 |
10,767.86 |
|
R1 |
10,787.57 |
10,787.57 |
10,758.73 |
10,806.55 |
PP |
10,725.93 |
10,725.93 |
10,725.93 |
10,735.43 |
S1 |
10,687.97 |
10,687.97 |
10,740.47 |
10,706.95 |
S2 |
10,626.33 |
10,626.33 |
10,731.34 |
|
S3 |
10,526.73 |
10,588.37 |
10,722.21 |
|
S4 |
10,427.13 |
10,488.77 |
10,694.82 |
|
|
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 |
10,763.90 |
10,586.90 |
177.00 |
1.6% |
80.00 |
0.7% |
92% |
True |
False |
|
10 |
10,763.90 |
10,386.60 |
377.30 |
3.5% |
78.69 |
0.7% |
96% |
True |
False |
|
20 |
10,763.90 |
10,368.60 |
395.30 |
3.7% |
88.13 |
0.8% |
96% |
True |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
87.97 |
0.8% |
76% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
87.93 |
0.8% |
76% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
91.27 |
0.8% |
90% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
91.95 |
0.9% |
90% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
89.49 |
0.8% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,187.20 |
2.618 |
11,024.65 |
1.618 |
10,925.05 |
1.000 |
10,863.50 |
0.618 |
10,825.45 |
HIGH |
10,763.90 |
0.618 |
10,725.85 |
0.500 |
10,714.10 |
0.382 |
10,702.35 |
LOW |
10,664.30 |
0.618 |
10,602.75 |
1.000 |
10,564.70 |
1.618 |
10,503.15 |
2.618 |
10,403.55 |
4.250 |
10,241.00 |
|
|
Fisher Pivots for day following 10-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,737.77 |
10,737.12 |
PP |
10,725.93 |
10,724.63 |
S1 |
10,714.10 |
10,712.15 |
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