Trading Metrics calculated at close of trading on 25-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2005 |
25-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,672.20 |
10,748.40 |
76.20 |
0.7% |
10,783.40 |
High |
10,755.70 |
10,845.60 |
89.90 |
0.8% |
10,845.60 |
Low |
10,647.30 |
10,735.80 |
88.50 |
0.8% |
10,609.00 |
Close |
10,748.80 |
10,841.60 |
92.80 |
0.9% |
10,841.60 |
Range |
108.40 |
109.80 |
1.40 |
1.3% |
236.60 |
ATR |
89.28 |
90.75 |
1.47 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,137.07 |
11,099.13 |
10,901.99 |
|
R3 |
11,027.27 |
10,989.33 |
10,871.80 |
|
R2 |
10,917.47 |
10,917.47 |
10,861.73 |
|
R1 |
10,879.53 |
10,879.53 |
10,851.67 |
10,898.50 |
PP |
10,807.67 |
10,807.67 |
10,807.67 |
10,817.15 |
S1 |
10,769.73 |
10,769.73 |
10,831.54 |
10,788.70 |
S2 |
10,697.87 |
10,697.87 |
10,821.47 |
|
S3 |
10,588.07 |
10,659.93 |
10,811.41 |
|
S4 |
10,478.27 |
10,550.13 |
10,781.21 |
|
|
Weekly Pivots for week ending 25-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,475.20 |
11,395.00 |
10,971.73 |
|
R3 |
11,238.60 |
11,158.40 |
10,906.67 |
|
R2 |
11,002.00 |
11,002.00 |
10,884.98 |
|
R1 |
10,921.80 |
10,921.80 |
10,863.29 |
10,961.90 |
PP |
10,765.40 |
10,765.40 |
10,765.40 |
10,785.45 |
S1 |
10,685.20 |
10,685.20 |
10,819.91 |
10,725.30 |
S2 |
10,528.80 |
10,528.80 |
10,798.22 |
|
S3 |
10,292.20 |
10,448.60 |
10,776.54 |
|
S4 |
10,055.60 |
10,212.00 |
10,711.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,845.60 |
10,609.00 |
236.60 |
2.2% |
108.92 |
1.0% |
98% |
True |
False |
|
10 |
10,853.40 |
10,609.00 |
244.40 |
2.3% |
92.07 |
0.8% |
95% |
False |
False |
|
20 |
10,853.40 |
10,386.60 |
466.80 |
4.3% |
85.38 |
0.8% |
97% |
False |
False |
|
40 |
10,867.40 |
10,368.60 |
498.80 |
4.6% |
91.16 |
0.8% |
95% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
90.02 |
0.8% |
95% |
False |
False |
|
80 |
10,868.10 |
10,011.20 |
856.90 |
7.9% |
89.69 |
0.8% |
97% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
92.07 |
0.8% |
98% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.7% |
90.21 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,312.25 |
2.618 |
11,133.06 |
1.618 |
11,023.26 |
1.000 |
10,955.40 |
0.618 |
10,913.46 |
HIGH |
10,845.60 |
0.618 |
10,803.66 |
0.500 |
10,790.70 |
0.382 |
10,777.74 |
LOW |
10,735.80 |
0.618 |
10,667.94 |
1.000 |
10,626.00 |
1.618 |
10,558.14 |
2.618 |
10,448.34 |
4.250 |
10,269.15 |
|
|
Fisher Pivots for day following 25-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,824.63 |
10,803.50 |
PP |
10,807.67 |
10,765.40 |
S1 |
10,790.70 |
10,727.30 |
|