Trading Metrics calculated at close of trading on 11-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2003 |
11-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
7,865.74 |
7,920.93 |
55.19 |
0.7% |
8,053.74 |
High |
7,933.68 |
7,985.52 |
51.84 |
0.7% |
8,152.53 |
Low |
7,801.29 |
7,806.50 |
5.21 |
0.1% |
7,830.02 |
Close |
7,920.11 |
7,843.11 |
-77.00 |
-1.0% |
7,864.23 |
Range |
132.39 |
179.02 |
46.63 |
35.2% |
322.51 |
ATR |
155.93 |
157.58 |
1.65 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,415.44 |
8,308.29 |
7,941.57 |
|
R3 |
8,236.42 |
8,129.27 |
7,892.34 |
|
R2 |
8,057.40 |
8,057.40 |
7,875.93 |
|
R1 |
7,950.25 |
7,950.25 |
7,859.52 |
7,914.32 |
PP |
7,878.38 |
7,878.38 |
7,878.38 |
7,860.41 |
S1 |
7,771.23 |
7,771.23 |
7,826.70 |
7,735.30 |
S2 |
7,699.36 |
7,699.36 |
7,810.29 |
|
S3 |
7,520.34 |
7,592.21 |
7,793.88 |
|
S4 |
7,341.32 |
7,413.19 |
7,744.65 |
|
|
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 |
4.5% |
155.57 |
2.0% |
12% |
False |
False |
|
10 |
8,158.02 |
7,801.29 |
356.73 |
4.5% |
163.40 |
2.1% |
12% |
False |
False |
|
20 |
8,854.61 |
7,801.29 |
1,053.32 |
13.4% |
158.88 |
2.0% |
4% |
False |
False |
|
40 |
8,869.29 |
7,801.29 |
1,068.00 |
13.6% |
149.26 |
1.9% |
4% |
False |
False |
|
60 |
9,043.37 |
7,801.29 |
1,242.08 |
15.8% |
151.14 |
1.9% |
3% |
False |
False |
|
80 |
9,043.37 |
7,801.29 |
1,242.08 |
15.8% |
163.85 |
2.1% |
3% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.5% |
181.02 |
2.3% |
35% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
24.0% |
183.29 |
2.3% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,746.36 |
2.618 |
8,454.19 |
1.618 |
8,275.17 |
1.000 |
8,164.54 |
0.618 |
8,096.15 |
HIGH |
7,985.52 |
0.618 |
7,917.13 |
0.500 |
7,896.01 |
0.382 |
7,874.89 |
LOW |
7,806.50 |
0.618 |
7,695.87 |
1.000 |
7,627.48 |
1.618 |
7,516.85 |
2.618 |
7,337.83 |
4.250 |
7,045.67 |
|
|
Fisher Pivots for day following 11-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,896.01 |
7,901.19 |
PP |
7,878.38 |
7,881.83 |
S1 |
7,860.74 |
7,862.47 |
|