Trading Metrics calculated at close of trading on 02-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2004 |
02-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,510.20 |
10,487.80 |
-22.40 |
-0.2% |
10,568.00 |
High |
10,510.80 |
10,569.00 |
58.20 |
0.6% |
10,705.20 |
Low |
10,439.00 |
10,434.70 |
-4.30 |
0.0% |
10,417.90 |
Close |
10,488.10 |
10,499.20 |
11.10 |
0.1% |
10,488.10 |
Range |
71.80 |
134.30 |
62.50 |
87.0% |
287.30 |
ATR |
103.74 |
105.92 |
2.18 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,903.87 |
10,835.83 |
10,573.07 |
|
R3 |
10,769.57 |
10,701.53 |
10,536.13 |
|
R2 |
10,635.27 |
10,635.27 |
10,523.82 |
|
R1 |
10,567.23 |
10,567.23 |
10,511.51 |
10,601.25 |
PP |
10,500.97 |
10,500.97 |
10,500.97 |
10,517.98 |
S1 |
10,432.93 |
10,432.93 |
10,486.89 |
10,466.95 |
S2 |
10,366.67 |
10,366.67 |
10,474.58 |
|
S3 |
10,232.37 |
10,298.63 |
10,462.27 |
|
S4 |
10,098.07 |
10,164.33 |
10,425.34 |
|
|
Weekly Pivots for week ending 30-Jan-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,398.97 |
11,230.83 |
10,646.12 |
|
R3 |
11,111.67 |
10,943.53 |
10,567.11 |
|
R2 |
10,824.37 |
10,824.37 |
10,540.77 |
|
R1 |
10,656.23 |
10,656.23 |
10,514.44 |
10,596.65 |
PP |
10,537.07 |
10,537.07 |
10,537.07 |
10,507.28 |
S1 |
10,368.93 |
10,368.93 |
10,461.76 |
10,309.35 |
S2 |
10,249.77 |
10,249.77 |
10,435.43 |
|
S3 |
9,962.47 |
10,081.63 |
10,409.09 |
|
S4 |
9,675.17 |
9,794.33 |
10,330.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,701.80 |
10,417.90 |
283.90 |
2.7% |
124.66 |
1.2% |
29% |
False |
False |
|
10 |
10,705.20 |
10,417.90 |
287.30 |
2.7% |
118.97 |
1.1% |
28% |
False |
False |
|
20 |
10,705.20 |
10,367.40 |
337.80 |
3.2% |
106.55 |
1.0% |
39% |
False |
False |
|
40 |
10,705.20 |
9,846.31 |
858.89 |
8.2% |
95.19 |
0.9% |
76% |
False |
False |
|
60 |
10,705.20 |
9,585.50 |
1,119.70 |
10.7% |
94.86 |
0.9% |
82% |
False |
False |
|
80 |
10,705.20 |
9,497.72 |
1,207.48 |
11.5% |
93.31 |
0.9% |
83% |
False |
False |
|
100 |
10,705.20 |
9,230.47 |
1,474.73 |
14.0% |
96.39 |
0.9% |
86% |
False |
False |
|
120 |
10,705.20 |
9,208.80 |
1,496.40 |
14.3% |
96.19 |
0.9% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,139.78 |
2.618 |
10,920.60 |
1.618 |
10,786.30 |
1.000 |
10,703.30 |
0.618 |
10,652.00 |
HIGH |
10,569.00 |
0.618 |
10,517.70 |
0.500 |
10,501.85 |
0.382 |
10,486.00 |
LOW |
10,434.70 |
0.618 |
10,351.70 |
1.000 |
10,300.40 |
1.618 |
10,217.40 |
2.618 |
10,083.10 |
4.250 |
9,863.93 |
|
|
Fisher Pivots for day following 02-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,501.85 |
10,497.28 |
PP |
10,500.97 |
10,495.37 |
S1 |
10,500.08 |
10,493.45 |
|