Trading Metrics calculated at close of trading on 08-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2006 |
08-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
10,957.31 |
10,977.08 |
19.77 |
0.2% |
11,062.81 |
High |
10,989.01 |
11,026.71 |
37.70 |
0.3% |
11,132.61 |
Low |
10,928.74 |
10,922.73 |
-6.01 |
-0.1% |
10,978.61 |
Close |
10,980.69 |
11,005.74 |
25.05 |
0.2% |
11,021.59 |
Range |
60.27 |
103.98 |
43.71 |
72.5% |
154.00 |
ATR |
89.94 |
90.94 |
1.00 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,297.00 |
11,255.35 |
11,062.93 |
|
R3 |
11,193.02 |
11,151.37 |
11,034.33 |
|
R2 |
11,089.04 |
11,089.04 |
11,024.80 |
|
R1 |
11,047.39 |
11,047.39 |
11,015.27 |
11,068.22 |
PP |
10,985.06 |
10,985.06 |
10,985.06 |
10,995.47 |
S1 |
10,943.41 |
10,943.41 |
10,996.21 |
10,964.24 |
S2 |
10,881.08 |
10,881.08 |
10,986.68 |
|
S3 |
10,777.10 |
10,839.43 |
10,977.15 |
|
S4 |
10,673.12 |
10,735.45 |
10,948.55 |
|
|
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 |
10,922.73 |
183.95 |
1.7% |
92.15 |
0.8% |
45% |
False |
True |
|
10 |
11,135.89 |
10,922.73 |
213.16 |
1.9% |
88.91 |
0.8% |
39% |
False |
True |
|
20 |
11,159.18 |
10,740.63 |
418.55 |
3.8% |
93.93 |
0.9% |
63% |
False |
False |
|
40 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
90.64 |
0.8% |
69% |
False |
False |
|
60 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
88.26 |
0.8% |
69% |
False |
False |
|
80 |
11,159.18 |
10,519.40 |
639.78 |
5.8% |
86.94 |
0.8% |
76% |
False |
False |
|
100 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
90.71 |
0.8% |
85% |
False |
False |
|
120 |
11,159.18 |
10,156.50 |
1,002.68 |
9.1% |
92.24 |
0.8% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,468.63 |
2.618 |
11,298.93 |
1.618 |
11,194.95 |
1.000 |
11,130.69 |
0.618 |
11,090.97 |
HIGH |
11,026.71 |
0.618 |
10,986.99 |
0.500 |
10,974.72 |
0.382 |
10,962.45 |
LOW |
10,922.73 |
0.618 |
10,858.47 |
1.000 |
10,818.75 |
1.618 |
10,754.49 |
2.618 |
10,650.51 |
4.250 |
10,480.82 |
|
|
Fisher Pivots for day following 08-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
10,995.40 |
10,997.14 |
PP |
10,985.06 |
10,988.53 |
S1 |
10,974.72 |
10,979.93 |
|