Trading Metrics calculated at close of trading on 08-Mar-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2005 |
08-Mar-2005 |
Change |
Change % |
Previous Week |
Open |
10,940.50 |
10,935.60 |
-4.90 |
0.0% |
10,842.00 |
High |
10,984.50 |
10,952.50 |
-32.00 |
-0.3% |
10,962.40 |
Low |
10,931.50 |
10,900.10 |
-31.40 |
-0.3% |
10,730.50 |
Close |
10,936.90 |
10,912.60 |
-24.30 |
-0.2% |
10,940.50 |
Range |
53.00 |
52.40 |
-0.60 |
-1.1% |
231.90 |
ATR |
92.19 |
89.34 |
-2.84 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,078.93 |
11,048.17 |
10,941.42 |
|
R3 |
11,026.53 |
10,995.77 |
10,927.01 |
|
R2 |
10,974.13 |
10,974.13 |
10,922.21 |
|
R1 |
10,943.37 |
10,943.37 |
10,917.40 |
10,932.55 |
PP |
10,921.73 |
10,921.73 |
10,921.73 |
10,916.33 |
S1 |
10,890.97 |
10,890.97 |
10,907.80 |
10,880.15 |
S2 |
10,869.33 |
10,869.33 |
10,902.99 |
|
S3 |
10,816.93 |
10,838.57 |
10,898.19 |
|
S4 |
10,764.53 |
10,786.17 |
10,883.78 |
|
|
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% |
86.20 |
0.8% |
67% |
False |
False |
|
10 |
10,984.50 |
10,609.00 |
375.50 |
3.4% |
93.25 |
0.9% |
81% |
False |
False |
|
20 |
10,984.50 |
10,609.00 |
375.50 |
3.4% |
88.63 |
0.8% |
81% |
False |
False |
|
40 |
10,984.50 |
10,368.60 |
615.90 |
5.6% |
89.97 |
0.8% |
88% |
False |
False |
|
60 |
10,984.50 |
10,368.60 |
615.90 |
5.6% |
88.14 |
0.8% |
88% |
False |
False |
|
80 |
10,984.50 |
10,368.60 |
615.90 |
5.6% |
88.05 |
0.8% |
88% |
False |
False |
|
100 |
10,984.50 |
9,708.40 |
1,276.10 |
11.7% |
91.59 |
0.8% |
94% |
False |
False |
|
120 |
10,984.50 |
9,708.40 |
1,276.10 |
11.7% |
91.31 |
0.8% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,175.20 |
2.618 |
11,089.68 |
1.618 |
11,037.28 |
1.000 |
11,004.90 |
0.618 |
10,984.88 |
HIGH |
10,952.50 |
0.618 |
10,932.48 |
0.500 |
10,926.30 |
0.382 |
10,920.12 |
LOW |
10,900.10 |
0.618 |
10,867.72 |
1.000 |
10,847.70 |
1.618 |
10,815.32 |
2.618 |
10,762.92 |
4.250 |
10,677.40 |
|
|
Fisher Pivots for day following 08-Mar-2005 |
Pivot |
1 day |
3 day |
R1 |
10,926.30 |
10,911.53 |
PP |
10,921.73 |
10,910.47 |
S1 |
10,917.17 |
10,909.40 |
|