Trading Metrics calculated at close of trading on 14-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2005 |
14-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,742.90 |
10,795.70 |
52.80 |
0.5% |
10,715.80 |
High |
10,829.20 |
10,802.30 |
-26.90 |
-0.2% |
10,829.20 |
Low |
10,703.40 |
10,773.20 |
69.80 |
0.7% |
10,660.40 |
Close |
10,796.00 |
10,791.10 |
-4.90 |
0.0% |
10,796.00 |
Range |
125.80 |
29.10 |
-96.70 |
-76.9% |
168.80 |
ATR |
88.55 |
84.30 |
-4.25 |
-4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,876.17 |
10,862.73 |
10,807.11 |
|
R3 |
10,847.07 |
10,833.63 |
10,799.10 |
|
R2 |
10,817.97 |
10,817.97 |
10,796.44 |
|
R1 |
10,804.53 |
10,804.53 |
10,793.77 |
10,796.70 |
PP |
10,788.87 |
10,788.87 |
10,788.87 |
10,784.95 |
S1 |
10,775.43 |
10,775.43 |
10,788.43 |
10,767.60 |
S2 |
10,759.77 |
10,759.77 |
10,785.77 |
|
S3 |
10,730.67 |
10,746.33 |
10,783.10 |
|
S4 |
10,701.57 |
10,717.23 |
10,775.10 |
|
|
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% |
76.82 |
0.7% |
77% |
False |
False |
|
10 |
10,829.20 |
10,489.60 |
339.60 |
3.1% |
75.86 |
0.7% |
89% |
False |
False |
|
20 |
10,829.20 |
10,368.60 |
460.60 |
4.3% |
86.09 |
0.8% |
92% |
False |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
88.47 |
0.8% |
85% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
87.30 |
0.8% |
85% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
90.49 |
0.8% |
93% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
91.33 |
0.8% |
93% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
89.54 |
0.8% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,925.98 |
2.618 |
10,878.48 |
1.618 |
10,849.38 |
1.000 |
10,831.40 |
0.618 |
10,820.28 |
HIGH |
10,802.30 |
0.618 |
10,791.18 |
0.500 |
10,787.75 |
0.382 |
10,784.32 |
LOW |
10,773.20 |
0.618 |
10,755.22 |
1.000 |
10,744.10 |
1.618 |
10,726.12 |
2.618 |
10,697.02 |
4.250 |
10,649.53 |
|
|
Fisher Pivots for day following 14-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,789.98 |
10,776.32 |
PP |
10,788.87 |
10,761.53 |
S1 |
10,787.75 |
10,746.75 |
|