Trading Metrics calculated at close of trading on 23-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2005 |
23-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,783.40 |
10,609.30 |
-174.10 |
-1.6% |
10,795.70 |
High |
10,783.50 |
10,700.70 |
-82.80 |
-0.8% |
10,853.40 |
Low |
10,610.50 |
10,609.00 |
-1.50 |
0.0% |
10,730.30 |
Close |
10,611.20 |
10,673.80 |
62.60 |
0.6% |
10,785.20 |
Range |
173.00 |
91.70 |
-81.30 |
-47.0% |
123.10 |
ATR |
87.51 |
87.81 |
0.30 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,936.27 |
10,896.73 |
10,724.24 |
|
R3 |
10,844.57 |
10,805.03 |
10,699.02 |
|
R2 |
10,752.87 |
10,752.87 |
10,690.61 |
|
R1 |
10,713.33 |
10,713.33 |
10,682.21 |
10,733.10 |
PP |
10,661.17 |
10,661.17 |
10,661.17 |
10,671.05 |
S1 |
10,621.63 |
10,621.63 |
10,665.39 |
10,641.40 |
S2 |
10,569.47 |
10,569.47 |
10,656.99 |
|
S3 |
10,477.77 |
10,529.93 |
10,648.58 |
|
S4 |
10,386.07 |
10,438.23 |
10,623.37 |
|
|
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 |
10,609.00 |
244.40 |
2.3% |
94.90 |
0.9% |
27% |
False |
True |
|
10 |
10,853.40 |
10,609.00 |
244.40 |
2.3% |
88.32 |
0.8% |
27% |
False |
True |
|
20 |
10,853.40 |
10,386.60 |
466.80 |
4.4% |
81.32 |
0.8% |
62% |
False |
False |
|
40 |
10,867.40 |
10,368.60 |
498.80 |
4.7% |
89.29 |
0.8% |
61% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.7% |
89.64 |
0.8% |
61% |
False |
False |
|
80 |
10,868.10 |
9,990.83 |
877.27 |
8.2% |
88.46 |
0.8% |
78% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
91.84 |
0.9% |
83% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.9% |
90.07 |
0.8% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,090.43 |
2.618 |
10,940.77 |
1.618 |
10,849.07 |
1.000 |
10,792.40 |
0.618 |
10,757.37 |
HIGH |
10,700.70 |
0.618 |
10,665.67 |
0.500 |
10,654.85 |
0.382 |
10,644.03 |
LOW |
10,609.00 |
0.618 |
10,552.33 |
1.000 |
10,517.30 |
1.618 |
10,460.63 |
2.618 |
10,368.93 |
4.250 |
10,219.28 |
|
|
Fisher Pivots for day following 23-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,667.48 |
10,700.50 |
PP |
10,661.17 |
10,691.60 |
S1 |
10,654.85 |
10,682.70 |
|