Trading Metrics calculated at close of trading on 24-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2005 |
24-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,609.30 |
10,672.20 |
62.90 |
0.6% |
10,795.70 |
High |
10,700.70 |
10,755.70 |
55.00 |
0.5% |
10,853.40 |
Low |
10,609.00 |
10,647.30 |
38.30 |
0.4% |
10,730.30 |
Close |
10,673.80 |
10,748.80 |
75.00 |
0.7% |
10,785.20 |
Range |
91.70 |
108.40 |
16.70 |
18.2% |
123.10 |
ATR |
87.81 |
89.28 |
1.47 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,042.47 |
11,004.03 |
10,808.42 |
|
R3 |
10,934.07 |
10,895.63 |
10,778.61 |
|
R2 |
10,825.67 |
10,825.67 |
10,768.67 |
|
R1 |
10,787.23 |
10,787.23 |
10,758.74 |
10,806.45 |
PP |
10,717.27 |
10,717.27 |
10,717.27 |
10,726.88 |
S1 |
10,678.83 |
10,678.83 |
10,738.86 |
10,698.05 |
S2 |
10,608.87 |
10,608.87 |
10,728.93 |
|
S3 |
10,500.47 |
10,570.43 |
10,718.99 |
|
S4 |
10,392.07 |
10,462.03 |
10,689.18 |
|
|
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 |
10,841.20 |
10,609.00 |
232.20 |
2.2% |
104.74 |
1.0% |
60% |
False |
False |
|
10 |
10,853.40 |
10,609.00 |
244.40 |
2.3% |
91.05 |
0.8% |
57% |
False |
False |
|
20 |
10,853.40 |
10,386.60 |
466.80 |
4.3% |
83.30 |
0.8% |
78% |
False |
False |
|
40 |
10,867.40 |
10,368.60 |
498.80 |
4.6% |
89.87 |
0.8% |
76% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
89.10 |
0.8% |
76% |
False |
False |
|
80 |
10,868.10 |
10,010.20 |
857.90 |
8.0% |
89.15 |
0.8% |
86% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
91.76 |
0.9% |
90% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
89.81 |
0.8% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,216.40 |
2.618 |
11,039.49 |
1.618 |
10,931.09 |
1.000 |
10,864.10 |
0.618 |
10,822.69 |
HIGH |
10,755.70 |
0.618 |
10,714.29 |
0.500 |
10,701.50 |
0.382 |
10,688.71 |
LOW |
10,647.30 |
0.618 |
10,580.31 |
1.000 |
10,538.90 |
1.618 |
10,471.91 |
2.618 |
10,363.51 |
4.250 |
10,186.60 |
|
|
Fisher Pivots for day following 24-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,733.03 |
10,731.28 |
PP |
10,717.27 |
10,713.77 |
S1 |
10,701.50 |
10,696.25 |
|