Trading Metrics calculated at close of trading on 11-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2003 |
11-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
961.69 |
975.52 |
13.83 |
1.4% |
987.37 |
High |
974.48 |
989.32 |
14.84 |
1.5% |
999.16 |
Low |
950.81 |
962.44 |
11.63 |
1.2% |
951.67 |
Close |
969.96 |
971.61 |
1.65 |
0.2% |
957.05 |
Range |
23.67 |
26.88 |
3.21 |
13.6% |
47.49 |
ATR |
28.47 |
28.36 |
-0.11 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,055.10 |
1,040.23 |
986.39 |
|
R3 |
1,028.22 |
1,013.35 |
979.00 |
|
R2 |
1,001.34 |
1,001.34 |
976.54 |
|
R1 |
986.47 |
986.47 |
974.07 |
980.47 |
PP |
974.46 |
974.46 |
974.46 |
971.45 |
S1 |
959.59 |
959.59 |
969.15 |
953.59 |
S2 |
947.58 |
947.58 |
966.68 |
|
S3 |
920.70 |
932.71 |
964.22 |
|
S4 |
893.82 |
905.83 |
956.83 |
|
|
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 |
950.81 |
48.35 |
5.0% |
26.44 |
2.7% |
43% |
False |
False |
|
10 |
1,022.98 |
950.81 |
72.17 |
7.4% |
26.99 |
2.8% |
29% |
False |
False |
|
20 |
1,099.89 |
950.81 |
149.08 |
15.3% |
25.98 |
2.7% |
14% |
False |
False |
|
40 |
1,104.32 |
950.81 |
153.51 |
15.8% |
25.80 |
2.7% |
14% |
False |
False |
|
60 |
1,155.68 |
950.81 |
204.87 |
21.1% |
27.40 |
2.8% |
10% |
False |
False |
|
80 |
1,155.68 |
922.31 |
233.37 |
24.0% |
28.92 |
3.0% |
21% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
37.1% |
29.31 |
3.0% |
49% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
37.1% |
29.39 |
3.0% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,103.56 |
2.618 |
1,059.69 |
1.618 |
1,032.81 |
1.000 |
1,016.20 |
0.618 |
1,005.93 |
HIGH |
989.32 |
0.618 |
979.05 |
0.500 |
975.88 |
0.382 |
972.71 |
LOW |
962.44 |
0.618 |
945.83 |
1.000 |
935.56 |
1.618 |
918.95 |
2.618 |
892.07 |
4.250 |
848.20 |
|
|
Fisher Pivots for day following 11-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
975.88 |
971.10 |
PP |
974.46 |
970.58 |
S1 |
973.03 |
970.07 |
|