Trading Metrics calculated at close of trading on 10-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2003 |
10-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
7,932.45 |
7,865.74 |
-66.71 |
-0.8% |
8,053.74 |
High |
8,001.08 |
7,933.68 |
-67.40 |
-0.8% |
8,152.53 |
Low |
7,830.02 |
7,801.29 |
-28.73 |
-0.4% |
7,830.02 |
Close |
7,864.23 |
7,920.11 |
55.88 |
0.7% |
7,864.23 |
Range |
171.06 |
132.39 |
-38.67 |
-22.6% |
322.51 |
ATR |
157.74 |
155.93 |
-1.81 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,282.20 |
8,233.54 |
7,992.92 |
|
R3 |
8,149.81 |
8,101.15 |
7,956.52 |
|
R2 |
8,017.42 |
8,017.42 |
7,944.38 |
|
R1 |
7,968.76 |
7,968.76 |
7,932.25 |
7,993.09 |
PP |
7,885.03 |
7,885.03 |
7,885.03 |
7,897.19 |
S1 |
7,836.37 |
7,836.37 |
7,907.97 |
7,860.70 |
S2 |
7,752.64 |
7,752.64 |
7,895.84 |
|
S3 |
7,620.25 |
7,703.98 |
7,883.70 |
|
S4 |
7,487.86 |
7,571.59 |
7,847.30 |
|
|
Weekly Pivots for week ending 07-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,916.46 |
8,712.85 |
8,041.61 |
|
R3 |
8,593.95 |
8,390.34 |
7,952.92 |
|
R2 |
8,271.44 |
8,271.44 |
7,923.36 |
|
R1 |
8,067.83 |
8,067.83 |
7,893.79 |
8,008.38 |
PP |
7,948.93 |
7,948.93 |
7,948.93 |
7,919.20 |
S1 |
7,745.32 |
7,745.32 |
7,834.67 |
7,685.87 |
S2 |
7,626.42 |
7,626.42 |
7,805.10 |
|
S3 |
7,303.91 |
7,422.81 |
7,775.54 |
|
S4 |
6,981.40 |
7,100.30 |
7,686.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,152.53 |
7,801.29 |
351.24 |
4.4% |
153.73 |
1.9% |
34% |
False |
True |
|
10 |
8,158.02 |
7,801.29 |
356.73 |
4.5% |
157.79 |
2.0% |
33% |
False |
True |
|
20 |
8,869.29 |
7,801.29 |
1,068.00 |
13.5% |
156.05 |
2.0% |
11% |
False |
True |
|
40 |
8,869.29 |
7,801.29 |
1,068.00 |
13.5% |
147.39 |
1.9% |
11% |
False |
True |
|
60 |
9,043.37 |
7,801.29 |
1,242.08 |
15.7% |
151.41 |
1.9% |
10% |
False |
True |
|
80 |
9,043.37 |
7,801.29 |
1,242.08 |
15.7% |
164.34 |
2.1% |
10% |
False |
True |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.3% |
181.25 |
2.3% |
39% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
23.7% |
183.17 |
2.3% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,496.34 |
2.618 |
8,280.28 |
1.618 |
8,147.89 |
1.000 |
8,066.07 |
0.618 |
8,015.50 |
HIGH |
7,933.68 |
0.618 |
7,883.11 |
0.500 |
7,867.49 |
0.382 |
7,851.86 |
LOW |
7,801.29 |
0.618 |
7,719.47 |
1.000 |
7,668.90 |
1.618 |
7,587.08 |
2.618 |
7,454.69 |
4.250 |
7,238.63 |
|
|
Fisher Pivots for day following 10-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,902.57 |
7,913.80 |
PP |
7,885.03 |
7,907.49 |
S1 |
7,867.49 |
7,901.19 |
|