Trading Metrics calculated at close of trading on 07-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2006 |
07-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
11,022.47 |
10,957.31 |
-65.16 |
-0.6% |
11,062.81 |
High |
11,037.12 |
10,989.01 |
-48.11 |
-0.4% |
11,132.61 |
Low |
10,929.22 |
10,928.74 |
-0.48 |
0.0% |
10,978.61 |
Close |
10,958.59 |
10,980.69 |
22.10 |
0.2% |
11,021.59 |
Range |
107.90 |
60.27 |
-47.63 |
-44.1% |
154.00 |
ATR |
92.22 |
89.94 |
-2.28 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,146.96 |
11,124.09 |
11,013.84 |
|
R3 |
11,086.69 |
11,063.82 |
10,997.26 |
|
R2 |
11,026.42 |
11,026.42 |
10,991.74 |
|
R1 |
11,003.55 |
11,003.55 |
10,986.21 |
11,014.99 |
PP |
10,966.15 |
10,966.15 |
10,966.15 |
10,971.86 |
S1 |
10,943.28 |
10,943.28 |
10,975.17 |
10,954.72 |
S2 |
10,905.88 |
10,905.88 |
10,969.64 |
|
S3 |
10,845.61 |
10,883.01 |
10,964.12 |
|
S4 |
10,785.34 |
10,822.74 |
10,947.54 |
|
|
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 |
10,928.74 |
177.94 |
1.6% |
86.83 |
0.8% |
29% |
False |
True |
|
10 |
11,159.18 |
10,928.74 |
230.44 |
2.1% |
88.40 |
0.8% |
23% |
False |
True |
|
20 |
11,159.18 |
10,737.67 |
421.51 |
3.8% |
92.98 |
0.8% |
58% |
False |
False |
|
40 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
89.93 |
0.8% |
64% |
False |
False |
|
60 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
88.49 |
0.8% |
64% |
False |
False |
|
80 |
11,159.18 |
10,519.40 |
639.78 |
5.8% |
86.67 |
0.8% |
72% |
False |
False |
|
100 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
90.90 |
0.8% |
82% |
False |
False |
|
120 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
92.18 |
0.8% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,245.16 |
2.618 |
11,146.80 |
1.618 |
11,086.53 |
1.000 |
11,049.28 |
0.618 |
11,026.26 |
HIGH |
10,989.01 |
0.618 |
10,965.99 |
0.500 |
10,958.88 |
0.382 |
10,951.76 |
LOW |
10,928.74 |
0.618 |
10,891.49 |
1.000 |
10,868.47 |
1.618 |
10,831.22 |
2.618 |
10,770.95 |
4.250 |
10,672.59 |
|
|
Fisher Pivots for day following 07-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
10,973.42 |
11,017.71 |
PP |
10,966.15 |
11,005.37 |
S1 |
10,958.88 |
10,993.03 |
|