Trading Metrics calculated at close of trading on 04-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2003 |
04-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
1,015.87 |
991.60 |
-24.27 |
-2.4% |
1,009.14 |
High |
1,023.47 |
994.35 |
-29.12 |
-2.8% |
1,013.34 |
Low |
988.40 |
982.06 |
-6.34 |
-0.6% |
969.56 |
Close |
991.07 |
982.98 |
-8.09 |
-0.8% |
1,009.74 |
Range |
35.07 |
12.29 |
-22.78 |
-65.0% |
43.78 |
ATR |
27.09 |
26.03 |
-1.06 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,023.33 |
1,015.45 |
989.74 |
|
R3 |
1,011.04 |
1,003.16 |
986.36 |
|
R2 |
998.75 |
998.75 |
985.23 |
|
R1 |
990.87 |
990.87 |
984.11 |
988.67 |
PP |
986.46 |
986.46 |
986.46 |
985.36 |
S1 |
978.58 |
978.58 |
981.85 |
976.38 |
S2 |
974.17 |
974.17 |
980.73 |
|
S3 |
961.88 |
966.29 |
979.60 |
|
S4 |
949.59 |
954.00 |
976.22 |
|
|
Weekly Pivots for week ending 28-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,128.89 |
1,113.09 |
1,033.82 |
|
R3 |
1,085.11 |
1,069.31 |
1,021.78 |
|
R2 |
1,041.33 |
1,041.33 |
1,017.77 |
|
R1 |
1,025.53 |
1,025.53 |
1,013.75 |
1,033.43 |
PP |
997.55 |
997.55 |
997.55 |
1,001.50 |
S1 |
981.75 |
981.75 |
1,005.73 |
989.65 |
S2 |
953.77 |
953.77 |
1,001.71 |
|
S3 |
909.99 |
937.97 |
997.70 |
|
S4 |
866.21 |
894.19 |
985.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,023.47 |
973.93 |
49.54 |
5.0% |
23.67 |
2.4% |
18% |
False |
False |
|
10 |
1,023.47 |
969.56 |
53.91 |
5.5% |
23.80 |
2.4% |
25% |
False |
False |
|
20 |
1,023.47 |
938.52 |
84.95 |
8.6% |
24.13 |
2.5% |
52% |
False |
False |
|
40 |
1,104.32 |
938.52 |
165.80 |
16.9% |
25.94 |
2.6% |
27% |
False |
False |
|
60 |
1,104.32 |
938.52 |
165.80 |
16.9% |
25.91 |
2.6% |
27% |
False |
False |
|
80 |
1,155.68 |
938.52 |
217.16 |
22.1% |
27.30 |
2.8% |
20% |
False |
False |
|
100 |
1,155.68 |
798.17 |
357.51 |
36.4% |
28.31 |
2.9% |
52% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
36.7% |
28.60 |
2.9% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,046.58 |
2.618 |
1,026.53 |
1.618 |
1,014.24 |
1.000 |
1,006.64 |
0.618 |
1,001.95 |
HIGH |
994.35 |
0.618 |
989.66 |
0.500 |
988.21 |
0.382 |
986.75 |
LOW |
982.06 |
0.618 |
974.46 |
1.000 |
969.77 |
1.618 |
962.17 |
2.618 |
949.88 |
4.250 |
929.83 |
|
|
Fisher Pivots for day following 04-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
988.21 |
1,002.77 |
PP |
986.46 |
996.17 |
S1 |
984.72 |
989.58 |
|