Trading Metrics calculated at close of trading on 22-Mar-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2005 |
22-Mar-2005 |
Change |
Change % |
Previous Week |
Open |
10,629.90 |
10,565.40 |
-64.50 |
-0.6% |
10,773.90 |
High |
10,630.50 |
10,610.00 |
-20.50 |
-0.2% |
10,838.70 |
Low |
10,534.10 |
10,470.30 |
-63.80 |
-0.6% |
10,557.00 |
Close |
10,565.40 |
10,470.50 |
-94.90 |
-0.9% |
10,629.70 |
Range |
96.40 |
139.70 |
43.30 |
44.9% |
281.70 |
ATR |
91.99 |
95.40 |
3.41 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,936.03 |
10,842.97 |
10,547.34 |
|
R3 |
10,796.33 |
10,703.27 |
10,508.92 |
|
R2 |
10,656.63 |
10,656.63 |
10,496.11 |
|
R1 |
10,563.57 |
10,563.57 |
10,483.31 |
10,540.25 |
PP |
10,516.93 |
10,516.93 |
10,516.93 |
10,505.28 |
S1 |
10,423.87 |
10,423.87 |
10,457.69 |
10,400.55 |
S2 |
10,377.23 |
10,377.23 |
10,444.89 |
|
S3 |
10,237.53 |
10,284.17 |
10,432.08 |
|
S4 |
10,097.83 |
10,144.47 |
10,393.67 |
|
|
Weekly Pivots for week ending 18-Mar-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,520.23 |
11,356.67 |
10,784.64 |
|
R3 |
11,238.53 |
11,074.97 |
10,707.17 |
|
R2 |
10,956.83 |
10,956.83 |
10,681.35 |
|
R1 |
10,793.27 |
10,793.27 |
10,655.52 |
10,734.20 |
PP |
10,675.13 |
10,675.13 |
10,675.13 |
10,645.60 |
S1 |
10,511.57 |
10,511.57 |
10,603.88 |
10,452.50 |
S2 |
10,393.43 |
10,393.43 |
10,578.06 |
|
S3 |
10,111.73 |
10,229.87 |
10,552.23 |
|
S4 |
9,830.03 |
9,948.17 |
10,474.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,741.60 |
10,470.30 |
271.30 |
2.6% |
104.46 |
1.0% |
0% |
False |
True |
|
10 |
10,923.20 |
10,470.30 |
452.90 |
4.3% |
99.71 |
1.0% |
0% |
False |
True |
|
20 |
10,984.50 |
10,470.30 |
514.20 |
4.9% |
96.48 |
0.9% |
0% |
False |
True |
|
40 |
10,984.50 |
10,369.40 |
615.10 |
5.9% |
90.12 |
0.9% |
16% |
False |
False |
|
60 |
10,984.50 |
10,368.60 |
615.90 |
5.9% |
91.69 |
0.9% |
17% |
False |
False |
|
80 |
10,984.50 |
10,368.60 |
615.90 |
5.9% |
90.63 |
0.9% |
17% |
False |
False |
|
100 |
10,984.50 |
9,952.48 |
1,032.02 |
9.9% |
90.07 |
0.9% |
50% |
False |
False |
|
120 |
10,984.50 |
9,708.40 |
1,276.10 |
12.2% |
92.72 |
0.9% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,203.73 |
2.618 |
10,975.73 |
1.618 |
10,836.03 |
1.000 |
10,749.70 |
0.618 |
10,696.33 |
HIGH |
10,610.00 |
0.618 |
10,556.63 |
0.500 |
10,540.15 |
0.382 |
10,523.67 |
LOW |
10,470.30 |
0.618 |
10,383.97 |
1.000 |
10,330.60 |
1.618 |
10,244.27 |
2.618 |
10,104.57 |
4.250 |
9,876.58 |
|
|
Fisher Pivots for day following 22-Mar-2005 |
Pivot |
1 day |
3 day |
R1 |
10,540.15 |
10,562.00 |
PP |
10,516.93 |
10,531.50 |
S1 |
10,493.72 |
10,501.00 |
|