| Trading Metrics calculated at close of trading on 06-Mar-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2006 |
06-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
11,024.23 |
11,022.47 |
-1.76 |
0.0% |
11,062.81 |
| High |
11,106.68 |
11,037.12 |
-69.56 |
-0.6% |
11,132.61 |
| Low |
10,984.61 |
10,929.22 |
-55.39 |
-0.5% |
10,978.61 |
| Close |
11,021.59 |
10,958.59 |
-63.00 |
-0.6% |
11,021.59 |
| Range |
122.07 |
107.90 |
-14.17 |
-11.6% |
154.00 |
| ATR |
91.01 |
92.22 |
1.21 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,298.68 |
11,236.53 |
11,017.94 |
|
| R3 |
11,190.78 |
11,128.63 |
10,988.26 |
|
| R2 |
11,082.88 |
11,082.88 |
10,978.37 |
|
| R1 |
11,020.73 |
11,020.73 |
10,968.48 |
10,997.86 |
| PP |
10,974.98 |
10,974.98 |
10,974.98 |
10,963.54 |
| S1 |
10,912.83 |
10,912.83 |
10,948.70 |
10,889.96 |
| S2 |
10,867.08 |
10,867.08 |
10,938.81 |
|
| S3 |
10,759.18 |
10,804.93 |
10,928.92 |
|
| S4 |
10,651.28 |
10,697.03 |
10,899.25 |
|
|
| 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 |
11,106.68 |
10,929.22 |
177.46 |
1.6% |
99.10 |
0.9% |
17% |
False |
True |
|
| 10 |
11,159.18 |
10,929.22 |
229.96 |
2.1% |
91.37 |
0.8% |
13% |
False |
True |
|
| 20 |
11,159.18 |
10,737.67 |
421.51 |
3.8% |
92.15 |
0.8% |
52% |
False |
False |
|
| 40 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
90.76 |
0.8% |
60% |
False |
False |
|
| 60 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
89.22 |
0.8% |
60% |
False |
False |
|
| 80 |
11,159.18 |
10,519.40 |
639.78 |
5.8% |
86.54 |
0.8% |
69% |
False |
False |
|
| 100 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
91.08 |
0.8% |
80% |
False |
False |
|
| 120 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
92.34 |
0.8% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,495.70 |
|
2.618 |
11,319.60 |
|
1.618 |
11,211.70 |
|
1.000 |
11,145.02 |
|
0.618 |
11,103.80 |
|
HIGH |
11,037.12 |
|
0.618 |
10,995.90 |
|
0.500 |
10,983.17 |
|
0.382 |
10,970.44 |
|
LOW |
10,929.22 |
|
0.618 |
10,862.54 |
|
1.000 |
10,821.32 |
|
1.618 |
10,754.64 |
|
2.618 |
10,646.74 |
|
4.250 |
10,470.65 |
|
|
| Fisher Pivots for day following 06-Mar-2006 |
| Pivot |
1 day |
3 day |
| R1 |
10,983.17 |
11,017.95 |
| PP |
10,974.98 |
10,998.16 |
| S1 |
10,966.78 |
10,978.38 |
|