Trading Metrics calculated at close of trading on 19-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2003 |
19-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
990.21 |
1,011.69 |
21.48 |
2.2% |
961.69 |
High |
1,015.34 |
1,014.64 |
-0.70 |
-0.1% |
989.32 |
Low |
989.82 |
994.25 |
4.43 |
0.4% |
938.52 |
Close |
1,014.91 |
1,005.88 |
-9.03 |
-0.9% |
982.09 |
Range |
25.52 |
20.39 |
-5.13 |
-20.1% |
50.80 |
ATR |
28.00 |
27.47 |
-0.52 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,066.09 |
1,056.38 |
1,017.09 |
|
R3 |
1,045.70 |
1,035.99 |
1,011.49 |
|
R2 |
1,025.31 |
1,025.31 |
1,009.62 |
|
R1 |
1,015.60 |
1,015.60 |
1,007.75 |
1,010.26 |
PP |
1,004.92 |
1,004.92 |
1,004.92 |
1,002.26 |
S1 |
995.21 |
995.21 |
1,004.01 |
989.87 |
S2 |
984.53 |
984.53 |
1,002.14 |
|
S3 |
964.14 |
974.82 |
1,000.27 |
|
S4 |
943.75 |
954.43 |
994.67 |
|
|
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% |
23.61 |
2.3% |
88% |
False |
False |
|
10 |
1,015.34 |
938.52 |
76.82 |
7.6% |
25.02 |
2.5% |
88% |
False |
False |
|
20 |
1,039.16 |
938.52 |
100.64 |
10.0% |
26.05 |
2.6% |
67% |
False |
False |
|
40 |
1,104.32 |
938.52 |
165.80 |
16.5% |
25.42 |
2.5% |
41% |
False |
False |
|
60 |
1,155.68 |
938.52 |
217.16 |
21.6% |
26.72 |
2.7% |
31% |
False |
False |
|
80 |
1,155.68 |
938.52 |
217.16 |
21.6% |
28.37 |
2.8% |
31% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
35.8% |
29.16 |
2.9% |
58% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
35.8% |
28.93 |
2.9% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,101.30 |
2.618 |
1,068.02 |
1.618 |
1,047.63 |
1.000 |
1,035.03 |
0.618 |
1,027.24 |
HIGH |
1,014.64 |
0.618 |
1,006.85 |
0.500 |
1,004.45 |
0.382 |
1,002.04 |
LOW |
994.25 |
0.618 |
981.65 |
1.000 |
973.86 |
1.618 |
961.26 |
2.618 |
940.87 |
4.250 |
907.59 |
|
|
Fisher Pivots for day following 19-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
1,005.40 |
998.59 |
PP |
1,004.92 |
991.31 |
S1 |
1,004.45 |
984.02 |
|