Trading Metrics calculated at close of trading on 26-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2003 |
26-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
7,856.42 |
7,907.39 |
50.97 |
0.6% |
7,909.30 |
High |
7,920.49 |
7,925.81 |
5.32 |
0.1% |
8,076.02 |
Low |
7,719.64 |
7,793.89 |
74.25 |
1.0% |
7,854.38 |
Close |
7,909.50 |
7,806.98 |
-102.52 |
-1.3% |
8,018.11 |
Range |
200.85 |
131.92 |
-68.93 |
-34.3% |
221.64 |
ATR |
158.19 |
156.31 |
-1.88 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,237.99 |
8,154.40 |
7,879.54 |
|
R3 |
8,106.07 |
8,022.48 |
7,843.26 |
|
R2 |
7,974.15 |
7,974.15 |
7,831.17 |
|
R1 |
7,890.56 |
7,890.56 |
7,819.07 |
7,866.40 |
PP |
7,842.23 |
7,842.23 |
7,842.23 |
7,830.14 |
S1 |
7,758.64 |
7,758.64 |
7,794.89 |
7,734.48 |
S2 |
7,710.31 |
7,710.31 |
7,782.79 |
|
S3 |
7,578.39 |
7,626.72 |
7,770.70 |
|
S4 |
7,446.47 |
7,494.80 |
7,734.42 |
|
|
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 |
8,039.27 |
7,719.64 |
319.63 |
4.1% |
163.50 |
2.1% |
27% |
False |
False |
|
10 |
8,076.02 |
7,628.99 |
447.03 |
5.7% |
152.94 |
2.0% |
40% |
False |
False |
|
20 |
8,158.02 |
7,628.99 |
529.03 |
6.8% |
158.17 |
2.0% |
34% |
False |
False |
|
40 |
8,869.29 |
7,628.99 |
1,240.30 |
15.9% |
154.32 |
2.0% |
14% |
False |
False |
|
60 |
9,043.37 |
7,628.99 |
1,414.38 |
18.1% |
149.56 |
1.9% |
13% |
False |
False |
|
80 |
9,043.37 |
7,628.99 |
1,414.38 |
18.1% |
155.87 |
2.0% |
13% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.6% |
173.96 |
2.2% |
33% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.6% |
179.02 |
2.3% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,486.47 |
2.618 |
8,271.18 |
1.618 |
8,139.26 |
1.000 |
8,057.73 |
0.618 |
8,007.34 |
HIGH |
7,925.81 |
0.618 |
7,875.42 |
0.500 |
7,859.85 |
0.382 |
7,844.28 |
LOW |
7,793.89 |
0.618 |
7,712.36 |
1.000 |
7,661.97 |
1.618 |
7,580.44 |
2.618 |
7,448.52 |
4.250 |
7,233.23 |
|
|
Fisher Pivots for day following 26-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,859.85 |
7,868.49 |
PP |
7,842.23 |
7,847.99 |
S1 |
7,824.60 |
7,827.48 |
|