Trading Metrics calculated at close of trading on 14-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2003 |
14-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
7,756.55 |
7,750.90 |
-5.65 |
-0.1% |
7,865.74 |
High |
7,781.89 |
7,908.80 |
126.91 |
1.6% |
7,985.52 |
Low |
7,628.99 |
7,725.32 |
96.33 |
1.3% |
7,628.99 |
Close |
7,749.87 |
7,908.80 |
158.93 |
2.1% |
7,908.80 |
Range |
152.90 |
183.48 |
30.58 |
20.0% |
356.53 |
ATR |
153.49 |
155.63 |
2.14 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,398.08 |
8,336.92 |
8,009.71 |
|
R3 |
8,214.60 |
8,153.44 |
7,959.26 |
|
R2 |
8,031.12 |
8,031.12 |
7,942.44 |
|
R1 |
7,969.96 |
7,969.96 |
7,925.62 |
8,000.54 |
PP |
7,847.64 |
7,847.64 |
7,847.64 |
7,862.93 |
S1 |
7,786.48 |
7,786.48 |
7,891.98 |
7,817.06 |
S2 |
7,664.16 |
7,664.16 |
7,875.16 |
|
S3 |
7,480.68 |
7,603.00 |
7,858.34 |
|
S4 |
7,297.20 |
7,419.52 |
7,807.89 |
|
|
Weekly Pivots for week ending 14-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,910.69 |
8,766.28 |
8,104.89 |
|
R3 |
8,554.16 |
8,409.75 |
8,006.85 |
|
R2 |
8,197.63 |
8,197.63 |
7,974.16 |
|
R1 |
8,053.22 |
8,053.22 |
7,941.48 |
8,125.43 |
PP |
7,841.10 |
7,841.10 |
7,841.10 |
7,877.21 |
S1 |
7,696.69 |
7,696.69 |
7,876.12 |
7,768.90 |
S2 |
7,484.57 |
7,484.57 |
7,843.44 |
|
S3 |
7,128.04 |
7,340.16 |
7,810.75 |
|
S4 |
6,771.51 |
6,983.63 |
7,712.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,985.52 |
7,628.99 |
356.53 |
4.5% |
149.74 |
1.9% |
78% |
False |
False |
|
10 |
8,152.53 |
7,628.99 |
523.54 |
6.6% |
148.33 |
1.9% |
53% |
False |
False |
|
20 |
8,695.82 |
7,628.99 |
1,066.83 |
13.5% |
161.65 |
2.0% |
26% |
False |
False |
|
40 |
8,869.29 |
7,628.99 |
1,240.30 |
15.7% |
149.71 |
1.9% |
23% |
False |
False |
|
60 |
9,043.37 |
7,628.99 |
1,414.38 |
17.9% |
151.43 |
1.9% |
20% |
False |
False |
|
80 |
9,043.37 |
7,628.99 |
1,414.38 |
17.9% |
159.54 |
2.0% |
20% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.3% |
180.17 |
2.3% |
39% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.3% |
182.38 |
2.3% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,688.59 |
2.618 |
8,389.15 |
1.618 |
8,205.67 |
1.000 |
8,092.28 |
0.618 |
8,022.19 |
HIGH |
7,908.80 |
0.618 |
7,838.71 |
0.500 |
7,817.06 |
0.382 |
7,795.41 |
LOW |
7,725.32 |
0.618 |
7,611.93 |
1.000 |
7,541.84 |
1.618 |
7,428.45 |
2.618 |
7,244.97 |
4.250 |
6,945.53 |
|
|
Fisher Pivots for day following 14-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,878.22 |
7,862.17 |
PP |
7,847.64 |
7,815.53 |
S1 |
7,817.06 |
7,768.90 |
|