Trading Metrics calculated at close of trading on 15-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2006 |
15-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
11,076.02 |
11,149.76 |
73.74 |
0.7% |
11,022.47 |
High |
11,161.35 |
11,226.74 |
65.39 |
0.6% |
11,098.99 |
Low |
11,058.65 |
11,138.93 |
80.28 |
0.7% |
10,922.73 |
Close |
11,151.34 |
11,209.77 |
58.43 |
0.5% |
11,076.34 |
Range |
102.70 |
87.81 |
-14.89 |
-14.5% |
176.26 |
ATR |
91.63 |
91.35 |
-0.27 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,455.24 |
11,420.32 |
11,258.07 |
|
R3 |
11,367.43 |
11,332.51 |
11,233.92 |
|
R2 |
11,279.62 |
11,279.62 |
11,225.87 |
|
R1 |
11,244.70 |
11,244.70 |
11,217.82 |
11,262.16 |
PP |
11,191.81 |
11,191.81 |
11,191.81 |
11,200.55 |
S1 |
11,156.89 |
11,156.89 |
11,201.72 |
11,174.35 |
S2 |
11,104.00 |
11,104.00 |
11,193.67 |
|
S3 |
11,016.19 |
11,069.08 |
11,185.62 |
|
S4 |
10,928.38 |
10,981.27 |
11,161.47 |
|
|
Weekly Pivots for week ending 10-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,561.47 |
11,495.16 |
11,173.28 |
|
R3 |
11,385.21 |
11,318.90 |
11,124.81 |
|
R2 |
11,208.95 |
11,208.95 |
11,108.65 |
|
R1 |
11,142.64 |
11,142.64 |
11,092.50 |
11,175.80 |
PP |
11,032.69 |
11,032.69 |
11,032.69 |
11,049.26 |
S1 |
10,966.38 |
10,966.38 |
11,060.18 |
10,999.54 |
S2 |
10,856.43 |
10,856.43 |
11,044.03 |
|
S3 |
10,680.17 |
10,790.12 |
11,027.87 |
|
S4 |
10,503.91 |
10,613.86 |
10,979.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,226.74 |
10,963.88 |
262.86 |
2.3% |
92.43 |
0.8% |
94% |
True |
False |
|
10 |
11,226.74 |
10,922.73 |
304.01 |
2.7% |
92.29 |
0.8% |
94% |
True |
False |
|
20 |
11,226.74 |
10,922.73 |
304.01 |
2.7% |
87.39 |
0.8% |
94% |
True |
False |
|
40 |
11,226.74 |
10,661.15 |
565.59 |
5.0% |
92.99 |
0.8% |
97% |
True |
False |
|
60 |
11,226.74 |
10,661.15 |
565.59 |
5.0% |
88.54 |
0.8% |
97% |
True |
False |
|
80 |
11,226.74 |
10,661.15 |
565.59 |
5.0% |
88.11 |
0.8% |
97% |
True |
False |
|
100 |
11,226.74 |
10,193.50 |
1,033.24 |
9.2% |
90.18 |
0.8% |
98% |
True |
False |
|
120 |
11,226.74 |
10,156.50 |
1,070.24 |
9.5% |
91.77 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,599.93 |
2.618 |
11,456.63 |
1.618 |
11,368.82 |
1.000 |
11,314.55 |
0.618 |
11,281.01 |
HIGH |
11,226.74 |
0.618 |
11,193.20 |
0.500 |
11,182.84 |
0.382 |
11,172.47 |
LOW |
11,138.93 |
0.618 |
11,084.66 |
1.000 |
11,051.12 |
1.618 |
10,996.85 |
2.618 |
10,909.04 |
4.250 |
10,765.74 |
|
|
Fisher Pivots for day following 15-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
11,200.79 |
11,187.03 |
PP |
11,191.81 |
11,164.28 |
S1 |
11,182.84 |
11,141.54 |
|