Trading Metrics calculated at close of trading on 18-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2003 |
18-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
958.20 |
990.21 |
32.01 |
3.3% |
961.69 |
High |
982.12 |
1,015.34 |
33.22 |
3.4% |
989.32 |
Low |
952.70 |
989.82 |
37.12 |
3.9% |
938.52 |
Close |
982.09 |
1,014.91 |
32.82 |
3.3% |
982.09 |
Range |
29.42 |
25.52 |
-3.90 |
-13.3% |
50.80 |
ATR |
27.59 |
28.00 |
0.40 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,083.25 |
1,074.60 |
1,028.95 |
|
R3 |
1,057.73 |
1,049.08 |
1,021.93 |
|
R2 |
1,032.21 |
1,032.21 |
1,019.59 |
|
R1 |
1,023.56 |
1,023.56 |
1,017.25 |
1,027.89 |
PP |
1,006.69 |
1,006.69 |
1,006.69 |
1,008.85 |
S1 |
998.04 |
998.04 |
1,012.57 |
1,002.37 |
S2 |
981.17 |
981.17 |
1,010.23 |
|
S3 |
955.65 |
972.52 |
1,007.89 |
|
S4 |
930.13 |
947.00 |
1,000.87 |
|
|
Weekly Pivots for week ending 14-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,122.38 |
1,103.03 |
1,010.03 |
|
R3 |
1,071.58 |
1,052.23 |
996.06 |
|
R2 |
1,020.78 |
1,020.78 |
991.40 |
|
R1 |
1,001.43 |
1,001.43 |
986.75 |
1,011.11 |
PP |
969.98 |
969.98 |
969.98 |
974.81 |
S1 |
950.63 |
950.63 |
977.43 |
960.31 |
S2 |
919.18 |
919.18 |
972.78 |
|
S3 |
868.38 |
899.83 |
968.12 |
|
S4 |
817.58 |
849.03 |
954.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,015.34 |
938.52 |
76.82 |
7.6% |
24.90 |
2.5% |
99% |
True |
False |
|
10 |
1,015.34 |
938.52 |
76.82 |
7.6% |
24.45 |
2.4% |
99% |
True |
False |
|
20 |
1,039.16 |
938.52 |
100.64 |
9.9% |
26.00 |
2.6% |
76% |
False |
False |
|
40 |
1,104.32 |
938.52 |
165.80 |
16.3% |
25.81 |
2.5% |
46% |
False |
False |
|
60 |
1,155.68 |
938.52 |
217.16 |
21.4% |
27.10 |
2.7% |
35% |
False |
False |
|
80 |
1,155.68 |
938.52 |
217.16 |
21.4% |
28.57 |
2.8% |
35% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
35.5% |
29.32 |
2.9% |
61% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
35.5% |
29.18 |
2.9% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,123.80 |
2.618 |
1,082.15 |
1.618 |
1,056.63 |
1.000 |
1,040.86 |
0.618 |
1,031.11 |
HIGH |
1,015.34 |
0.618 |
1,005.59 |
0.500 |
1,002.58 |
0.382 |
999.57 |
LOW |
989.82 |
0.618 |
974.05 |
1.000 |
964.30 |
1.618 |
948.53 |
2.618 |
923.01 |
4.250 |
881.36 |
|
|
Fisher Pivots for day following 18-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
1,010.80 |
1,002.25 |
PP |
1,006.69 |
989.59 |
S1 |
1,002.58 |
976.93 |
|