Trading Metrics calculated at close of trading on 22-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2005 |
22-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,755.20 |
10,783.40 |
28.20 |
0.3% |
10,795.70 |
High |
10,792.00 |
10,783.50 |
-8.50 |
-0.1% |
10,853.40 |
Low |
10,730.30 |
10,610.50 |
-119.80 |
-1.1% |
10,730.30 |
Close |
10,785.20 |
10,611.20 |
-174.00 |
-1.6% |
10,785.20 |
Range |
61.70 |
173.00 |
111.30 |
180.4% |
123.10 |
ATR |
80.80 |
87.51 |
6.71 |
8.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,187.40 |
11,072.30 |
10,706.35 |
|
R3 |
11,014.40 |
10,899.30 |
10,658.78 |
|
R2 |
10,841.40 |
10,841.40 |
10,642.92 |
|
R1 |
10,726.30 |
10,726.30 |
10,627.06 |
10,697.35 |
PP |
10,668.40 |
10,668.40 |
10,668.40 |
10,653.93 |
S1 |
10,553.30 |
10,553.30 |
10,595.34 |
10,524.35 |
S2 |
10,495.40 |
10,495.40 |
10,579.48 |
|
S3 |
10,322.40 |
10,380.30 |
10,563.63 |
|
S4 |
10,149.40 |
10,207.30 |
10,516.05 |
|
|
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 |
10,610.50 |
242.90 |
2.3% |
91.18 |
0.9% |
0% |
False |
True |
|
10 |
10,853.40 |
10,610.50 |
242.90 |
2.3% |
84.00 |
0.8% |
0% |
False |
True |
|
20 |
10,853.40 |
10,369.40 |
484.00 |
4.6% |
83.76 |
0.8% |
50% |
False |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
89.30 |
0.8% |
49% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
88.69 |
0.8% |
49% |
False |
False |
|
80 |
10,868.10 |
9,952.48 |
915.62 |
8.6% |
88.47 |
0.8% |
72% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
91.96 |
0.9% |
78% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
90.12 |
0.8% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,518.75 |
2.618 |
11,236.41 |
1.618 |
11,063.41 |
1.000 |
10,956.50 |
0.618 |
10,890.41 |
HIGH |
10,783.50 |
0.618 |
10,717.41 |
0.500 |
10,697.00 |
0.382 |
10,676.59 |
LOW |
10,610.50 |
0.618 |
10,503.59 |
1.000 |
10,437.50 |
1.618 |
10,330.59 |
2.618 |
10,157.59 |
4.250 |
9,875.25 |
|
|
Fisher Pivots for day following 22-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,697.00 |
10,725.85 |
PP |
10,668.40 |
10,687.63 |
S1 |
10,639.80 |
10,649.42 |
|