Trading Metrics calculated at close of trading on 11-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2005 |
11-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,665.00 |
10,742.90 |
77.90 |
0.7% |
10,715.80 |
High |
10,763.90 |
10,829.20 |
65.30 |
0.6% |
10,829.20 |
Low |
10,664.30 |
10,703.40 |
39.10 |
0.4% |
10,660.40 |
Close |
10,749.60 |
10,796.00 |
46.40 |
0.4% |
10,796.00 |
Range |
99.60 |
125.80 |
26.20 |
26.3% |
168.80 |
ATR |
85.68 |
88.55 |
2.87 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 11-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,153.60 |
11,100.60 |
10,865.19 |
|
R3 |
11,027.80 |
10,974.80 |
10,830.60 |
|
R2 |
10,902.00 |
10,902.00 |
10,819.06 |
|
R1 |
10,849.00 |
10,849.00 |
10,807.53 |
10,875.50 |
PP |
10,776.20 |
10,776.20 |
10,776.20 |
10,789.45 |
S1 |
10,723.20 |
10,723.20 |
10,784.47 |
10,749.70 |
S2 |
10,650.40 |
10,650.40 |
10,772.94 |
|
S3 |
10,524.60 |
10,597.40 |
10,761.41 |
|
S4 |
10,398.80 |
10,471.60 |
10,726.81 |
|
|
Weekly Pivots for week ending 11-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,268.27 |
11,200.93 |
10,888.84 |
|
R3 |
11,099.47 |
11,032.13 |
10,842.42 |
|
R2 |
10,930.67 |
10,930.67 |
10,826.95 |
|
R1 |
10,863.33 |
10,863.33 |
10,811.47 |
10,897.00 |
PP |
10,761.87 |
10,761.87 |
10,761.87 |
10,778.70 |
S1 |
10,694.53 |
10,694.53 |
10,780.53 |
10,728.20 |
S2 |
10,593.07 |
10,593.07 |
10,765.05 |
|
S3 |
10,424.27 |
10,525.73 |
10,749.58 |
|
S4 |
10,255.47 |
10,356.93 |
10,703.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,829.20 |
10,660.40 |
168.80 |
1.6% |
77.76 |
0.7% |
80% |
True |
False |
|
10 |
10,829.20 |
10,428.80 |
400.40 |
3.7% |
81.09 |
0.8% |
92% |
True |
False |
|
20 |
10,829.20 |
10,368.60 |
460.60 |
4.3% |
87.80 |
0.8% |
93% |
True |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
89.37 |
0.8% |
86% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
88.83 |
0.8% |
86% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
91.27 |
0.8% |
94% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
92.50 |
0.9% |
94% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
90.01 |
0.8% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,363.85 |
2.618 |
11,158.54 |
1.618 |
11,032.74 |
1.000 |
10,955.00 |
0.618 |
10,906.94 |
HIGH |
10,829.20 |
0.618 |
10,781.14 |
0.500 |
10,766.30 |
0.382 |
10,751.46 |
LOW |
10,703.40 |
0.618 |
10,625.66 |
1.000 |
10,577.60 |
1.618 |
10,499.86 |
2.618 |
10,374.06 |
4.250 |
10,168.75 |
|
|
Fisher Pivots for day following 11-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,786.10 |
10,778.93 |
PP |
10,776.20 |
10,761.87 |
S1 |
10,766.30 |
10,744.80 |
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