Trading Metrics calculated at close of trading on 03-Mar-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2005 |
03-Mar-2005 |
Change |
Change % |
Previous Week |
Open |
10,825.70 |
10,812.30 |
-13.40 |
-0.1% |
10,783.40 |
High |
10,869.80 |
10,869.20 |
-0.60 |
0.0% |
10,845.60 |
Low |
10,774.30 |
10,767.20 |
-7.10 |
-0.1% |
10,609.00 |
Close |
10,812.00 |
10,833.00 |
21.00 |
0.2% |
10,841.60 |
Range |
95.50 |
102.00 |
6.50 |
6.8% |
236.60 |
ATR |
91.84 |
92.57 |
0.73 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,129.13 |
11,083.07 |
10,889.10 |
|
R3 |
11,027.13 |
10,981.07 |
10,861.05 |
|
R2 |
10,925.13 |
10,925.13 |
10,851.70 |
|
R1 |
10,879.07 |
10,879.07 |
10,842.35 |
10,902.10 |
PP |
10,823.13 |
10,823.13 |
10,823.13 |
10,834.65 |
S1 |
10,777.07 |
10,777.07 |
10,823.65 |
10,800.10 |
S2 |
10,721.13 |
10,721.13 |
10,814.30 |
|
S3 |
10,619.13 |
10,675.07 |
10,804.95 |
|
S4 |
10,517.13 |
10,573.07 |
10,776.90 |
|
|
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 |
10,869.80 |
10,730.50 |
139.30 |
1.3% |
99.78 |
0.9% |
74% |
False |
False |
|
10 |
10,869.80 |
10,609.00 |
260.80 |
2.4% |
102.26 |
0.9% |
86% |
False |
False |
|
20 |
10,869.80 |
10,550.10 |
319.70 |
3.0% |
88.05 |
0.8% |
88% |
False |
False |
|
40 |
10,869.80 |
10,368.60 |
501.20 |
4.6% |
90.30 |
0.8% |
93% |
False |
False |
|
60 |
10,869.80 |
10,368.60 |
501.20 |
4.6% |
89.89 |
0.8% |
93% |
False |
False |
|
80 |
10,869.80 |
10,361.40 |
508.40 |
4.7% |
87.19 |
0.8% |
93% |
False |
False |
|
100 |
10,869.80 |
9,708.40 |
1,161.40 |
10.7% |
92.23 |
0.9% |
97% |
False |
False |
|
120 |
10,869.80 |
9,708.40 |
1,161.40 |
10.7% |
90.87 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,302.70 |
2.618 |
11,136.24 |
1.618 |
11,034.24 |
1.000 |
10,971.20 |
0.618 |
10,932.24 |
HIGH |
10,869.20 |
0.618 |
10,830.24 |
0.500 |
10,818.20 |
0.382 |
10,806.16 |
LOW |
10,767.20 |
0.618 |
10,704.16 |
1.000 |
10,665.20 |
1.618 |
10,602.16 |
2.618 |
10,500.16 |
4.250 |
10,333.70 |
|
|
Fisher Pivots for day following 03-Mar-2005 |
Pivot |
1 day |
3 day |
R1 |
10,828.07 |
10,828.17 |
PP |
10,823.13 |
10,823.33 |
S1 |
10,818.20 |
10,818.50 |
|