Trading Metrics calculated at close of trading on 12-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2003 |
12-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
966.74 |
954.66 |
-12.08 |
-1.2% |
1,015.87 |
High |
973.86 |
971.39 |
-2.47 |
-0.3% |
1,023.47 |
Low |
956.94 |
946.79 |
-10.15 |
-1.1% |
964.25 |
Close |
958.82 |
970.54 |
11.72 |
1.2% |
986.82 |
Range |
16.92 |
24.60 |
7.68 |
45.4% |
59.22 |
ATR |
24.27 |
24.29 |
0.02 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,036.71 |
1,028.22 |
984.07 |
|
R3 |
1,012.11 |
1,003.62 |
977.31 |
|
R2 |
987.51 |
987.51 |
975.05 |
|
R1 |
979.02 |
979.02 |
972.80 |
983.27 |
PP |
962.91 |
962.91 |
962.91 |
965.03 |
S1 |
954.42 |
954.42 |
968.29 |
958.67 |
S2 |
938.31 |
938.31 |
966.03 |
|
S3 |
913.71 |
929.82 |
963.78 |
|
S4 |
889.11 |
905.22 |
957.01 |
|
|
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 |
992.11 |
946.79 |
45.32 |
4.7% |
20.98 |
2.2% |
52% |
False |
True |
|
10 |
1,023.47 |
946.79 |
76.68 |
7.9% |
21.20 |
2.2% |
31% |
False |
True |
|
20 |
1,023.47 |
938.52 |
84.95 |
8.8% |
22.87 |
2.4% |
38% |
False |
False |
|
40 |
1,099.89 |
938.52 |
161.37 |
16.6% |
24.42 |
2.5% |
20% |
False |
False |
|
60 |
1,104.32 |
938.52 |
165.80 |
17.1% |
24.82 |
2.6% |
19% |
False |
False |
|
80 |
1,155.68 |
938.52 |
217.16 |
22.4% |
26.26 |
2.7% |
15% |
False |
False |
|
100 |
1,155.68 |
922.31 |
233.37 |
24.0% |
27.71 |
2.9% |
21% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
37.1% |
28.24 |
2.9% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,075.94 |
2.618 |
1,035.79 |
1.618 |
1,011.19 |
1.000 |
995.99 |
0.618 |
986.59 |
HIGH |
971.39 |
0.618 |
961.99 |
0.500 |
959.09 |
0.382 |
956.19 |
LOW |
946.79 |
0.618 |
931.59 |
1.000 |
922.19 |
1.618 |
906.99 |
2.618 |
882.39 |
4.250 |
842.24 |
|
|
Fisher Pivots for day following 12-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
966.72 |
968.64 |
PP |
962.91 |
966.73 |
S1 |
959.09 |
964.83 |
|