Trading Metrics calculated at close of trading on 18-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2005 |
18-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,835.00 |
10,755.20 |
-79.80 |
-0.7% |
10,795.70 |
High |
10,841.20 |
10,792.00 |
-49.20 |
-0.5% |
10,853.40 |
Low |
10,752.30 |
10,730.30 |
-22.00 |
-0.2% |
10,730.30 |
Close |
10,754.30 |
10,785.20 |
30.90 |
0.3% |
10,785.20 |
Range |
88.90 |
61.70 |
-27.20 |
-30.6% |
123.10 |
ATR |
82.27 |
80.80 |
-1.47 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,954.27 |
10,931.43 |
10,819.14 |
|
R3 |
10,892.57 |
10,869.73 |
10,802.17 |
|
R2 |
10,830.87 |
10,830.87 |
10,796.51 |
|
R1 |
10,808.03 |
10,808.03 |
10,790.86 |
10,819.45 |
PP |
10,769.17 |
10,769.17 |
10,769.17 |
10,774.88 |
S1 |
10,746.33 |
10,746.33 |
10,779.54 |
10,757.75 |
S2 |
10,707.47 |
10,707.47 |
10,773.89 |
|
S3 |
10,645.77 |
10,684.63 |
10,768.23 |
|
S4 |
10,584.07 |
10,622.93 |
10,751.27 |
|
|
Weekly Pivots for week ending 18-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,158.93 |
11,095.17 |
10,852.91 |
|
R3 |
11,035.83 |
10,972.07 |
10,819.05 |
|
R2 |
10,912.73 |
10,912.73 |
10,807.77 |
|
R1 |
10,848.97 |
10,848.97 |
10,796.48 |
10,819.30 |
PP |
10,789.63 |
10,789.63 |
10,789.63 |
10,774.80 |
S1 |
10,725.87 |
10,725.87 |
10,773.92 |
10,696.20 |
S2 |
10,666.53 |
10,666.53 |
10,762.63 |
|
S3 |
10,543.43 |
10,602.77 |
10,751.35 |
|
S4 |
10,420.33 |
10,479.67 |
10,717.50 |
|
|
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 |
10,730.30 |
123.10 |
1.1% |
62.40 |
0.6% |
45% |
False |
True |
|
10 |
10,853.40 |
10,660.40 |
193.00 |
1.8% |
70.08 |
0.6% |
65% |
False |
False |
|
20 |
10,853.40 |
10,368.60 |
484.80 |
4.5% |
78.82 |
0.7% |
86% |
False |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
86.35 |
0.8% |
83% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
86.55 |
0.8% |
83% |
False |
False |
|
80 |
10,868.10 |
9,841.95 |
1,026.15 |
9.5% |
88.52 |
0.8% |
92% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
91.09 |
0.8% |
93% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
89.51 |
0.8% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,054.23 |
2.618 |
10,953.53 |
1.618 |
10,891.83 |
1.000 |
10,853.70 |
0.618 |
10,830.13 |
HIGH |
10,792.00 |
0.618 |
10,768.43 |
0.500 |
10,761.15 |
0.382 |
10,753.87 |
LOW |
10,730.30 |
0.618 |
10,692.17 |
1.000 |
10,668.60 |
1.618 |
10,630.47 |
2.618 |
10,568.77 |
4.250 |
10,468.08 |
|
|
Fisher Pivots for day following 18-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,777.18 |
10,791.85 |
PP |
10,769.17 |
10,789.63 |
S1 |
10,761.15 |
10,787.42 |
|