Trading Metrics calculated at close of trading on 15-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2005 |
15-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,795.70 |
10,791.10 |
-4.60 |
0.0% |
10,715.80 |
High |
10,802.30 |
10,852.40 |
50.10 |
0.5% |
10,829.20 |
Low |
10,773.20 |
10,779.30 |
6.10 |
0.1% |
10,660.40 |
Close |
10,791.10 |
10,837.30 |
46.20 |
0.4% |
10,796.00 |
Range |
29.10 |
73.10 |
44.00 |
151.2% |
168.80 |
ATR |
84.30 |
83.50 |
-0.80 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,042.30 |
11,012.90 |
10,877.51 |
|
R3 |
10,969.20 |
10,939.80 |
10,857.40 |
|
R2 |
10,896.10 |
10,896.10 |
10,850.70 |
|
R1 |
10,866.70 |
10,866.70 |
10,844.00 |
10,881.40 |
PP |
10,823.00 |
10,823.00 |
10,823.00 |
10,830.35 |
S1 |
10,793.60 |
10,793.60 |
10,830.60 |
10,808.30 |
S2 |
10,749.90 |
10,749.90 |
10,823.90 |
|
S3 |
10,676.80 |
10,720.50 |
10,817.20 |
|
S4 |
10,603.70 |
10,647.40 |
10,797.10 |
|
|
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 |
10,852.40 |
10,660.40 |
192.00 |
1.8% |
81.74 |
0.8% |
92% |
True |
False |
|
10 |
10,852.40 |
10,544.50 |
307.90 |
2.8% |
75.10 |
0.7% |
95% |
True |
False |
|
20 |
10,852.40 |
10,368.60 |
483.80 |
4.5% |
83.33 |
0.8% |
97% |
True |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
87.86 |
0.8% |
94% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
87.89 |
0.8% |
94% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
90.13 |
0.8% |
97% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
91.29 |
0.8% |
97% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
89.06 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,163.08 |
2.618 |
11,043.78 |
1.618 |
10,970.68 |
1.000 |
10,925.50 |
0.618 |
10,897.58 |
HIGH |
10,852.40 |
0.618 |
10,824.48 |
0.500 |
10,815.85 |
0.382 |
10,807.22 |
LOW |
10,779.30 |
0.618 |
10,734.12 |
1.000 |
10,706.20 |
1.618 |
10,661.02 |
2.618 |
10,587.92 |
4.250 |
10,468.63 |
|
|
Fisher Pivots for day following 15-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,830.15 |
10,817.50 |
PP |
10,823.00 |
10,797.70 |
S1 |
10,815.85 |
10,777.90 |
|