| Trading Metrics calculated at close of trading on 27-Feb-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2006 |
27-Feb-2006 |
Change |
Change % |
Previous Week |
| Open |
11,065.77 |
11,062.81 |
-2.96 |
0.0% |
11,115.48 |
| High |
11,085.54 |
11,132.61 |
47.07 |
0.4% |
11,159.18 |
| Low |
11,010.22 |
11,061.73 |
51.51 |
0.5% |
11,010.22 |
| Close |
11,061.85 |
11,097.55 |
35.70 |
0.3% |
11,061.85 |
| Range |
75.32 |
70.88 |
-4.44 |
-5.9% |
148.96 |
| ATR |
90.29 |
88.90 |
-1.39 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,309.94 |
11,274.62 |
11,136.53 |
|
| R3 |
11,239.06 |
11,203.74 |
11,117.04 |
|
| R2 |
11,168.18 |
11,168.18 |
11,110.54 |
|
| R1 |
11,132.86 |
11,132.86 |
11,104.05 |
11,150.52 |
| PP |
11,097.30 |
11,097.30 |
11,097.30 |
11,106.13 |
| S1 |
11,061.98 |
11,061.98 |
11,091.05 |
11,079.64 |
| S2 |
11,026.42 |
11,026.42 |
11,084.56 |
|
| S3 |
10,955.54 |
10,991.10 |
11,078.06 |
|
| S4 |
10,884.66 |
10,920.22 |
11,058.57 |
|
|
| Weekly Pivots for week ending 24-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,523.96 |
11,441.87 |
11,143.78 |
|
| R3 |
11,375.00 |
11,292.91 |
11,102.81 |
|
| R2 |
11,226.04 |
11,226.04 |
11,089.16 |
|
| R1 |
11,143.95 |
11,143.95 |
11,075.50 |
11,110.52 |
| PP |
11,077.08 |
11,077.08 |
11,077.08 |
11,060.37 |
| S1 |
10,994.99 |
10,994.99 |
11,048.20 |
10,961.56 |
| S2 |
10,928.12 |
10,928.12 |
11,034.54 |
|
| S3 |
10,779.16 |
10,846.03 |
11,020.89 |
|
| S4 |
10,630.20 |
10,697.07 |
10,979.92 |
|
|
| 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 |
11,010.22 |
148.96 |
1.3% |
83.63 |
0.8% |
59% |
False |
False |
|
| 10 |
11,159.18 |
10,849.89 |
309.29 |
2.8% |
87.27 |
0.8% |
80% |
False |
False |
|
| 20 |
11,159.18 |
10,737.67 |
421.51 |
3.8% |
88.70 |
0.8% |
85% |
False |
False |
|
| 40 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
88.92 |
0.8% |
88% |
False |
False |
|
| 60 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
88.72 |
0.8% |
88% |
False |
False |
|
| 80 |
11,159.18 |
10,388.80 |
770.38 |
6.9% |
85.23 |
0.8% |
92% |
False |
False |
|
| 100 |
11,159.18 |
10,156.50 |
1,002.68 |
9.0% |
91.72 |
0.8% |
94% |
False |
False |
|
| 120 |
11,159.18 |
10,156.50 |
1,002.68 |
9.0% |
91.70 |
0.8% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,433.85 |
|
2.618 |
11,318.17 |
|
1.618 |
11,247.29 |
|
1.000 |
11,203.49 |
|
0.618 |
11,176.41 |
|
HIGH |
11,132.61 |
|
0.618 |
11,105.53 |
|
0.500 |
11,097.17 |
|
0.382 |
11,088.81 |
|
LOW |
11,061.73 |
|
0.618 |
11,017.93 |
|
1.000 |
10,990.85 |
|
1.618 |
10,947.05 |
|
2.618 |
10,876.17 |
|
4.250 |
10,760.49 |
|
|
| Fisher Pivots for day following 27-Feb-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,097.42 |
11,089.39 |
| PP |
11,097.30 |
11,081.22 |
| S1 |
11,097.17 |
11,073.06 |
|