Trading Metrics calculated at close of trading on 07-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2003 |
07-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
982.04 |
967.93 |
-14.11 |
-1.4% |
1,015.87 |
High |
991.69 |
992.11 |
0.42 |
0.0% |
1,023.47 |
Low |
976.55 |
964.25 |
-12.30 |
-1.3% |
964.25 |
Close |
983.96 |
986.82 |
2.86 |
0.3% |
986.82 |
Range |
15.14 |
27.86 |
12.72 |
84.0% |
59.22 |
ATR |
24.64 |
24.87 |
0.23 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,064.64 |
1,053.59 |
1,002.14 |
|
R3 |
1,036.78 |
1,025.73 |
994.48 |
|
R2 |
1,008.92 |
1,008.92 |
991.93 |
|
R1 |
997.87 |
997.87 |
989.37 |
1,003.40 |
PP |
981.06 |
981.06 |
981.06 |
983.82 |
S1 |
970.01 |
970.01 |
984.27 |
975.54 |
S2 |
953.20 |
953.20 |
981.71 |
|
S3 |
925.34 |
942.15 |
979.16 |
|
S4 |
897.48 |
914.29 |
971.50 |
|
|
Weekly Pivots for week ending 07-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.17 |
1,137.22 |
1,019.39 |
|
R3 |
1,109.95 |
1,078.00 |
1,003.11 |
|
R2 |
1,050.73 |
1,050.73 |
997.68 |
|
R1 |
1,018.78 |
1,018.78 |
992.25 |
1,005.15 |
PP |
991.51 |
991.51 |
991.51 |
984.70 |
S1 |
959.56 |
959.56 |
981.39 |
945.93 |
S2 |
932.29 |
932.29 |
975.96 |
|
S3 |
873.07 |
900.34 |
970.53 |
|
S4 |
813.85 |
841.12 |
954.25 |
|
|
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 |
964.25 |
59.22 |
6.0% |
21.43 |
2.2% |
38% |
False |
True |
|
10 |
1,023.47 |
964.25 |
59.22 |
6.0% |
22.93 |
2.3% |
38% |
False |
True |
|
20 |
1,023.47 |
938.52 |
84.95 |
8.6% |
23.89 |
2.4% |
57% |
False |
False |
|
40 |
1,104.32 |
938.52 |
165.80 |
16.8% |
25.31 |
2.6% |
29% |
False |
False |
|
60 |
1,104.32 |
938.52 |
165.80 |
16.8% |
25.03 |
2.5% |
29% |
False |
False |
|
80 |
1,155.68 |
938.52 |
217.16 |
22.0% |
26.82 |
2.7% |
22% |
False |
False |
|
100 |
1,155.68 |
876.21 |
279.47 |
28.3% |
27.77 |
2.8% |
40% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
36.5% |
28.48 |
2.9% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,110.52 |
2.618 |
1,065.05 |
1.618 |
1,037.19 |
1.000 |
1,019.97 |
0.618 |
1,009.33 |
HIGH |
992.11 |
0.618 |
981.47 |
0.500 |
978.18 |
0.382 |
974.89 |
LOW |
964.25 |
0.618 |
947.03 |
1.000 |
936.39 |
1.618 |
919.17 |
2.618 |
891.31 |
4.250 |
845.85 |
|
|
Fisher Pivots for day following 07-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
983.94 |
984.45 |
PP |
981.06 |
982.09 |
S1 |
978.18 |
979.72 |
|