Trading Metrics calculated at close of trading on 11-Mar-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2005 |
11-Mar-2005 |
Change |
Change % |
Previous Week |
Open |
10,806.30 |
10,845.30 |
39.00 |
0.4% |
10,940.50 |
High |
10,875.50 |
10,872.40 |
-3.10 |
0.0% |
10,984.50 |
Low |
10,780.40 |
10,758.50 |
-21.90 |
-0.2% |
10,758.50 |
Close |
10,851.50 |
10,774.40 |
-77.10 |
-0.7% |
10,774.40 |
Range |
95.10 |
113.90 |
18.80 |
19.8% |
226.00 |
ATR |
91.86 |
93.44 |
1.57 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,143.47 |
11,072.83 |
10,837.05 |
|
R3 |
11,029.57 |
10,958.93 |
10,805.72 |
|
R2 |
10,915.67 |
10,915.67 |
10,795.28 |
|
R1 |
10,845.03 |
10,845.03 |
10,784.84 |
10,823.40 |
PP |
10,801.77 |
10,801.77 |
10,801.77 |
10,790.95 |
S1 |
10,731.13 |
10,731.13 |
10,763.96 |
10,709.50 |
S2 |
10,687.87 |
10,687.87 |
10,753.52 |
|
S3 |
10,573.97 |
10,617.23 |
10,743.08 |
|
S4 |
10,460.07 |
10,503.33 |
10,711.76 |
|
|
Weekly Pivots for week ending 11-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,517.13 |
11,371.77 |
10,898.70 |
|
R3 |
11,291.13 |
11,145.77 |
10,836.55 |
|
R2 |
11,065.13 |
11,065.13 |
10,815.83 |
|
R1 |
10,919.77 |
10,919.77 |
10,795.12 |
10,879.45 |
PP |
10,839.13 |
10,839.13 |
10,839.13 |
10,818.98 |
S1 |
10,693.77 |
10,693.77 |
10,753.68 |
10,653.45 |
S2 |
10,613.13 |
10,613.13 |
10,732.97 |
|
S3 |
10,387.13 |
10,467.77 |
10,712.25 |
|
S4 |
10,161.13 |
10,241.77 |
10,650.10 |
|
|
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 |
10,758.50 |
226.00 |
2.1% |
87.10 |
0.8% |
7% |
False |
True |
|
10 |
10,984.50 |
10,730.50 |
254.00 |
2.4% |
95.27 |
0.9% |
17% |
False |
False |
|
20 |
10,984.50 |
10,609.00 |
375.50 |
3.5% |
93.67 |
0.9% |
44% |
False |
False |
|
40 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
90.90 |
0.8% |
66% |
False |
False |
|
60 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
89.87 |
0.8% |
66% |
False |
False |
|
80 |
10,984.50 |
10,368.60 |
615.90 |
5.7% |
89.37 |
0.8% |
66% |
False |
False |
|
100 |
10,984.50 |
9,708.40 |
1,276.10 |
11.8% |
91.75 |
0.9% |
84% |
False |
False |
|
120 |
10,984.50 |
9,708.40 |
1,276.10 |
11.8% |
92.24 |
0.9% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,356.48 |
2.618 |
11,170.59 |
1.618 |
11,056.69 |
1.000 |
10,986.30 |
0.618 |
10,942.79 |
HIGH |
10,872.40 |
0.618 |
10,828.89 |
0.500 |
10,815.45 |
0.382 |
10,802.01 |
LOW |
10,758.50 |
0.618 |
10,688.11 |
1.000 |
10,644.60 |
1.618 |
10,574.21 |
2.618 |
10,460.31 |
4.250 |
10,274.43 |
|
|
Fisher Pivots for day following 11-Mar-2005 |
Pivot |
1 day |
3 day |
R1 |
10,815.45 |
10,840.85 |
PP |
10,801.77 |
10,818.70 |
S1 |
10,788.08 |
10,796.55 |
|