Trading Metrics calculated at close of trading on 16-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2005 |
16-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,791.10 |
10,832.00 |
40.90 |
0.4% |
10,715.80 |
High |
10,852.40 |
10,853.40 |
1.00 |
0.0% |
10,829.20 |
Low |
10,779.30 |
10,794.20 |
14.90 |
0.1% |
10,660.40 |
Close |
10,837.30 |
10,834.90 |
-2.40 |
0.0% |
10,796.00 |
Range |
73.10 |
59.20 |
-13.90 |
-19.0% |
168.80 |
ATR |
83.50 |
81.76 |
-1.74 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,005.10 |
10,979.20 |
10,867.46 |
|
R3 |
10,945.90 |
10,920.00 |
10,851.18 |
|
R2 |
10,886.70 |
10,886.70 |
10,845.75 |
|
R1 |
10,860.80 |
10,860.80 |
10,840.33 |
10,873.75 |
PP |
10,827.50 |
10,827.50 |
10,827.50 |
10,833.98 |
S1 |
10,801.60 |
10,801.60 |
10,829.47 |
10,814.55 |
S2 |
10,768.30 |
10,768.30 |
10,824.05 |
|
S3 |
10,709.10 |
10,742.40 |
10,818.62 |
|
S4 |
10,649.90 |
10,683.20 |
10,802.34 |
|
|
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 |
10,853.40 |
10,664.30 |
189.10 |
1.7% |
77.36 |
0.7% |
90% |
True |
False |
|
10 |
10,853.40 |
10,550.10 |
303.30 |
2.8% |
73.83 |
0.7% |
94% |
True |
False |
|
20 |
10,853.40 |
10,368.60 |
484.80 |
4.5% |
81.80 |
0.8% |
96% |
True |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
87.26 |
0.8% |
93% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
86.62 |
0.8% |
93% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
89.24 |
0.8% |
97% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
91.41 |
0.8% |
97% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
89.24 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,105.00 |
2.618 |
11,008.39 |
1.618 |
10,949.19 |
1.000 |
10,912.60 |
0.618 |
10,889.99 |
HIGH |
10,853.40 |
0.618 |
10,830.79 |
0.500 |
10,823.80 |
0.382 |
10,816.81 |
LOW |
10,794.20 |
0.618 |
10,757.61 |
1.000 |
10,735.00 |
1.618 |
10,698.41 |
2.618 |
10,639.21 |
4.250 |
10,542.60 |
|
|
Fisher Pivots for day following 16-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,831.20 |
10,827.70 |
PP |
10,827.50 |
10,820.50 |
S1 |
10,823.80 |
10,813.30 |
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