| Trading Metrics calculated at close of trading on 01-Mar-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2006 |
01-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
11,096.75 |
10,993.25 |
-103.50 |
-0.9% |
11,115.48 |
| High |
11,100.19 |
11,069.38 |
-30.81 |
-0.3% |
11,159.18 |
| Low |
10,978.61 |
10,991.97 |
13.36 |
0.1% |
11,010.22 |
| Close |
10,993.41 |
11,053.53 |
60.12 |
0.5% |
11,061.85 |
| Range |
121.58 |
77.41 |
-44.17 |
-36.3% |
148.96 |
| ATR |
91.24 |
90.25 |
-0.99 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,270.52 |
11,239.44 |
11,096.11 |
|
| R3 |
11,193.11 |
11,162.03 |
11,074.82 |
|
| R2 |
11,115.70 |
11,115.70 |
11,067.72 |
|
| R1 |
11,084.62 |
11,084.62 |
11,060.63 |
11,100.16 |
| PP |
11,038.29 |
11,038.29 |
11,038.29 |
11,046.07 |
| S1 |
11,007.21 |
11,007.21 |
11,046.43 |
11,022.75 |
| S2 |
10,960.88 |
10,960.88 |
11,039.34 |
|
| S3 |
10,883.47 |
10,929.80 |
11,032.24 |
|
| S4 |
10,806.06 |
10,852.39 |
11,010.95 |
|
|
| 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 |
11,135.89 |
10,978.61 |
157.28 |
1.4% |
85.67 |
0.8% |
48% |
False |
False |
|
| 10 |
11,159.18 |
10,978.61 |
180.57 |
1.6% |
82.48 |
0.7% |
41% |
False |
False |
|
| 20 |
11,159.18 |
10,737.67 |
421.51 |
3.8% |
93.43 |
0.8% |
75% |
False |
False |
|
| 40 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
90.88 |
0.8% |
79% |
False |
False |
|
| 60 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
87.87 |
0.8% |
79% |
False |
False |
|
| 80 |
11,159.18 |
10,470.50 |
688.68 |
6.2% |
85.79 |
0.8% |
85% |
False |
False |
|
| 100 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
91.15 |
0.8% |
89% |
False |
False |
|
| 120 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
91.59 |
0.8% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,398.37 |
|
2.618 |
11,272.04 |
|
1.618 |
11,194.63 |
|
1.000 |
11,146.79 |
|
0.618 |
11,117.22 |
|
HIGH |
11,069.38 |
|
0.618 |
11,039.81 |
|
0.500 |
11,030.68 |
|
0.382 |
11,021.54 |
|
LOW |
10,991.97 |
|
0.618 |
10,944.13 |
|
1.000 |
10,914.56 |
|
1.618 |
10,866.72 |
|
2.618 |
10,789.31 |
|
4.250 |
10,662.98 |
|
|
| Fisher Pivots for day following 01-Mar-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,045.91 |
11,055.61 |
| PP |
11,038.29 |
11,054.92 |
| S1 |
11,030.68 |
11,054.22 |
|