Trading Metrics calculated at close of trading on 10-Mar-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2005 |
10-Mar-2005 |
Change |
Change % |
Previous Week |
Open |
10,912.30 |
10,806.30 |
-106.00 |
-1.0% |
10,842.00 |
High |
10,923.20 |
10,875.50 |
-47.70 |
-0.4% |
10,962.40 |
Low |
10,802.10 |
10,780.40 |
-21.70 |
-0.2% |
10,730.50 |
Close |
10,805.60 |
10,851.50 |
45.90 |
0.4% |
10,940.50 |
Range |
121.10 |
95.10 |
-26.00 |
-21.5% |
231.90 |
ATR |
91.61 |
91.86 |
0.25 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,121.10 |
11,081.40 |
10,903.81 |
|
R3 |
11,026.00 |
10,986.30 |
10,877.65 |
|
R2 |
10,930.90 |
10,930.90 |
10,868.94 |
|
R1 |
10,891.20 |
10,891.20 |
10,860.22 |
10,911.05 |
PP |
10,835.80 |
10,835.80 |
10,835.80 |
10,845.73 |
S1 |
10,796.10 |
10,796.10 |
10,842.78 |
10,815.95 |
S2 |
10,740.70 |
10,740.70 |
10,834.07 |
|
S3 |
10,645.60 |
10,701.00 |
10,825.35 |
|
S4 |
10,550.50 |
10,605.90 |
10,799.20 |
|
|
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 |
10,780.40 |
204.10 |
1.9% |
89.94 |
0.8% |
35% |
False |
True |
|
10 |
10,984.50 |
10,730.50 |
254.00 |
2.3% |
94.86 |
0.9% |
48% |
False |
False |
|
20 |
10,984.50 |
10,609.00 |
375.50 |
3.5% |
92.96 |
0.9% |
65% |
False |
False |
|
40 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
91.14 |
0.8% |
78% |
False |
False |
|
60 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
89.20 |
0.8% |
78% |
False |
False |
|
80 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
88.52 |
0.8% |
78% |
False |
False |
|
100 |
10,984.50 |
9,708.40 |
1,276.10 |
11.8% |
91.60 |
0.8% |
90% |
False |
False |
|
120 |
10,984.50 |
9,708.40 |
1,276.10 |
11.8% |
92.09 |
0.8% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,279.68 |
2.618 |
11,124.47 |
1.618 |
11,029.37 |
1.000 |
10,970.60 |
0.618 |
10,934.27 |
HIGH |
10,875.50 |
0.618 |
10,839.17 |
0.500 |
10,827.95 |
0.382 |
10,816.73 |
LOW |
10,780.40 |
0.618 |
10,721.63 |
1.000 |
10,685.30 |
1.618 |
10,626.53 |
2.618 |
10,531.43 |
4.250 |
10,376.23 |
|
|
Fisher Pivots for day following 10-Mar-2005 |
Pivot |
1 day |
3 day |
R1 |
10,843.65 |
10,866.45 |
PP |
10,835.80 |
10,861.47 |
S1 |
10,827.95 |
10,856.48 |
|