Trading Metrics calculated at close of trading on 25-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2003 |
25-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
8,017.34 |
7,856.42 |
-160.92 |
-2.0% |
7,909.30 |
High |
8,017.34 |
7,920.49 |
-96.85 |
-1.2% |
8,076.02 |
Low |
7,851.11 |
7,719.64 |
-131.47 |
-1.7% |
7,854.38 |
Close |
7,858.24 |
7,909.50 |
51.26 |
0.7% |
8,018.11 |
Range |
166.23 |
200.85 |
34.62 |
20.8% |
221.64 |
ATR |
154.91 |
158.19 |
3.28 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,452.43 |
8,381.81 |
8,019.97 |
|
R3 |
8,251.58 |
8,180.96 |
7,964.73 |
|
R2 |
8,050.73 |
8,050.73 |
7,946.32 |
|
R1 |
7,980.11 |
7,980.11 |
7,927.91 |
8,015.42 |
PP |
7,849.88 |
7,849.88 |
7,849.88 |
7,867.53 |
S1 |
7,779.26 |
7,779.26 |
7,891.09 |
7,814.57 |
S2 |
7,649.03 |
7,649.03 |
7,872.68 |
|
S3 |
7,448.18 |
7,578.41 |
7,854.27 |
|
S4 |
7,247.33 |
7,377.56 |
7,799.03 |
|
|
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 |
8,043.11 |
7,719.64 |
323.47 |
4.1% |
158.68 |
2.0% |
59% |
False |
True |
|
10 |
8,076.02 |
7,628.99 |
447.03 |
5.7% |
157.65 |
2.0% |
63% |
False |
False |
|
20 |
8,158.02 |
7,628.99 |
529.03 |
6.7% |
157.72 |
2.0% |
53% |
False |
False |
|
40 |
8,869.29 |
7,628.99 |
1,240.30 |
15.7% |
155.12 |
2.0% |
23% |
False |
False |
|
60 |
9,043.37 |
7,628.99 |
1,414.38 |
17.9% |
151.71 |
1.9% |
20% |
False |
False |
|
80 |
9,043.37 |
7,628.99 |
1,414.38 |
17.9% |
156.12 |
2.0% |
20% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.3% |
174.92 |
2.2% |
39% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.3% |
179.36 |
2.3% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,774.10 |
2.618 |
8,446.32 |
1.618 |
8,245.47 |
1.000 |
8,121.34 |
0.618 |
8,044.62 |
HIGH |
7,920.49 |
0.618 |
7,843.77 |
0.500 |
7,820.07 |
0.382 |
7,796.36 |
LOW |
7,719.64 |
0.618 |
7,595.51 |
1.000 |
7,518.79 |
1.618 |
7,394.66 |
2.618 |
7,193.81 |
4.250 |
6,866.03 |
|
|
Fisher Pivots for day following 25-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,879.69 |
7,899.49 |
PP |
7,849.88 |
7,889.47 |
S1 |
7,820.07 |
7,879.46 |
|