| Trading Metrics calculated at close of trading on 23-Feb-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2006 |
23-Feb-2006 |
Change |
Change % |
Previous Week |
| Open |
11,065.29 |
11,133.52 |
68.23 |
0.6% |
10,915.21 |
| High |
11,159.18 |
11,135.89 |
-23.29 |
-0.2% |
11,131.95 |
| Low |
11,060.33 |
11,052.73 |
-7.60 |
-0.1% |
10,849.89 |
| Close |
11,137.17 |
11,069.22 |
-67.95 |
-0.6% |
11,115.32 |
| Range |
98.85 |
83.16 |
-15.69 |
-15.9% |
282.06 |
| ATR |
91.98 |
91.44 |
-0.54 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,335.43 |
11,285.48 |
11,114.96 |
|
| R3 |
11,252.27 |
11,202.32 |
11,092.09 |
|
| R2 |
11,169.11 |
11,169.11 |
11,084.47 |
|
| R1 |
11,119.16 |
11,119.16 |
11,076.84 |
11,102.56 |
| PP |
11,085.95 |
11,085.95 |
11,085.95 |
11,077.64 |
| S1 |
11,036.00 |
11,036.00 |
11,061.60 |
11,019.40 |
| S2 |
11,002.79 |
11,002.79 |
11,053.97 |
|
| S3 |
10,919.63 |
10,952.84 |
11,046.35 |
|
| S4 |
10,836.47 |
10,869.68 |
11,023.48 |
|
|
| Weekly Pivots for week ending 17-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,878.57 |
11,779.00 |
11,270.45 |
|
| R3 |
11,596.51 |
11,496.94 |
11,192.89 |
|
| R2 |
11,314.45 |
11,314.45 |
11,167.03 |
|
| R1 |
11,214.88 |
11,214.88 |
11,141.18 |
11,264.67 |
| PP |
11,032.39 |
11,032.39 |
11,032.39 |
11,057.28 |
| S1 |
10,932.82 |
10,932.82 |
11,089.46 |
10,982.61 |
| S2 |
10,750.33 |
10,750.33 |
11,063.61 |
|
| S3 |
10,468.27 |
10,650.76 |
11,037.75 |
|
| S4 |
10,186.21 |
10,368.70 |
10,960.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,159.18 |
11,046.40 |
112.78 |
1.0% |
80.12 |
0.7% |
20% |
False |
False |
|
| 10 |
11,159.18 |
10,820.20 |
338.98 |
3.1% |
94.79 |
0.9% |
73% |
False |
False |
|
| 20 |
11,159.18 |
10,710.94 |
448.24 |
4.0% |
93.62 |
0.8% |
80% |
False |
False |
|
| 40 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
90.35 |
0.8% |
82% |
False |
False |
|
| 60 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
88.65 |
0.8% |
82% |
False |
False |
|
| 80 |
11,159.18 |
10,231.20 |
927.98 |
8.4% |
86.62 |
0.8% |
90% |
False |
False |
|
| 100 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
91.54 |
0.8% |
91% |
False |
False |
|
| 120 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
91.73 |
0.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,489.32 |
|
2.618 |
11,353.60 |
|
1.618 |
11,270.44 |
|
1.000 |
11,219.05 |
|
0.618 |
11,187.28 |
|
HIGH |
11,135.89 |
|
0.618 |
11,104.12 |
|
0.500 |
11,094.31 |
|
0.382 |
11,084.50 |
|
LOW |
11,052.73 |
|
0.618 |
11,001.34 |
|
1.000 |
10,969.57 |
|
1.618 |
10,918.18 |
|
2.618 |
10,835.02 |
|
4.250 |
10,699.30 |
|
|
| Fisher Pivots for day following 23-Feb-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,094.31 |
11,105.00 |
| PP |
11,085.95 |
11,093.07 |
| S1 |
11,077.58 |
11,081.15 |
|