Trading Metrics calculated at close of trading on 16-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2006 |
16-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
11,149.76 |
11,210.97 |
61.21 |
0.5% |
11,022.47 |
High |
11,226.74 |
11,282.45 |
55.71 |
0.5% |
11,098.99 |
Low |
11,138.93 |
11,210.57 |
71.64 |
0.6% |
10,922.73 |
Close |
11,209.77 |
11,253.24 |
43.47 |
0.4% |
11,076.34 |
Range |
87.81 |
71.88 |
-15.93 |
-18.1% |
176.26 |
ATR |
91.35 |
90.02 |
-1.33 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,464.39 |
11,430.70 |
11,292.77 |
|
R3 |
11,392.51 |
11,358.82 |
11,273.01 |
|
R2 |
11,320.63 |
11,320.63 |
11,266.42 |
|
R1 |
11,286.94 |
11,286.94 |
11,259.83 |
11,303.79 |
PP |
11,248.75 |
11,248.75 |
11,248.75 |
11,257.18 |
S1 |
11,215.06 |
11,215.06 |
11,246.65 |
11,231.91 |
S2 |
11,176.87 |
11,176.87 |
11,240.06 |
|
S3 |
11,104.99 |
11,143.18 |
11,233.47 |
|
S4 |
11,033.11 |
11,071.30 |
11,213.71 |
|
|
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 |
11,282.45 |
10,972.92 |
309.53 |
2.8% |
89.76 |
0.8% |
91% |
True |
False |
|
10 |
11,282.45 |
10,922.73 |
359.72 |
3.2% |
92.83 |
0.8% |
92% |
True |
False |
|
20 |
11,282.45 |
10,922.73 |
359.72 |
3.2% |
87.03 |
0.8% |
92% |
True |
False |
|
40 |
11,282.45 |
10,661.15 |
621.30 |
5.5% |
92.97 |
0.8% |
95% |
True |
False |
|
60 |
11,282.45 |
10,661.15 |
621.30 |
5.5% |
88.55 |
0.8% |
95% |
True |
False |
|
80 |
11,282.45 |
10,661.15 |
621.30 |
5.5% |
88.24 |
0.8% |
95% |
True |
False |
|
100 |
11,282.45 |
10,193.50 |
1,088.95 |
9.7% |
89.09 |
0.8% |
97% |
True |
False |
|
120 |
11,282.45 |
10,156.50 |
1,125.95 |
10.0% |
91.59 |
0.8% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,587.94 |
2.618 |
11,470.63 |
1.618 |
11,398.75 |
1.000 |
11,354.33 |
0.618 |
11,326.87 |
HIGH |
11,282.45 |
0.618 |
11,254.99 |
0.500 |
11,246.51 |
0.382 |
11,238.03 |
LOW |
11,210.57 |
0.618 |
11,166.15 |
1.000 |
11,138.69 |
1.618 |
11,094.27 |
2.618 |
11,022.39 |
4.250 |
10,905.08 |
|
|
Fisher Pivots for day following 16-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
11,251.00 |
11,225.68 |
PP |
11,248.75 |
11,198.11 |
S1 |
11,246.51 |
11,170.55 |
|