| Trading Metrics calculated at close of trading on 02-Mar-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2006 |
02-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
10,993.25 |
11,052.57 |
59.32 |
0.5% |
11,115.48 |
| High |
11,069.38 |
11,052.57 |
-16.81 |
-0.2% |
11,159.18 |
| Low |
10,991.97 |
10,986.05 |
-5.92 |
-0.1% |
11,010.22 |
| Close |
11,053.53 |
11,025.51 |
-28.02 |
-0.3% |
11,061.85 |
| Range |
77.41 |
66.52 |
-10.89 |
-14.1% |
148.96 |
| ATR |
90.25 |
88.62 |
-1.63 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,220.94 |
11,189.74 |
11,062.10 |
|
| R3 |
11,154.42 |
11,123.22 |
11,043.80 |
|
| R2 |
11,087.90 |
11,087.90 |
11,037.71 |
|
| R1 |
11,056.70 |
11,056.70 |
11,031.61 |
11,039.04 |
| PP |
11,021.38 |
11,021.38 |
11,021.38 |
11,012.55 |
| S1 |
10,990.18 |
10,990.18 |
11,019.41 |
10,972.52 |
| S2 |
10,954.86 |
10,954.86 |
11,013.31 |
|
| S3 |
10,888.34 |
10,923.66 |
11,007.22 |
|
| S4 |
10,821.82 |
10,857.14 |
10,988.92 |
|
|
| 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 |
11,132.61 |
10,978.61 |
154.00 |
1.4% |
82.34 |
0.7% |
30% |
False |
False |
|
| 10 |
11,159.18 |
10,978.61 |
180.57 |
1.6% |
81.23 |
0.7% |
26% |
False |
False |
|
| 20 |
11,159.18 |
10,737.67 |
421.51 |
3.8% |
91.02 |
0.8% |
68% |
False |
False |
|
| 40 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
88.09 |
0.8% |
73% |
False |
False |
|
| 60 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
87.98 |
0.8% |
73% |
False |
False |
|
| 80 |
11,159.18 |
10,479.40 |
679.78 |
6.2% |
85.49 |
0.8% |
80% |
False |
False |
|
| 100 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
90.30 |
0.8% |
87% |
False |
False |
|
| 120 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
91.58 |
0.8% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,335.28 |
|
2.618 |
11,226.72 |
|
1.618 |
11,160.20 |
|
1.000 |
11,119.09 |
|
0.618 |
11,093.68 |
|
HIGH |
11,052.57 |
|
0.618 |
11,027.16 |
|
0.500 |
11,019.31 |
|
0.382 |
11,011.46 |
|
LOW |
10,986.05 |
|
0.618 |
10,944.94 |
|
1.000 |
10,919.53 |
|
1.618 |
10,878.42 |
|
2.618 |
10,811.90 |
|
4.250 |
10,703.34 |
|
|
| Fisher Pivots for day following 02-Mar-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,023.44 |
11,039.40 |
| PP |
11,021.38 |
11,034.77 |
| S1 |
11,019.31 |
11,030.14 |
|