Trading Metrics calculated at close of trading on 06-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2003 |
06-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
981.67 |
982.04 |
0.37 |
0.0% |
1,009.14 |
High |
995.19 |
991.69 |
-3.50 |
-0.4% |
1,013.34 |
Low |
978.40 |
976.55 |
-1.85 |
-0.2% |
969.56 |
Close |
990.23 |
983.96 |
-6.27 |
-0.6% |
1,009.74 |
Range |
16.79 |
15.14 |
-1.65 |
-9.8% |
43.78 |
ATR |
25.37 |
24.64 |
-0.73 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,029.49 |
1,021.86 |
992.29 |
|
R3 |
1,014.35 |
1,006.72 |
988.12 |
|
R2 |
999.21 |
999.21 |
986.74 |
|
R1 |
991.58 |
991.58 |
985.35 |
995.40 |
PP |
984.07 |
984.07 |
984.07 |
985.97 |
S1 |
976.44 |
976.44 |
982.57 |
980.26 |
S2 |
968.93 |
968.93 |
981.18 |
|
S3 |
953.79 |
961.30 |
979.80 |
|
S4 |
938.65 |
946.16 |
975.63 |
|
|
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 |
976.55 |
46.92 |
4.8% |
19.57 |
2.0% |
16% |
False |
True |
|
10 |
1,023.47 |
969.56 |
53.91 |
5.5% |
23.39 |
2.4% |
27% |
False |
False |
|
20 |
1,023.47 |
938.52 |
84.95 |
8.6% |
23.41 |
2.4% |
53% |
False |
False |
|
40 |
1,104.32 |
938.52 |
165.80 |
16.9% |
25.24 |
2.6% |
27% |
False |
False |
|
60 |
1,104.32 |
938.52 |
165.80 |
16.9% |
25.24 |
2.6% |
27% |
False |
False |
|
80 |
1,155.68 |
938.52 |
217.16 |
22.1% |
26.91 |
2.7% |
21% |
False |
False |
|
100 |
1,155.68 |
863.10 |
292.58 |
29.7% |
27.85 |
2.8% |
41% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
36.6% |
28.43 |
2.9% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,056.04 |
2.618 |
1,031.33 |
1.618 |
1,016.19 |
1.000 |
1,006.83 |
0.618 |
1,001.05 |
HIGH |
991.69 |
0.618 |
985.91 |
0.500 |
984.12 |
0.382 |
982.33 |
LOW |
976.55 |
0.618 |
967.19 |
1.000 |
961.41 |
1.618 |
952.05 |
2.618 |
936.91 |
4.250 |
912.21 |
|
|
Fisher Pivots for day following 06-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
984.12 |
985.87 |
PP |
984.07 |
985.23 |
S1 |
984.01 |
984.60 |
|