Trading Metrics calculated at close of trading on 18-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2003 |
18-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
7,750.90 |
7,909.30 |
158.40 |
2.0% |
7,865.74 |
High |
7,908.80 |
8,076.02 |
167.22 |
2.1% |
7,985.52 |
Low |
7,725.32 |
7,909.30 |
183.98 |
2.4% |
7,628.99 |
Close |
7,908.80 |
8,041.15 |
132.35 |
1.7% |
7,908.80 |
Range |
183.48 |
166.72 |
-16.76 |
-9.1% |
356.53 |
ATR |
155.63 |
156.46 |
0.83 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,508.98 |
8,441.79 |
8,132.85 |
|
R3 |
8,342.26 |
8,275.07 |
8,087.00 |
|
R2 |
8,175.54 |
8,175.54 |
8,071.72 |
|
R1 |
8,108.35 |
8,108.35 |
8,056.43 |
8,141.95 |
PP |
8,008.82 |
8,008.82 |
8,008.82 |
8,025.62 |
S1 |
7,941.63 |
7,941.63 |
8,025.87 |
7,975.23 |
S2 |
7,842.10 |
7,842.10 |
8,010.58 |
|
S3 |
7,675.38 |
7,774.91 |
7,995.30 |
|
S4 |
7,508.66 |
7,608.19 |
7,949.45 |
|
|
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 |
8,076.02 |
7,628.99 |
447.03 |
5.6% |
156.61 |
1.9% |
92% |
True |
False |
|
10 |
8,152.53 |
7,628.99 |
523.54 |
6.5% |
155.17 |
1.9% |
79% |
False |
False |
|
20 |
8,623.49 |
7,628.99 |
994.50 |
12.4% |
163.15 |
2.0% |
41% |
False |
False |
|
40 |
8,869.29 |
7,628.99 |
1,240.30 |
15.4% |
150.78 |
1.9% |
33% |
False |
False |
|
60 |
9,043.37 |
7,628.99 |
1,414.38 |
17.6% |
151.85 |
1.9% |
29% |
False |
False |
|
80 |
9,043.37 |
7,628.99 |
1,414.38 |
17.6% |
159.65 |
2.0% |
29% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.0% |
179.78 |
2.2% |
46% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.0% |
182.15 |
2.3% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,784.58 |
2.618 |
8,512.49 |
1.618 |
8,345.77 |
1.000 |
8,242.74 |
0.618 |
8,179.05 |
HIGH |
8,076.02 |
0.618 |
8,012.33 |
0.500 |
7,992.66 |
0.382 |
7,972.99 |
LOW |
7,909.30 |
0.618 |
7,806.27 |
1.000 |
7,742.58 |
1.618 |
7,639.55 |
2.618 |
7,472.83 |
4.250 |
7,200.74 |
|
|
Fisher Pivots for day following 18-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
8,024.99 |
7,978.27 |
PP |
8,008.82 |
7,915.39 |
S1 |
7,992.66 |
7,852.51 |
|