Trading Metrics calculated at close of trading on 10-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2003 |
10-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
7,671.75 |
7,739.40 |
67.65 |
0.9% |
7,890.24 |
High |
7,743.82 |
7,739.47 |
-4.35 |
-0.1% |
7,981.46 |
Low |
7,562.65 |
7,559.64 |
-3.01 |
0.0% |
7,562.65 |
Close |
7,740.03 |
7,568.18 |
-171.85 |
-2.2% |
7,740.03 |
Range |
181.17 |
179.83 |
-1.34 |
-0.7% |
418.81 |
ATR |
149.00 |
151.24 |
2.24 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,161.92 |
8,044.88 |
7,667.09 |
|
R3 |
7,982.09 |
7,865.05 |
7,617.63 |
|
R2 |
7,802.26 |
7,802.26 |
7,601.15 |
|
R1 |
7,685.22 |
7,685.22 |
7,584.66 |
7,653.83 |
PP |
7,622.43 |
7,622.43 |
7,622.43 |
7,606.73 |
S1 |
7,505.39 |
7,505.39 |
7,551.70 |
7,474.00 |
S2 |
7,442.60 |
7,442.60 |
7,535.21 |
|
S3 |
7,262.77 |
7,325.56 |
7,518.73 |
|
S4 |
7,082.94 |
7,145.73 |
7,469.27 |
|
|
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 |
7,845.71 |
7,559.64 |
286.07 |
3.8% |
147.00 |
1.9% |
3% |
False |
True |
|
10 |
7,981.46 |
7,559.64 |
421.82 |
5.6% |
147.15 |
1.9% |
2% |
False |
True |
|
20 |
8,076.02 |
7,559.64 |
516.38 |
6.8% |
148.98 |
2.0% |
2% |
False |
True |
|
40 |
8,869.29 |
7,559.64 |
1,309.65 |
17.3% |
152.43 |
2.0% |
1% |
False |
True |
|
60 |
8,869.29 |
7,559.64 |
1,309.65 |
17.3% |
148.02 |
2.0% |
1% |
False |
True |
|
80 |
9,043.37 |
7,559.64 |
1,483.73 |
19.6% |
150.99 |
2.0% |
1% |
False |
True |
|
100 |
9,043.37 |
7,559.64 |
1,483.73 |
19.6% |
163.67 |
2.2% |
1% |
False |
True |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
24.4% |
177.19 |
2.3% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,503.75 |
2.618 |
8,210.26 |
1.618 |
8,030.43 |
1.000 |
7,919.30 |
0.618 |
7,850.60 |
HIGH |
7,739.47 |
0.618 |
7,670.77 |
0.500 |
7,649.56 |
0.382 |
7,628.34 |
LOW |
7,559.64 |
0.618 |
7,448.51 |
1.000 |
7,379.81 |
1.618 |
7,268.68 |
2.618 |
7,088.85 |
4.250 |
6,795.36 |
|
|
Fisher Pivots for day following 10-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
7,649.56 |
7,668.53 |
PP |
7,622.43 |
7,635.08 |
S1 |
7,595.31 |
7,601.63 |
|