Trading Metrics calculated at close of trading on 07-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2003 |
07-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
966.05 |
980.50 |
14.45 |
1.5% |
987.37 |
High |
979.18 |
983.36 |
4.18 |
0.4% |
999.16 |
Low |
960.81 |
951.67 |
-9.14 |
-1.0% |
951.67 |
Close |
970.55 |
957.05 |
-13.50 |
-1.4% |
957.05 |
Range |
18.37 |
31.69 |
13.32 |
72.5% |
47.49 |
ATR |
28.62 |
28.84 |
0.22 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,059.10 |
1,039.76 |
974.48 |
|
R3 |
1,027.41 |
1,008.07 |
965.76 |
|
R2 |
995.72 |
995.72 |
962.86 |
|
R1 |
976.38 |
976.38 |
959.95 |
970.21 |
PP |
964.03 |
964.03 |
964.03 |
960.94 |
S1 |
944.69 |
944.69 |
954.15 |
938.52 |
S2 |
932.34 |
932.34 |
951.24 |
|
S3 |
900.65 |
913.00 |
948.34 |
|
S4 |
868.96 |
881.31 |
939.62 |
|
|
Weekly Pivots for week ending 07-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,111.76 |
1,081.90 |
983.17 |
|
R3 |
1,064.27 |
1,034.41 |
970.11 |
|
R2 |
1,016.78 |
1,016.78 |
965.76 |
|
R1 |
986.92 |
986.92 |
961.40 |
978.11 |
PP |
969.29 |
969.29 |
969.29 |
964.89 |
S1 |
939.43 |
939.43 |
952.70 |
930.62 |
S2 |
921.80 |
921.80 |
948.34 |
|
S3 |
874.31 |
891.94 |
943.99 |
|
S4 |
826.82 |
844.45 |
930.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
999.16 |
951.67 |
47.49 |
5.0% |
22.50 |
2.4% |
11% |
False |
True |
|
10 |
1,022.98 |
951.67 |
71.31 |
7.5% |
26.61 |
2.8% |
8% |
False |
True |
|
20 |
1,104.32 |
951.67 |
152.65 |
16.0% |
26.88 |
2.8% |
4% |
False |
True |
|
40 |
1,104.32 |
951.67 |
152.65 |
16.0% |
25.80 |
2.7% |
4% |
False |
True |
|
60 |
1,155.68 |
951.67 |
204.01 |
21.3% |
27.79 |
2.9% |
3% |
False |
True |
|
80 |
1,155.68 |
906.08 |
249.60 |
26.1% |
28.80 |
3.0% |
20% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
37.7% |
29.47 |
3.1% |
45% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
37.7% |
29.42 |
3.1% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,118.04 |
2.618 |
1,066.32 |
1.618 |
1,034.63 |
1.000 |
1,015.05 |
0.618 |
1,002.94 |
HIGH |
983.36 |
0.618 |
971.25 |
0.500 |
967.52 |
0.382 |
963.78 |
LOW |
951.67 |
0.618 |
932.09 |
1.000 |
919.98 |
1.618 |
900.40 |
2.618 |
868.71 |
4.250 |
816.99 |
|
|
Fisher Pivots for day following 07-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
967.52 |
975.42 |
PP |
964.03 |
969.29 |
S1 |
960.54 |
963.17 |
|