Trading Metrics calculated at close of trading on 05-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2003 |
05-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
7,838.14 |
7,702.35 |
-135.79 |
-1.7% |
8,017.34 |
High |
7,845.71 |
7,775.60 |
-70.11 |
-0.9% |
8,017.34 |
Low |
7,704.31 |
7,661.32 |
-42.99 |
-0.6% |
7,719.64 |
Close |
7,704.87 |
7,775.60 |
70.73 |
0.9% |
7,891.08 |
Range |
141.40 |
114.28 |
-27.12 |
-19.2% |
297.70 |
ATR |
151.34 |
148.69 |
-2.65 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,080.35 |
8,042.25 |
7,838.45 |
|
R3 |
7,966.07 |
7,927.97 |
7,807.03 |
|
R2 |
7,851.79 |
7,851.79 |
7,796.55 |
|
R1 |
7,813.69 |
7,813.69 |
7,786.08 |
7,832.74 |
PP |
7,737.51 |
7,737.51 |
7,737.51 |
7,747.03 |
S1 |
7,699.41 |
7,699.41 |
7,765.12 |
7,718.46 |
S2 |
7,623.23 |
7,623.23 |
7,754.65 |
|
S3 |
7,508.95 |
7,585.13 |
7,744.17 |
|
S4 |
7,394.67 |
7,470.85 |
7,712.75 |
|
|
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 |
7,661.32 |
320.14 |
4.1% |
131.89 |
1.7% |
36% |
False |
True |
|
10 |
8,039.27 |
7,661.32 |
377.95 |
4.9% |
147.69 |
1.9% |
30% |
False |
True |
|
20 |
8,152.53 |
7,628.99 |
523.54 |
6.7% |
148.33 |
1.9% |
28% |
False |
False |
|
40 |
8,869.29 |
7,628.99 |
1,240.30 |
16.0% |
151.36 |
1.9% |
12% |
False |
False |
|
60 |
8,869.29 |
7,628.99 |
1,240.30 |
16.0% |
147.67 |
1.9% |
12% |
False |
False |
|
80 |
9,043.37 |
7,628.99 |
1,414.38 |
18.2% |
152.16 |
2.0% |
10% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.7% |
167.81 |
2.2% |
31% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.7% |
177.17 |
2.3% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,261.29 |
2.618 |
8,074.79 |
1.618 |
7,960.51 |
1.000 |
7,889.88 |
0.618 |
7,846.23 |
HIGH |
7,775.60 |
0.618 |
7,731.95 |
0.500 |
7,718.46 |
0.382 |
7,704.97 |
LOW |
7,661.32 |
0.618 |
7,590.69 |
1.000 |
7,547.04 |
1.618 |
7,476.41 |
2.618 |
7,362.13 |
4.250 |
7,175.63 |
|
|
Fisher Pivots for day following 05-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
7,756.55 |
7,821.39 |
PP |
7,737.51 |
7,806.13 |
S1 |
7,718.46 |
7,790.86 |
|