Trading Metrics calculated at close of trading on 19-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2003 |
19-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
7,909.30 |
8,033.80 |
124.50 |
1.6% |
7,865.74 |
High |
8,076.02 |
8,043.11 |
-32.91 |
-0.4% |
7,985.52 |
Low |
7,909.30 |
7,935.27 |
25.97 |
0.3% |
7,628.99 |
Close |
8,041.15 |
8,000.60 |
-40.55 |
-0.5% |
7,908.80 |
Range |
166.72 |
107.84 |
-58.88 |
-35.3% |
356.53 |
ATR |
156.46 |
152.98 |
-3.47 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,316.51 |
8,266.40 |
8,059.91 |
|
R3 |
8,208.67 |
8,158.56 |
8,030.26 |
|
R2 |
8,100.83 |
8,100.83 |
8,020.37 |
|
R1 |
8,050.72 |
8,050.72 |
8,010.49 |
8,021.86 |
PP |
7,992.99 |
7,992.99 |
7,992.99 |
7,978.56 |
S1 |
7,942.88 |
7,942.88 |
7,990.71 |
7,914.02 |
S2 |
7,885.15 |
7,885.15 |
7,980.83 |
|
S3 |
7,777.31 |
7,835.04 |
7,970.94 |
|
S4 |
7,669.47 |
7,727.20 |
7,941.29 |
|
|
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% |
142.37 |
1.8% |
83% |
False |
False |
|
10 |
8,152.53 |
7,628.99 |
523.54 |
6.5% |
148.97 |
1.9% |
71% |
False |
False |
|
20 |
8,444.61 |
7,628.99 |
815.62 |
10.2% |
159.28 |
2.0% |
46% |
False |
False |
|
40 |
8,869.29 |
7,628.99 |
1,240.30 |
15.5% |
149.04 |
1.9% |
30% |
False |
False |
|
60 |
9,043.37 |
7,628.99 |
1,414.38 |
17.7% |
150.24 |
1.9% |
26% |
False |
False |
|
80 |
9,043.37 |
7,628.99 |
1,414.38 |
17.7% |
158.49 |
2.0% |
26% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.1% |
178.61 |
2.2% |
44% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.1% |
181.09 |
2.3% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,501.43 |
2.618 |
8,325.44 |
1.618 |
8,217.60 |
1.000 |
8,150.95 |
0.618 |
8,109.76 |
HIGH |
8,043.11 |
0.618 |
8,001.92 |
0.500 |
7,989.19 |
0.382 |
7,976.46 |
LOW |
7,935.27 |
0.618 |
7,868.62 |
1.000 |
7,827.43 |
1.618 |
7,760.78 |
2.618 |
7,652.94 |
4.250 |
7,476.95 |
|
|
Fisher Pivots for day following 19-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,996.80 |
7,967.29 |
PP |
7,992.99 |
7,933.98 |
S1 |
7,989.19 |
7,900.67 |
|