Trading Metrics calculated at close of trading on 20-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2003 |
20-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
1,011.69 |
1,010.50 |
-1.19 |
-0.1% |
961.69 |
High |
1,014.64 |
1,015.22 |
0.58 |
0.1% |
989.32 |
Low |
994.25 |
999.58 |
5.33 |
0.5% |
938.52 |
Close |
1,005.88 |
1,001.47 |
-4.41 |
-0.4% |
982.09 |
Range |
20.39 |
15.64 |
-4.75 |
-23.3% |
50.80 |
ATR |
27.47 |
26.63 |
-0.85 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,052.34 |
1,042.55 |
1,010.07 |
|
R3 |
1,036.70 |
1,026.91 |
1,005.77 |
|
R2 |
1,021.06 |
1,021.06 |
1,004.34 |
|
R1 |
1,011.27 |
1,011.27 |
1,002.90 |
1,008.35 |
PP |
1,005.42 |
1,005.42 |
1,005.42 |
1,003.96 |
S1 |
995.63 |
995.63 |
1,000.04 |
992.71 |
S2 |
989.78 |
989.78 |
998.60 |
|
S3 |
974.14 |
979.99 |
997.17 |
|
S4 |
958.50 |
964.35 |
992.87 |
|
|
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 |
7.7% |
22.44 |
2.2% |
82% |
False |
False |
|
10 |
1,015.34 |
938.52 |
76.82 |
7.7% |
23.43 |
2.3% |
82% |
False |
False |
|
20 |
1,039.16 |
938.52 |
100.64 |
10.0% |
25.66 |
2.6% |
63% |
False |
False |
|
40 |
1,104.32 |
938.52 |
165.80 |
16.6% |
25.48 |
2.5% |
38% |
False |
False |
|
60 |
1,155.68 |
938.52 |
217.16 |
21.7% |
26.36 |
2.6% |
29% |
False |
False |
|
80 |
1,155.68 |
938.52 |
217.16 |
21.7% |
28.12 |
2.8% |
29% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
36.0% |
28.95 |
2.9% |
57% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
36.0% |
28.83 |
2.9% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,081.69 |
2.618 |
1,056.17 |
1.618 |
1,040.53 |
1.000 |
1,030.86 |
0.618 |
1,024.89 |
HIGH |
1,015.22 |
0.618 |
1,009.25 |
0.500 |
1,007.40 |
0.382 |
1,005.55 |
LOW |
999.58 |
0.618 |
989.91 |
1.000 |
983.94 |
1.618 |
974.27 |
2.618 |
958.63 |
4.250 |
933.11 |
|
|
Fisher Pivots for day following 20-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
1,007.40 |
1,002.58 |
PP |
1,005.42 |
1,002.21 |
S1 |
1,003.45 |
1,001.84 |
|