Trading Metrics calculated at close of trading on 27-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2003 |
27-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
7,907.39 |
7,807.96 |
-99.43 |
-1.3% |
7,909.30 |
High |
7,925.81 |
7,924.62 |
-1.19 |
0.0% |
8,076.02 |
Low |
7,793.89 |
7,789.95 |
-3.94 |
-0.1% |
7,854.38 |
Close |
7,806.98 |
7,884.99 |
78.01 |
1.0% |
8,018.11 |
Range |
131.92 |
134.67 |
2.75 |
2.1% |
221.64 |
ATR |
156.31 |
154.77 |
-1.55 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,270.53 |
8,212.43 |
7,959.06 |
|
R3 |
8,135.86 |
8,077.76 |
7,922.02 |
|
R2 |
8,001.19 |
8,001.19 |
7,909.68 |
|
R1 |
7,943.09 |
7,943.09 |
7,897.33 |
7,972.14 |
PP |
7,866.52 |
7,866.52 |
7,866.52 |
7,881.05 |
S1 |
7,808.42 |
7,808.42 |
7,872.65 |
7,837.47 |
S2 |
7,731.85 |
7,731.85 |
7,860.30 |
|
S3 |
7,597.18 |
7,673.75 |
7,847.96 |
|
S4 |
7,462.51 |
7,539.08 |
7,810.92 |
|
|
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% |
163.71 |
2.1% |
52% |
False |
False |
|
10 |
8,076.02 |
7,628.99 |
447.03 |
5.7% |
156.31 |
2.0% |
57% |
False |
False |
|
20 |
8,152.53 |
7,628.99 |
523.54 |
6.6% |
154.25 |
2.0% |
49% |
False |
False |
|
40 |
8,869.29 |
7,628.99 |
1,240.30 |
15.7% |
154.88 |
2.0% |
21% |
False |
False |
|
60 |
9,043.37 |
7,628.99 |
1,414.38 |
17.9% |
150.82 |
1.9% |
18% |
False |
False |
|
80 |
9,043.37 |
7,628.99 |
1,414.38 |
17.9% |
155.58 |
2.0% |
18% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.4% |
173.11 |
2.2% |
37% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.4% |
178.45 |
2.3% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,496.97 |
2.618 |
8,277.19 |
1.618 |
8,142.52 |
1.000 |
8,059.29 |
0.618 |
8,007.85 |
HIGH |
7,924.62 |
0.618 |
7,873.18 |
0.500 |
7,857.29 |
0.382 |
7,841.39 |
LOW |
7,789.95 |
0.618 |
7,706.72 |
1.000 |
7,655.28 |
1.618 |
7,572.05 |
2.618 |
7,437.38 |
4.250 |
7,217.60 |
|
|
Fisher Pivots for day following 27-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,875.76 |
7,864.24 |
PP |
7,866.52 |
7,843.48 |
S1 |
7,857.29 |
7,822.73 |
|