Trading Metrics calculated at close of trading on 24-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2003 |
24-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
837.81 |
847.29 |
9.48 |
1.1% |
836.43 |
High |
852.28 |
847.29 |
-4.99 |
-0.6% |
852.87 |
Low |
831.48 |
832.16 |
0.68 |
0.1% |
831.48 |
Close |
848.17 |
832.58 |
-15.59 |
-1.8% |
848.17 |
Range |
20.80 |
15.13 |
-5.67 |
-27.3% |
21.39 |
ATR |
16.38 |
16.35 |
-0.03 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
882.73 |
872.79 |
840.90 |
|
R3 |
867.60 |
857.66 |
836.74 |
|
R2 |
852.47 |
852.47 |
835.35 |
|
R1 |
842.53 |
842.53 |
833.97 |
839.94 |
PP |
837.34 |
837.34 |
837.34 |
836.05 |
S1 |
827.40 |
827.40 |
831.19 |
824.81 |
S2 |
822.21 |
822.21 |
829.81 |
|
S3 |
807.08 |
812.27 |
828.42 |
|
S4 |
791.95 |
797.14 |
824.26 |
|
|
Weekly Pivots for week ending 21-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
908.34 |
899.65 |
859.93 |
|
R3 |
886.95 |
878.26 |
854.05 |
|
R2 |
865.56 |
865.56 |
852.09 |
|
R1 |
856.87 |
856.87 |
850.13 |
861.22 |
PP |
844.17 |
844.17 |
844.17 |
846.35 |
S1 |
835.48 |
835.48 |
846.21 |
839.83 |
S2 |
822.78 |
822.78 |
844.25 |
|
S3 |
801.39 |
814.09 |
842.29 |
|
S4 |
780.00 |
792.70 |
836.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
852.87 |
831.48 |
21.39 |
2.6% |
15.40 |
1.9% |
5% |
False |
False |
|
10 |
852.87 |
806.29 |
46.58 |
5.6% |
15.70 |
1.9% |
56% |
False |
False |
|
20 |
868.72 |
806.29 |
62.43 |
7.5% |
16.37 |
2.0% |
42% |
False |
False |
|
40 |
935.05 |
806.29 |
128.76 |
15.5% |
15.89 |
1.9% |
20% |
False |
False |
|
60 |
954.28 |
806.29 |
147.99 |
17.8% |
15.51 |
1.9% |
18% |
False |
False |
|
80 |
954.28 |
806.29 |
147.99 |
17.8% |
16.11 |
1.9% |
18% |
False |
False |
|
100 |
954.28 |
768.63 |
185.65 |
22.3% |
17.97 |
2.2% |
34% |
False |
False |
|
120 |
954.28 |
768.63 |
185.65 |
22.3% |
18.38 |
2.2% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
911.59 |
2.618 |
886.90 |
1.618 |
871.77 |
1.000 |
862.42 |
0.618 |
856.64 |
HIGH |
847.29 |
0.618 |
841.51 |
0.500 |
839.73 |
0.382 |
837.94 |
LOW |
832.16 |
0.618 |
822.81 |
1.000 |
817.03 |
1.618 |
807.68 |
2.618 |
792.55 |
4.250 |
767.86 |
|
|
Fisher Pivots for day following 24-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
839.73 |
841.88 |
PP |
837.34 |
838.78 |
S1 |
834.96 |
835.68 |
|