Trading Metrics calculated at close of trading on 20-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2003 |
20-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
8,033.80 |
8,002.70 |
-31.10 |
-0.4% |
7,865.74 |
High |
8,043.11 |
8,027.35 |
-15.76 |
-0.2% |
7,985.52 |
Low |
7,935.27 |
7,893.74 |
-41.53 |
-0.5% |
7,628.99 |
Close |
8,000.60 |
7,914.96 |
-85.64 |
-1.1% |
7,908.80 |
Range |
107.84 |
133.61 |
25.77 |
23.9% |
356.53 |
ATR |
152.98 |
151.60 |
-1.38 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,346.18 |
8,264.18 |
7,988.45 |
|
R3 |
8,212.57 |
8,130.57 |
7,951.70 |
|
R2 |
8,078.96 |
8,078.96 |
7,939.46 |
|
R1 |
7,996.96 |
7,996.96 |
7,927.21 |
7,971.16 |
PP |
7,945.35 |
7,945.35 |
7,945.35 |
7,932.45 |
S1 |
7,863.35 |
7,863.35 |
7,902.71 |
7,837.55 |
S2 |
7,811.74 |
7,811.74 |
7,890.46 |
|
S3 |
7,678.13 |
7,729.74 |
7,878.22 |
|
S4 |
7,544.52 |
7,596.13 |
7,841.47 |
|
|
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% |
148.91 |
1.9% |
64% |
False |
False |
|
10 |
8,076.02 |
7,628.99 |
447.03 |
5.6% |
143.86 |
1.8% |
64% |
False |
False |
|
20 |
8,386.61 |
7,628.99 |
757.62 |
9.6% |
159.06 |
2.0% |
38% |
False |
False |
|
40 |
8,869.29 |
7,628.99 |
1,240.30 |
15.7% |
148.73 |
1.9% |
23% |
False |
False |
|
60 |
9,043.37 |
7,628.99 |
1,414.38 |
17.9% |
148.62 |
1.9% |
20% |
False |
False |
|
80 |
9,043.37 |
7,628.99 |
1,414.38 |
17.9% |
156.65 |
2.0% |
20% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.3% |
178.26 |
2.3% |
39% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.3% |
180.73 |
2.3% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,595.19 |
2.618 |
8,377.14 |
1.618 |
8,243.53 |
1.000 |
8,160.96 |
0.618 |
8,109.92 |
HIGH |
8,027.35 |
0.618 |
7,976.31 |
0.500 |
7,960.55 |
0.382 |
7,944.78 |
LOW |
7,893.74 |
0.618 |
7,811.17 |
1.000 |
7,760.13 |
1.618 |
7,677.56 |
2.618 |
7,543.95 |
4.250 |
7,325.90 |
|
|
Fisher Pivots for day following 20-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,960.55 |
7,984.88 |
PP |
7,945.35 |
7,961.57 |
S1 |
7,930.16 |
7,938.27 |
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