Trading Metrics calculated at close of trading on 03-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2006 |
03-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
11,052.57 |
11,024.23 |
-28.34 |
-0.3% |
11,062.81 |
High |
11,052.57 |
11,106.68 |
54.11 |
0.5% |
11,132.61 |
Low |
10,986.05 |
10,984.61 |
-1.44 |
0.0% |
10,978.61 |
Close |
11,025.51 |
11,021.59 |
-3.92 |
0.0% |
11,021.59 |
Range |
66.52 |
122.07 |
55.55 |
83.5% |
154.00 |
ATR |
88.62 |
91.01 |
2.39 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,403.84 |
11,334.78 |
11,088.73 |
|
R3 |
11,281.77 |
11,212.71 |
11,055.16 |
|
R2 |
11,159.70 |
11,159.70 |
11,043.97 |
|
R1 |
11,090.64 |
11,090.64 |
11,032.78 |
11,064.14 |
PP |
11,037.63 |
11,037.63 |
11,037.63 |
11,024.37 |
S1 |
10,968.57 |
10,968.57 |
11,010.40 |
10,942.07 |
S2 |
10,915.56 |
10,915.56 |
10,999.21 |
|
S3 |
10,793.49 |
10,846.50 |
10,988.02 |
|
S4 |
10,671.42 |
10,724.43 |
10,954.45 |
|
|
Weekly Pivots for week ending 03-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,506.27 |
11,417.93 |
11,106.29 |
|
R3 |
11,352.27 |
11,263.93 |
11,063.94 |
|
R2 |
11,198.27 |
11,198.27 |
11,049.82 |
|
R1 |
11,109.93 |
11,109.93 |
11,035.71 |
11,077.10 |
PP |
11,044.27 |
11,044.27 |
11,044.27 |
11,027.86 |
S1 |
10,955.93 |
10,955.93 |
11,007.47 |
10,923.10 |
S2 |
10,890.27 |
10,890.27 |
10,993.36 |
|
S3 |
10,736.27 |
10,801.93 |
10,979.24 |
|
S4 |
10,582.27 |
10,647.93 |
10,936.89 |
|
|
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% |
91.69 |
0.8% |
28% |
False |
False |
|
10 |
11,159.18 |
10,978.61 |
180.57 |
1.6% |
86.00 |
0.8% |
24% |
False |
False |
|
20 |
11,159.18 |
10,737.67 |
421.51 |
3.8% |
90.98 |
0.8% |
67% |
False |
False |
|
40 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
89.67 |
0.8% |
72% |
False |
False |
|
60 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
88.91 |
0.8% |
72% |
False |
False |
|
80 |
11,159.18 |
10,519.40 |
639.78 |
5.8% |
86.11 |
0.8% |
78% |
False |
False |
|
100 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
90.86 |
0.8% |
86% |
False |
False |
|
120 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
91.75 |
0.8% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,625.48 |
2.618 |
11,426.26 |
1.618 |
11,304.19 |
1.000 |
11,228.75 |
0.618 |
11,182.12 |
HIGH |
11,106.68 |
0.618 |
11,060.05 |
0.500 |
11,045.65 |
0.382 |
11,031.24 |
LOW |
10,984.61 |
0.618 |
10,909.17 |
1.000 |
10,862.54 |
1.618 |
10,787.10 |
2.618 |
10,665.03 |
4.250 |
10,465.81 |
|
|
Fisher Pivots for day following 03-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
11,045.65 |
11,045.65 |
PP |
11,037.63 |
11,037.63 |
S1 |
11,029.61 |
11,029.61 |
|