Trading Metrics calculated at close of trading on 07-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2003 |
07-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
7,774.76 |
7,671.75 |
-103.01 |
-1.3% |
7,890.24 |
High |
7,777.42 |
7,743.82 |
-33.60 |
-0.4% |
7,981.46 |
Low |
7,659.09 |
7,562.65 |
-96.44 |
-1.3% |
7,562.65 |
Close |
7,673.99 |
7,740.03 |
66.04 |
0.9% |
7,740.03 |
Range |
118.33 |
181.17 |
62.84 |
53.1% |
418.81 |
ATR |
146.52 |
149.00 |
2.47 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,225.68 |
8,164.02 |
7,839.67 |
|
R3 |
8,044.51 |
7,982.85 |
7,789.85 |
|
R2 |
7,863.34 |
7,863.34 |
7,773.24 |
|
R1 |
7,801.68 |
7,801.68 |
7,756.64 |
7,832.51 |
PP |
7,682.17 |
7,682.17 |
7,682.17 |
7,697.58 |
S1 |
7,620.51 |
7,620.51 |
7,723.42 |
7,651.34 |
S2 |
7,501.00 |
7,501.00 |
7,706.82 |
|
S3 |
7,319.83 |
7,439.34 |
7,690.21 |
|
S4 |
7,138.66 |
7,258.17 |
7,640.39 |
|
|
Weekly Pivots for week ending 07-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,017.81 |
8,797.73 |
7,970.38 |
|
R3 |
8,599.00 |
8,378.92 |
7,855.20 |
|
R2 |
8,180.19 |
8,180.19 |
7,816.81 |
|
R1 |
7,960.11 |
7,960.11 |
7,778.42 |
7,860.75 |
PP |
7,761.38 |
7,761.38 |
7,761.38 |
7,711.70 |
S1 |
7,541.30 |
7,541.30 |
7,701.64 |
7,441.94 |
S2 |
7,342.57 |
7,342.57 |
7,663.25 |
|
S3 |
6,923.76 |
7,122.49 |
7,624.86 |
|
S4 |
6,504.95 |
6,703.68 |
7,509.68 |
|
|
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 |
7,562.65 |
418.81 |
5.4% |
142.78 |
1.8% |
42% |
False |
True |
|
10 |
8,017.34 |
7,562.65 |
454.69 |
5.9% |
145.79 |
1.9% |
39% |
False |
True |
|
20 |
8,076.02 |
7,562.65 |
513.37 |
6.6% |
148.54 |
1.9% |
35% |
False |
True |
|
40 |
8,869.29 |
7,562.65 |
1,306.64 |
16.9% |
152.71 |
2.0% |
14% |
False |
True |
|
60 |
8,869.29 |
7,562.65 |
1,306.64 |
16.9% |
146.85 |
1.9% |
14% |
False |
True |
|
80 |
9,043.37 |
7,562.65 |
1,480.72 |
19.1% |
151.08 |
2.0% |
12% |
False |
True |
|
100 |
9,043.37 |
7,562.65 |
1,480.72 |
19.1% |
163.56 |
2.1% |
12% |
False |
True |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.8% |
176.78 |
2.3% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,513.79 |
2.618 |
8,218.12 |
1.618 |
8,036.95 |
1.000 |
7,924.99 |
0.618 |
7,855.78 |
HIGH |
7,743.82 |
0.618 |
7,674.61 |
0.500 |
7,653.24 |
0.382 |
7,631.86 |
LOW |
7,562.65 |
0.618 |
7,450.69 |
1.000 |
7,381.48 |
1.618 |
7,269.52 |
2.618 |
7,088.35 |
4.250 |
6,792.68 |
|
|
Fisher Pivots for day following 07-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
7,711.10 |
7,716.70 |
PP |
7,682.17 |
7,693.37 |
S1 |
7,653.24 |
7,670.04 |
|