Trading Metrics calculated at close of trading on 04-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2003 |
04-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
7,890.24 |
7,838.14 |
-52.10 |
-0.7% |
8,017.34 |
High |
7,981.46 |
7,845.71 |
-135.75 |
-1.7% |
8,017.34 |
Low |
7,822.73 |
7,704.31 |
-118.42 |
-1.5% |
7,719.64 |
Close |
7,837.86 |
7,704.87 |
-132.99 |
-1.7% |
7,891.08 |
Range |
158.73 |
141.40 |
-17.33 |
-10.9% |
297.70 |
ATR |
152.10 |
151.34 |
-0.76 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,175.83 |
8,081.75 |
7,782.64 |
|
R3 |
8,034.43 |
7,940.35 |
7,743.76 |
|
R2 |
7,893.03 |
7,893.03 |
7,730.79 |
|
R1 |
7,798.95 |
7,798.95 |
7,717.83 |
7,775.29 |
PP |
7,751.63 |
7,751.63 |
7,751.63 |
7,739.80 |
S1 |
7,657.55 |
7,657.55 |
7,691.91 |
7,633.89 |
S2 |
7,610.23 |
7,610.23 |
7,678.95 |
|
S3 |
7,468.83 |
7,516.15 |
7,665.99 |
|
S4 |
7,327.43 |
7,374.75 |
7,627.10 |
|
|
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 |
7,981.46 |
7,704.31 |
277.15 |
3.6% |
135.42 |
1.8% |
0% |
False |
True |
|
10 |
8,043.11 |
7,704.31 |
338.80 |
4.4% |
147.05 |
1.9% |
0% |
False |
True |
|
20 |
8,152.53 |
7,628.99 |
523.54 |
6.8% |
151.11 |
2.0% |
14% |
False |
False |
|
40 |
8,869.29 |
7,628.99 |
1,240.30 |
16.1% |
153.47 |
2.0% |
6% |
False |
False |
|
60 |
8,869.29 |
7,628.99 |
1,240.30 |
16.1% |
148.43 |
1.9% |
6% |
False |
False |
|
80 |
9,043.37 |
7,628.99 |
1,414.38 |
18.4% |
153.36 |
2.0% |
5% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
24.0% |
168.84 |
2.2% |
27% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
24.0% |
177.53 |
2.3% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,446.66 |
2.618 |
8,215.90 |
1.618 |
8,074.50 |
1.000 |
7,987.11 |
0.618 |
7,933.10 |
HIGH |
7,845.71 |
0.618 |
7,791.70 |
0.500 |
7,775.01 |
0.382 |
7,758.32 |
LOW |
7,704.31 |
0.618 |
7,616.92 |
1.000 |
7,562.91 |
1.618 |
7,475.52 |
2.618 |
7,334.12 |
4.250 |
7,103.36 |
|
|
Fisher Pivots for day following 04-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
7,775.01 |
7,842.89 |
PP |
7,751.63 |
7,796.88 |
S1 |
7,728.25 |
7,750.88 |
|