Trading Metrics calculated at close of trading on 28-Feb-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2005 |
28-Feb-2005 |
Change |
Change % |
Previous Week |
Open |
10,748.40 |
10,842.00 |
93.60 |
0.9% |
10,783.40 |
High |
10,845.60 |
10,842.00 |
-3.60 |
0.0% |
10,845.60 |
Low |
10,735.80 |
10,730.50 |
-5.30 |
0.0% |
10,609.00 |
Close |
10,841.60 |
10,766.20 |
-75.40 |
-0.7% |
10,841.60 |
Range |
109.80 |
111.50 |
1.70 |
1.5% |
236.60 |
ATR |
90.75 |
92.23 |
1.48 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,114.07 |
11,051.63 |
10,827.53 |
|
R3 |
11,002.57 |
10,940.13 |
10,796.86 |
|
R2 |
10,891.07 |
10,891.07 |
10,786.64 |
|
R1 |
10,828.63 |
10,828.63 |
10,776.42 |
10,804.10 |
PP |
10,779.57 |
10,779.57 |
10,779.57 |
10,767.30 |
S1 |
10,717.13 |
10,717.13 |
10,755.98 |
10,692.60 |
S2 |
10,668.07 |
10,668.07 |
10,745.76 |
|
S3 |
10,556.57 |
10,605.63 |
10,735.54 |
|
S4 |
10,445.07 |
10,494.13 |
10,704.88 |
|
|
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% |
118.88 |
1.1% |
66% |
False |
False |
|
10 |
10,853.40 |
10,609.00 |
244.40 |
2.3% |
90.64 |
0.8% |
64% |
False |
False |
|
20 |
10,853.40 |
10,428.80 |
424.60 |
3.9% |
85.87 |
0.8% |
79% |
False |
False |
|
40 |
10,867.40 |
10,368.60 |
498.80 |
4.6% |
92.69 |
0.9% |
80% |
False |
False |
|
60 |
10,868.10 |
10,368.60 |
499.50 |
4.6% |
89.13 |
0.8% |
80% |
False |
False |
|
80 |
10,868.10 |
10,037.40 |
830.70 |
7.7% |
89.57 |
0.8% |
88% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
92.55 |
0.9% |
91% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
10.8% |
90.29 |
0.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,315.88 |
2.618 |
11,133.91 |
1.618 |
11,022.41 |
1.000 |
10,953.50 |
0.618 |
10,910.91 |
HIGH |
10,842.00 |
0.618 |
10,799.41 |
0.500 |
10,786.25 |
0.382 |
10,773.09 |
LOW |
10,730.50 |
0.618 |
10,661.59 |
1.000 |
10,619.00 |
1.618 |
10,550.09 |
2.618 |
10,438.59 |
4.250 |
10,256.63 |
|
|
Fisher Pivots for day following 28-Feb-2005 |
Pivot |
1 day |
3 day |
R1 |
10,786.25 |
10,759.62 |
PP |
10,779.57 |
10,753.03 |
S1 |
10,772.88 |
10,746.45 |
|