Trading Metrics calculated at close of trading on 28-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2003 |
28-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
7,807.96 |
7,886.11 |
78.15 |
1.0% |
8,017.34 |
High |
7,924.62 |
7,965.80 |
41.18 |
0.5% |
8,017.34 |
Low |
7,789.95 |
7,855.44 |
65.49 |
0.8% |
7,719.64 |
Close |
7,884.99 |
7,891.08 |
6.09 |
0.1% |
7,891.08 |
Range |
134.67 |
110.36 |
-24.31 |
-18.1% |
297.70 |
ATR |
154.77 |
151.60 |
-3.17 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,235.19 |
8,173.49 |
7,951.78 |
|
R3 |
8,124.83 |
8,063.13 |
7,921.43 |
|
R2 |
8,014.47 |
8,014.47 |
7,911.31 |
|
R1 |
7,952.77 |
7,952.77 |
7,901.20 |
7,983.62 |
PP |
7,904.11 |
7,904.11 |
7,904.11 |
7,919.53 |
S1 |
7,842.41 |
7,842.41 |
7,880.96 |
7,873.26 |
S2 |
7,793.75 |
7,793.75 |
7,870.85 |
|
S3 |
7,683.39 |
7,732.05 |
7,860.73 |
|
S4 |
7,573.03 |
7,621.69 |
7,830.38 |
|
|
Weekly Pivots for week ending 28-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,769.12 |
8,627.80 |
8,054.82 |
|
R3 |
8,471.42 |
8,330.10 |
7,972.95 |
|
R2 |
8,173.72 |
8,173.72 |
7,945.66 |
|
R1 |
8,032.40 |
8,032.40 |
7,918.37 |
7,954.21 |
PP |
7,876.02 |
7,876.02 |
7,876.02 |
7,836.93 |
S1 |
7,734.70 |
7,734.70 |
7,863.79 |
7,656.51 |
S2 |
7,578.32 |
7,578.32 |
7,836.50 |
|
S3 |
7,280.62 |
7,437.00 |
7,809.21 |
|
S4 |
6,982.92 |
7,139.30 |
7,727.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,017.34 |
7,719.64 |
297.70 |
3.8% |
148.81 |
1.9% |
58% |
False |
False |
|
10 |
8,076.02 |
7,719.64 |
356.38 |
4.5% |
152.06 |
1.9% |
48% |
False |
False |
|
20 |
8,152.53 |
7,628.99 |
523.54 |
6.6% |
149.65 |
1.9% |
50% |
False |
False |
|
40 |
8,869.29 |
7,628.99 |
1,240.30 |
15.7% |
154.68 |
2.0% |
21% |
False |
False |
|
60 |
8,869.29 |
7,628.99 |
1,240.30 |
15.7% |
148.39 |
1.9% |
21% |
False |
False |
|
80 |
9,043.37 |
7,628.99 |
1,414.38 |
17.9% |
154.05 |
2.0% |
19% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.4% |
171.08 |
2.2% |
38% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.4% |
177.88 |
2.3% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,434.83 |
2.618 |
8,254.72 |
1.618 |
8,144.36 |
1.000 |
8,076.16 |
0.618 |
8,034.00 |
HIGH |
7,965.80 |
0.618 |
7,923.64 |
0.500 |
7,910.62 |
0.382 |
7,897.60 |
LOW |
7,855.44 |
0.618 |
7,787.24 |
1.000 |
7,745.08 |
1.618 |
7,676.88 |
2.618 |
7,566.52 |
4.250 |
7,386.41 |
|
|
Fisher Pivots for day following 28-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,910.62 |
7,886.68 |
PP |
7,904.11 |
7,882.28 |
S1 |
7,897.59 |
7,877.88 |
|