Trading Metrics calculated at close of trading on 16-Mar-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2005 |
16-Mar-2005 |
Change |
Change % |
Previous Week |
Open |
10,804.30 |
10,741.60 |
-62.70 |
-0.6% |
10,940.50 |
High |
10,838.70 |
10,741.60 |
-97.10 |
-0.9% |
10,984.50 |
Low |
10,745.10 |
10,612.40 |
-132.70 |
-1.2% |
10,758.50 |
Close |
10,745.10 |
10,633.10 |
-112.00 |
-1.0% |
10,774.40 |
Range |
93.60 |
129.20 |
35.60 |
38.0% |
226.00 |
ATR |
90.64 |
93.64 |
3.00 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,049.97 |
10,970.73 |
10,704.16 |
|
R3 |
10,920.77 |
10,841.53 |
10,668.63 |
|
R2 |
10,791.57 |
10,791.57 |
10,656.79 |
|
R1 |
10,712.33 |
10,712.33 |
10,644.94 |
10,687.35 |
PP |
10,662.37 |
10,662.37 |
10,662.37 |
10,649.88 |
S1 |
10,583.13 |
10,583.13 |
10,621.26 |
10,558.15 |
S2 |
10,533.17 |
10,533.17 |
10,609.41 |
|
S3 |
10,403.97 |
10,453.93 |
10,597.57 |
|
S4 |
10,274.77 |
10,324.73 |
10,562.04 |
|
|
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 |
10,875.50 |
10,612.40 |
263.10 |
2.5% |
96.58 |
0.9% |
8% |
False |
True |
|
10 |
10,984.50 |
10,612.40 |
372.10 |
3.5% |
93.95 |
0.9% |
6% |
False |
True |
|
20 |
10,984.50 |
10,609.00 |
375.50 |
3.5% |
95.97 |
0.9% |
6% |
False |
False |
|
40 |
10,984.50 |
10,368.60 |
615.90 |
5.8% |
89.65 |
0.8% |
43% |
False |
False |
|
60 |
10,984.50 |
10,368.60 |
615.90 |
5.8% |
90.56 |
0.9% |
43% |
False |
False |
|
80 |
10,984.50 |
10,368.60 |
615.90 |
5.8% |
89.91 |
0.8% |
43% |
False |
False |
|
100 |
10,984.50 |
9,708.40 |
1,276.10 |
12.0% |
91.29 |
0.9% |
72% |
False |
False |
|
120 |
10,984.50 |
9,708.40 |
1,276.10 |
12.0% |
92.07 |
0.9% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,290.70 |
2.618 |
11,079.85 |
1.618 |
10,950.65 |
1.000 |
10,870.80 |
0.618 |
10,821.45 |
HIGH |
10,741.60 |
0.618 |
10,692.25 |
0.500 |
10,677.00 |
0.382 |
10,661.75 |
LOW |
10,612.40 |
0.618 |
10,532.55 |
1.000 |
10,483.20 |
1.618 |
10,403.35 |
2.618 |
10,274.15 |
4.250 |
10,063.30 |
|
|
Fisher Pivots for day following 16-Mar-2005 |
Pivot |
1 day |
3 day |
R1 |
10,677.00 |
10,725.55 |
PP |
10,662.37 |
10,694.73 |
S1 |
10,647.73 |
10,663.92 |
|