| Trading Metrics calculated at close of trading on 28-Feb-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2006 |
28-Feb-2006 |
Change |
Change % |
Previous Week |
| Open |
11,062.81 |
11,096.75 |
33.94 |
0.3% |
11,115.48 |
| High |
11,132.61 |
11,100.19 |
-32.42 |
-0.3% |
11,159.18 |
| Low |
11,061.73 |
10,978.61 |
-83.12 |
-0.8% |
11,010.22 |
| Close |
11,097.55 |
10,993.41 |
-104.14 |
-0.9% |
11,061.85 |
| Range |
70.88 |
121.58 |
50.70 |
71.5% |
148.96 |
| ATR |
88.90 |
91.24 |
2.33 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,388.81 |
11,312.69 |
11,060.28 |
|
| R3 |
11,267.23 |
11,191.11 |
11,026.84 |
|
| R2 |
11,145.65 |
11,145.65 |
11,015.70 |
|
| R1 |
11,069.53 |
11,069.53 |
11,004.55 |
11,046.80 |
| PP |
11,024.07 |
11,024.07 |
11,024.07 |
11,012.71 |
| S1 |
10,947.95 |
10,947.95 |
10,982.27 |
10,925.22 |
| S2 |
10,902.49 |
10,902.49 |
10,971.12 |
|
| S3 |
10,780.91 |
10,826.37 |
10,959.98 |
|
| S4 |
10,659.33 |
10,704.79 |
10,926.54 |
|
|
| 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 |
10,978.61 |
180.57 |
1.6% |
89.96 |
0.8% |
8% |
False |
True |
|
| 10 |
11,159.18 |
10,890.72 |
268.46 |
2.4% |
90.43 |
0.8% |
38% |
False |
False |
|
| 20 |
11,159.18 |
10,737.67 |
421.51 |
3.8% |
92.63 |
0.8% |
61% |
False |
False |
|
| 40 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
90.81 |
0.8% |
67% |
False |
False |
|
| 60 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
88.73 |
0.8% |
67% |
False |
False |
|
| 80 |
11,159.18 |
10,388.80 |
770.38 |
7.0% |
86.14 |
0.8% |
78% |
False |
False |
|
| 100 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
91.60 |
0.8% |
83% |
False |
False |
|
| 120 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
91.50 |
0.8% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,616.91 |
|
2.618 |
11,418.49 |
|
1.618 |
11,296.91 |
|
1.000 |
11,221.77 |
|
0.618 |
11,175.33 |
|
HIGH |
11,100.19 |
|
0.618 |
11,053.75 |
|
0.500 |
11,039.40 |
|
0.382 |
11,025.05 |
|
LOW |
10,978.61 |
|
0.618 |
10,903.47 |
|
1.000 |
10,857.03 |
|
1.618 |
10,781.89 |
|
2.618 |
10,660.31 |
|
4.250 |
10,461.90 |
|
|
| Fisher Pivots for day following 28-Feb-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,039.40 |
11,055.61 |
| PP |
11,024.07 |
11,034.88 |
| S1 |
11,008.74 |
11,014.14 |
|