Trading Metrics calculated at close of trading on 12-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2003 |
12-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
7,920.93 |
7,836.36 |
-84.57 |
-1.1% |
8,053.74 |
High |
7,985.52 |
7,854.62 |
-130.90 |
-1.6% |
8,152.53 |
Low |
7,806.50 |
7,753.71 |
-52.79 |
-0.7% |
7,830.02 |
Close |
7,843.11 |
7,758.17 |
-84.94 |
-1.1% |
7,864.23 |
Range |
179.02 |
100.91 |
-78.11 |
-43.6% |
322.51 |
ATR |
157.58 |
153.53 |
-4.05 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,091.56 |
8,025.78 |
7,813.67 |
|
R3 |
7,990.65 |
7,924.87 |
7,785.92 |
|
R2 |
7,889.74 |
7,889.74 |
7,776.67 |
|
R1 |
7,823.96 |
7,823.96 |
7,767.42 |
7,806.40 |
PP |
7,788.83 |
7,788.83 |
7,788.83 |
7,780.05 |
S1 |
7,723.05 |
7,723.05 |
7,748.92 |
7,705.49 |
S2 |
7,687.92 |
7,687.92 |
7,739.67 |
|
S3 |
7,587.01 |
7,622.14 |
7,730.42 |
|
S4 |
7,486.10 |
7,521.23 |
7,702.67 |
|
|
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 |
8,001.08 |
7,753.71 |
247.37 |
3.2% |
138.81 |
1.8% |
2% |
False |
True |
|
10 |
8,152.53 |
7,753.71 |
398.82 |
5.1% |
152.19 |
2.0% |
1% |
False |
True |
|
20 |
8,854.61 |
7,753.71 |
1,100.90 |
14.2% |
159.08 |
2.1% |
0% |
False |
True |
|
40 |
8,869.29 |
7,753.71 |
1,115.58 |
14.4% |
148.96 |
1.9% |
0% |
False |
True |
|
60 |
9,043.37 |
7,753.71 |
1,289.66 |
16.6% |
150.47 |
1.9% |
0% |
False |
True |
|
80 |
9,043.37 |
7,753.71 |
1,289.66 |
16.6% |
161.60 |
2.1% |
0% |
False |
True |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.8% |
179.72 |
2.3% |
30% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
24.2% |
182.67 |
2.4% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,283.49 |
2.618 |
8,118.80 |
1.618 |
8,017.89 |
1.000 |
7,955.53 |
0.618 |
7,916.98 |
HIGH |
7,854.62 |
0.618 |
7,816.07 |
0.500 |
7,804.17 |
0.382 |
7,792.26 |
LOW |
7,753.71 |
0.618 |
7,691.35 |
1.000 |
7,652.80 |
1.618 |
7,590.44 |
2.618 |
7,489.53 |
4.250 |
7,324.84 |
|
|
Fisher Pivots for day following 12-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,804.17 |
7,869.62 |
PP |
7,788.83 |
7,832.47 |
S1 |
7,773.50 |
7,795.32 |
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