Trading Metrics calculated at close of trading on 24-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2003 |
24-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
7,915.52 |
8,017.34 |
101.82 |
1.3% |
7,909.30 |
High |
8,039.27 |
8,017.34 |
-21.93 |
-0.3% |
8,076.02 |
Low |
7,854.38 |
7,851.11 |
-3.27 |
0.0% |
7,854.38 |
Close |
8,018.11 |
7,858.24 |
-159.87 |
-2.0% |
8,018.11 |
Range |
184.89 |
166.23 |
-18.66 |
-10.1% |
221.64 |
ATR |
153.98 |
154.91 |
0.93 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,407.59 |
8,299.14 |
7,949.67 |
|
R3 |
8,241.36 |
8,132.91 |
7,903.95 |
|
R2 |
8,075.13 |
8,075.13 |
7,888.72 |
|
R1 |
7,966.68 |
7,966.68 |
7,873.48 |
7,937.79 |
PP |
7,908.90 |
7,908.90 |
7,908.90 |
7,894.45 |
S1 |
7,800.45 |
7,800.45 |
7,843.00 |
7,771.56 |
S2 |
7,742.67 |
7,742.67 |
7,827.76 |
|
S3 |
7,576.44 |
7,634.22 |
7,812.53 |
|
S4 |
7,410.21 |
7,467.99 |
7,766.81 |
|
|
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 |
7,851.11 |
224.91 |
2.9% |
151.86 |
1.9% |
3% |
False |
True |
|
10 |
8,076.02 |
7,628.99 |
447.03 |
5.7% |
150.80 |
1.9% |
51% |
False |
False |
|
20 |
8,158.02 |
7,628.99 |
529.03 |
6.7% |
157.30 |
2.0% |
43% |
False |
False |
|
40 |
8,869.29 |
7,628.99 |
1,240.30 |
15.8% |
154.01 |
2.0% |
18% |
False |
False |
|
60 |
9,043.37 |
7,628.99 |
1,414.38 |
18.0% |
151.27 |
1.9% |
16% |
False |
False |
|
80 |
9,043.37 |
7,628.99 |
1,414.38 |
18.0% |
156.13 |
2.0% |
16% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.5% |
176.38 |
2.2% |
36% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.5% |
180.64 |
2.3% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,723.82 |
2.618 |
8,452.53 |
1.618 |
8,286.30 |
1.000 |
8,183.57 |
0.618 |
8,120.07 |
HIGH |
8,017.34 |
0.618 |
7,953.84 |
0.500 |
7,934.23 |
0.382 |
7,914.61 |
LOW |
7,851.11 |
0.618 |
7,748.38 |
1.000 |
7,684.88 |
1.618 |
7,582.15 |
2.618 |
7,415.92 |
4.250 |
7,144.63 |
|
|
Fisher Pivots for day following 24-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,934.23 |
7,945.19 |
PP |
7,908.90 |
7,916.21 |
S1 |
7,883.57 |
7,887.22 |
|