Trading Metrics calculated at close of trading on 12-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2003 |
12-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
975.52 |
967.89 |
-7.63 |
-0.8% |
987.37 |
High |
989.32 |
978.06 |
-11.26 |
-1.1% |
999.16 |
Low |
962.44 |
956.57 |
-5.87 |
-0.6% |
951.67 |
Close |
971.61 |
956.77 |
-14.84 |
-1.5% |
957.05 |
Range |
26.88 |
21.49 |
-5.39 |
-20.1% |
47.49 |
ATR |
28.36 |
27.87 |
-0.49 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,028.27 |
1,014.01 |
968.59 |
|
R3 |
1,006.78 |
992.52 |
962.68 |
|
R2 |
985.29 |
985.29 |
960.71 |
|
R1 |
971.03 |
971.03 |
958.74 |
967.42 |
PP |
963.80 |
963.80 |
963.80 |
961.99 |
S1 |
949.54 |
949.54 |
954.80 |
945.93 |
S2 |
942.31 |
942.31 |
952.83 |
|
S3 |
920.82 |
928.05 |
950.86 |
|
S4 |
899.33 |
906.56 |
944.95 |
|
|
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 |
989.32 |
950.81 |
38.51 |
4.0% |
24.42 |
2.6% |
15% |
False |
False |
|
10 |
1,022.21 |
950.81 |
71.40 |
7.5% |
24.93 |
2.6% |
8% |
False |
False |
|
20 |
1,099.89 |
950.81 |
149.08 |
15.6% |
26.21 |
2.7% |
4% |
False |
False |
|
40 |
1,104.32 |
950.81 |
153.51 |
16.0% |
25.79 |
2.7% |
4% |
False |
False |
|
60 |
1,155.68 |
950.81 |
204.87 |
21.4% |
27.24 |
2.8% |
3% |
False |
False |
|
80 |
1,155.68 |
922.31 |
233.37 |
24.4% |
28.94 |
3.0% |
15% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
37.7% |
29.29 |
3.1% |
45% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
37.7% |
29.30 |
3.1% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,069.39 |
2.618 |
1,034.32 |
1.618 |
1,012.83 |
1.000 |
999.55 |
0.618 |
991.34 |
HIGH |
978.06 |
0.618 |
969.85 |
0.500 |
967.32 |
0.382 |
964.78 |
LOW |
956.57 |
0.618 |
943.29 |
1.000 |
935.08 |
1.618 |
921.80 |
2.618 |
900.31 |
4.250 |
865.24 |
|
|
Fisher Pivots for day following 12-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
967.32 |
970.07 |
PP |
963.80 |
965.63 |
S1 |
960.29 |
961.20 |
|