Trading Metrics calculated at close of trading on 07-Mar-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2005 |
07-Mar-2005 |
Change |
Change % |
Previous Week |
Open |
10,834.50 |
10,940.50 |
106.00 |
1.0% |
10,842.00 |
High |
10,962.40 |
10,984.50 |
22.10 |
0.2% |
10,962.40 |
Low |
10,834.30 |
10,931.50 |
97.20 |
0.9% |
10,730.50 |
Close |
10,940.50 |
10,936.90 |
-3.60 |
0.0% |
10,940.50 |
Range |
128.10 |
53.00 |
-75.10 |
-58.6% |
231.90 |
ATR |
95.20 |
92.19 |
-3.01 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,109.97 |
11,076.43 |
10,966.05 |
|
R3 |
11,056.97 |
11,023.43 |
10,951.48 |
|
R2 |
11,003.97 |
11,003.97 |
10,946.62 |
|
R1 |
10,970.43 |
10,970.43 |
10,941.76 |
10,960.70 |
PP |
10,950.97 |
10,950.97 |
10,950.97 |
10,946.10 |
S1 |
10,917.43 |
10,917.43 |
10,932.04 |
10,907.70 |
S2 |
10,897.97 |
10,897.97 |
10,927.18 |
|
S3 |
10,844.97 |
10,864.43 |
10,922.33 |
|
S4 |
10,791.97 |
10,811.43 |
10,907.75 |
|
|
Weekly Pivots for week ending 04-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,573.50 |
11,488.90 |
11,068.05 |
|
R3 |
11,341.60 |
11,257.00 |
11,004.27 |
|
R2 |
11,109.70 |
11,109.70 |
10,983.02 |
|
R1 |
11,025.10 |
11,025.10 |
10,961.76 |
11,067.40 |
PP |
10,877.80 |
10,877.80 |
10,877.80 |
10,898.95 |
S1 |
10,793.20 |
10,793.20 |
10,919.24 |
10,835.50 |
S2 |
10,645.90 |
10,645.90 |
10,897.99 |
|
S3 |
10,414.00 |
10,561.30 |
10,876.73 |
|
S4 |
10,182.10 |
10,329.40 |
10,812.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,984.50 |
10,767.20 |
217.30 |
2.0% |
91.74 |
0.8% |
78% |
True |
False |
|
10 |
10,984.50 |
10,609.00 |
375.50 |
3.4% |
105.31 |
1.0% |
87% |
True |
False |
|
20 |
10,984.50 |
10,609.00 |
375.50 |
3.4% |
87.70 |
0.8% |
87% |
True |
False |
|
40 |
10,984.50 |
10,368.60 |
615.90 |
5.6% |
90.70 |
0.8% |
92% |
True |
False |
|
60 |
10,984.50 |
10,368.60 |
615.90 |
5.6% |
89.66 |
0.8% |
92% |
True |
False |
|
80 |
10,984.50 |
10,368.60 |
615.90 |
5.6% |
88.16 |
0.8% |
92% |
True |
False |
|
100 |
10,984.50 |
9,708.40 |
1,276.10 |
11.7% |
92.76 |
0.8% |
96% |
True |
False |
|
120 |
10,984.50 |
9,708.40 |
1,276.10 |
11.7% |
91.61 |
0.8% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,209.75 |
2.618 |
11,123.25 |
1.618 |
11,070.25 |
1.000 |
11,037.50 |
0.618 |
11,017.25 |
HIGH |
10,984.50 |
0.618 |
10,964.25 |
0.500 |
10,958.00 |
0.382 |
10,951.75 |
LOW |
10,931.50 |
0.618 |
10,898.75 |
1.000 |
10,878.50 |
1.618 |
10,845.75 |
2.618 |
10,792.75 |
4.250 |
10,706.25 |
|
|
Fisher Pivots for day following 07-Mar-2005 |
Pivot |
1 day |
3 day |
R1 |
10,958.00 |
10,916.55 |
PP |
10,950.97 |
10,896.20 |
S1 |
10,943.93 |
10,875.85 |
|