Trading Metrics calculated at close of trading on 21-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2003 |
21-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
8,002.70 |
7,915.52 |
-87.18 |
-1.1% |
7,909.30 |
High |
8,027.35 |
8,039.27 |
11.92 |
0.1% |
8,076.02 |
Low |
7,893.74 |
7,854.38 |
-39.36 |
-0.5% |
7,854.38 |
Close |
7,914.96 |
8,018.11 |
103.15 |
1.3% |
8,018.11 |
Range |
133.61 |
184.89 |
51.28 |
38.4% |
221.64 |
ATR |
151.60 |
153.98 |
2.38 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,525.26 |
8,456.57 |
8,119.80 |
|
R3 |
8,340.37 |
8,271.68 |
8,068.95 |
|
R2 |
8,155.48 |
8,155.48 |
8,052.01 |
|
R1 |
8,086.79 |
8,086.79 |
8,035.06 |
8,121.14 |
PP |
7,970.59 |
7,970.59 |
7,970.59 |
7,987.76 |
S1 |
7,901.90 |
7,901.90 |
8,001.16 |
7,936.25 |
S2 |
7,785.70 |
7,785.70 |
7,984.21 |
|
S3 |
7,600.81 |
7,717.01 |
7,967.27 |
|
S4 |
7,415.92 |
7,532.12 |
7,916.42 |
|
|
Weekly Pivots for week ending 21-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,647.76 |
8,554.57 |
8,140.01 |
|
R3 |
8,426.12 |
8,332.93 |
8,079.06 |
|
R2 |
8,204.48 |
8,204.48 |
8,058.74 |
|
R1 |
8,111.29 |
8,111.29 |
8,038.43 |
8,157.89 |
PP |
7,982.84 |
7,982.84 |
7,982.84 |
8,006.13 |
S1 |
7,889.65 |
7,889.65 |
7,997.79 |
7,936.25 |
S2 |
7,761.20 |
7,761.20 |
7,977.48 |
|
S3 |
7,539.56 |
7,668.01 |
7,957.16 |
|
S4 |
7,317.92 |
7,446.37 |
7,896.21 |
|
|
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 |
7,725.32 |
350.70 |
4.4% |
155.31 |
1.9% |
83% |
False |
False |
|
10 |
8,076.02 |
7,628.99 |
447.03 |
5.6% |
151.28 |
1.9% |
87% |
False |
False |
|
20 |
8,367.89 |
7,628.99 |
738.90 |
9.2% |
161.76 |
2.0% |
53% |
False |
False |
|
40 |
8,869.29 |
7,628.99 |
1,240.30 |
15.5% |
151.06 |
1.9% |
31% |
False |
False |
|
60 |
9,043.37 |
7,628.99 |
1,414.38 |
17.6% |
150.38 |
1.9% |
28% |
False |
False |
|
80 |
9,043.37 |
7,628.99 |
1,414.38 |
17.6% |
156.63 |
2.0% |
28% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.0% |
177.10 |
2.2% |
44% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.0% |
180.73 |
2.3% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,825.05 |
2.618 |
8,523.31 |
1.618 |
8,338.42 |
1.000 |
8,224.16 |
0.618 |
8,153.53 |
HIGH |
8,039.27 |
0.618 |
7,968.64 |
0.500 |
7,946.83 |
0.382 |
7,925.01 |
LOW |
7,854.38 |
0.618 |
7,740.12 |
1.000 |
7,669.49 |
1.618 |
7,555.23 |
2.618 |
7,370.34 |
4.250 |
7,068.60 |
|
|
Fisher Pivots for day following 21-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,994.35 |
7,994.99 |
PP |
7,970.59 |
7,971.87 |
S1 |
7,946.83 |
7,948.75 |
|