Trading Metrics calculated at close of trading on 26-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2003 |
26-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
981.52 |
992.91 |
11.39 |
1.2% |
990.21 |
High |
1,001.72 |
1,001.99 |
0.27 |
0.0% |
1,019.25 |
Low |
969.56 |
973.93 |
4.37 |
0.5% |
986.73 |
Close |
999.28 |
974.51 |
-24.77 |
-2.5% |
1,015.92 |
Range |
32.16 |
28.06 |
-4.10 |
-12.7% |
32.52 |
ATR |
27.06 |
27.13 |
0.07 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,067.66 |
1,049.14 |
989.94 |
|
R3 |
1,039.60 |
1,021.08 |
982.23 |
|
R2 |
1,011.54 |
1,011.54 |
979.65 |
|
R1 |
993.02 |
993.02 |
977.08 |
988.25 |
PP |
983.48 |
983.48 |
983.48 |
981.09 |
S1 |
964.96 |
964.96 |
971.94 |
960.19 |
S2 |
955.42 |
955.42 |
969.37 |
|
S3 |
927.36 |
936.90 |
966.79 |
|
S4 |
899.30 |
908.84 |
959.08 |
|
|
Weekly Pivots for week ending 21-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,104.86 |
1,092.91 |
1,033.81 |
|
R3 |
1,072.34 |
1,060.39 |
1,024.86 |
|
R2 |
1,039.82 |
1,039.82 |
1,021.88 |
|
R1 |
1,027.87 |
1,027.87 |
1,018.90 |
1,033.85 |
PP |
1,007.30 |
1,007.30 |
1,007.30 |
1,010.29 |
S1 |
995.35 |
995.35 |
1,012.94 |
1,001.33 |
S2 |
974.78 |
974.78 |
1,009.96 |
|
S3 |
942.26 |
962.83 |
1,006.98 |
|
S4 |
909.74 |
930.31 |
998.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,019.25 |
969.56 |
49.69 |
5.1% |
25.47 |
2.6% |
10% |
False |
False |
|
10 |
1,019.25 |
938.52 |
80.73 |
8.3% |
24.54 |
2.5% |
45% |
False |
False |
|
20 |
1,022.98 |
938.52 |
84.46 |
8.7% |
25.76 |
2.6% |
43% |
False |
False |
|
40 |
1,104.32 |
938.52 |
165.80 |
17.0% |
26.12 |
2.7% |
22% |
False |
False |
|
60 |
1,155.68 |
938.52 |
217.16 |
22.3% |
26.36 |
2.7% |
17% |
False |
False |
|
80 |
1,155.68 |
938.52 |
217.16 |
22.3% |
27.73 |
2.8% |
17% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
37.0% |
28.63 |
2.9% |
50% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
37.0% |
28.69 |
2.9% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,121.25 |
2.618 |
1,075.45 |
1.618 |
1,047.39 |
1.000 |
1,030.05 |
0.618 |
1,019.33 |
HIGH |
1,001.99 |
0.618 |
991.27 |
0.500 |
987.96 |
0.382 |
984.65 |
LOW |
973.93 |
0.618 |
956.59 |
1.000 |
945.87 |
1.618 |
928.53 |
2.618 |
900.47 |
4.250 |
854.68 |
|
|
Fisher Pivots for day following 26-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
987.96 |
991.38 |
PP |
983.48 |
985.76 |
S1 |
978.99 |
980.13 |
|