Trading Metrics calculated at close of trading on 06-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2003 |
06-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
7,702.35 |
7,774.76 |
72.41 |
0.9% |
8,017.34 |
High |
7,775.60 |
7,777.42 |
1.82 |
0.0% |
8,017.34 |
Low |
7,661.32 |
7,659.09 |
-2.23 |
0.0% |
7,719.64 |
Close |
7,775.60 |
7,673.99 |
-101.61 |
-1.3% |
7,891.08 |
Range |
114.28 |
118.33 |
4.05 |
3.5% |
297.70 |
ATR |
148.69 |
146.52 |
-2.17 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,058.49 |
7,984.57 |
7,739.07 |
|
R3 |
7,940.16 |
7,866.24 |
7,706.53 |
|
R2 |
7,821.83 |
7,821.83 |
7,695.68 |
|
R1 |
7,747.91 |
7,747.91 |
7,684.84 |
7,725.71 |
PP |
7,703.50 |
7,703.50 |
7,703.50 |
7,692.40 |
S1 |
7,629.58 |
7,629.58 |
7,663.14 |
7,607.38 |
S2 |
7,585.17 |
7,585.17 |
7,652.30 |
|
S3 |
7,466.84 |
7,511.25 |
7,641.45 |
|
S4 |
7,348.51 |
7,392.92 |
7,608.91 |
|
|
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 |
7,659.09 |
322.37 |
4.2% |
128.62 |
1.7% |
5% |
False |
True |
|
10 |
8,039.27 |
7,659.09 |
380.18 |
5.0% |
146.17 |
1.9% |
4% |
False |
True |
|
20 |
8,076.02 |
7,628.99 |
447.03 |
5.8% |
145.01 |
1.9% |
10% |
False |
False |
|
40 |
8,869.29 |
7,628.99 |
1,240.30 |
16.2% |
152.08 |
2.0% |
4% |
False |
False |
|
60 |
8,869.29 |
7,628.99 |
1,240.30 |
16.2% |
146.68 |
1.9% |
4% |
False |
False |
|
80 |
9,043.37 |
7,628.99 |
1,414.38 |
18.4% |
150.94 |
2.0% |
3% |
False |
False |
|
100 |
9,043.37 |
7,540.74 |
1,502.63 |
19.6% |
165.36 |
2.2% |
9% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
24.1% |
176.36 |
2.3% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,280.32 |
2.618 |
8,087.21 |
1.618 |
7,968.88 |
1.000 |
7,895.75 |
0.618 |
7,850.55 |
HIGH |
7,777.42 |
0.618 |
7,732.22 |
0.500 |
7,718.26 |
0.382 |
7,704.29 |
LOW |
7,659.09 |
0.618 |
7,585.96 |
1.000 |
7,540.76 |
1.618 |
7,467.63 |
2.618 |
7,349.30 |
4.250 |
7,156.19 |
|
|
Fisher Pivots for day following 06-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
7,718.26 |
7,752.40 |
PP |
7,703.50 |
7,726.26 |
S1 |
7,688.75 |
7,700.13 |
|