Trading Metrics calculated at close of trading on 17-Mar-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2005 |
17-Mar-2005 |
Change |
Change % |
Previous Week |
Open |
10,741.60 |
10,633.30 |
-108.30 |
-1.0% |
10,940.50 |
High |
10,741.60 |
10,658.60 |
-83.00 |
-0.8% |
10,984.50 |
Low |
10,612.40 |
10,598.30 |
-14.10 |
-0.1% |
10,758.50 |
Close |
10,633.10 |
10,626.40 |
-6.70 |
-0.1% |
10,774.40 |
Range |
129.20 |
60.30 |
-68.90 |
-53.3% |
226.00 |
ATR |
93.64 |
91.26 |
-2.38 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,808.67 |
10,777.83 |
10,659.57 |
|
R3 |
10,748.37 |
10,717.53 |
10,642.98 |
|
R2 |
10,688.07 |
10,688.07 |
10,637.46 |
|
R1 |
10,657.23 |
10,657.23 |
10,631.93 |
10,642.50 |
PP |
10,627.77 |
10,627.77 |
10,627.77 |
10,620.40 |
S1 |
10,596.93 |
10,596.93 |
10,620.87 |
10,582.20 |
S2 |
10,567.47 |
10,567.47 |
10,615.35 |
|
S3 |
10,507.17 |
10,536.63 |
10,609.82 |
|
S4 |
10,446.87 |
10,476.33 |
10,593.24 |
|
|
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 |
10,872.40 |
10,598.30 |
274.10 |
2.6% |
89.62 |
0.8% |
10% |
False |
True |
|
10 |
10,984.50 |
10,598.30 |
386.20 |
3.6% |
89.78 |
0.8% |
7% |
False |
True |
|
20 |
10,984.50 |
10,598.30 |
386.20 |
3.6% |
96.02 |
0.9% |
7% |
False |
True |
|
40 |
10,984.50 |
10,368.60 |
615.90 |
5.8% |
88.91 |
0.8% |
42% |
False |
False |
|
60 |
10,984.50 |
10,368.60 |
615.90 |
5.8% |
90.18 |
0.8% |
42% |
False |
False |
|
80 |
10,984.50 |
10,368.60 |
615.90 |
5.8% |
88.97 |
0.8% |
42% |
False |
False |
|
100 |
10,984.50 |
9,708.40 |
1,276.10 |
12.0% |
90.60 |
0.9% |
72% |
False |
False |
|
120 |
10,984.50 |
9,708.40 |
1,276.10 |
12.0% |
92.18 |
0.9% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,914.88 |
2.618 |
10,816.47 |
1.618 |
10,756.17 |
1.000 |
10,718.90 |
0.618 |
10,695.87 |
HIGH |
10,658.60 |
0.618 |
10,635.57 |
0.500 |
10,628.45 |
0.382 |
10,621.33 |
LOW |
10,598.30 |
0.618 |
10,561.03 |
1.000 |
10,538.00 |
1.618 |
10,500.73 |
2.618 |
10,440.43 |
4.250 |
10,342.03 |
|
|
Fisher Pivots for day following 17-Mar-2005 |
Pivot |
1 day |
3 day |
R1 |
10,628.45 |
10,718.50 |
PP |
10,627.77 |
10,687.80 |
S1 |
10,627.08 |
10,657.10 |
|