Trading Metrics calculated at close of trading on 03-Feb-2004 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
02-Feb-2004 |
03-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,487.80 |
10,499.50 |
11.70 |
0.1% |
10,568.00 |
High |
10,569.00 |
10,529.00 |
-40.00 |
-0.4% |
10,705.20 |
Low |
10,434.70 |
10,457.10 |
22.40 |
0.2% |
10,417.90 |
Close |
10,499.20 |
10,505.20 |
6.00 |
0.1% |
10,488.10 |
Range |
134.30 |
71.90 |
-62.40 |
-46.5% |
287.30 |
ATR |
105.92 |
103.49 |
-2.43 |
-2.3% |
0.00 |
Volume |
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|
|
|
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Daily Pivots for day following 03-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,712.80 |
10,680.90 |
10,544.75 |
|
R3 |
10,640.90 |
10,609.00 |
10,524.97 |
|
R2 |
10,569.00 |
10,569.00 |
10,518.38 |
|
R1 |
10,537.10 |
10,537.10 |
10,511.79 |
10,553.05 |
PP |
10,497.10 |
10,497.10 |
10,497.10 |
10,505.08 |
S1 |
10,465.20 |
10,465.20 |
10,498.61 |
10,481.15 |
S2 |
10,425.20 |
10,425.20 |
10,492.02 |
|
S3 |
10,353.30 |
10,393.30 |
10,485.43 |
|
S4 |
10,281.40 |
10,321.40 |
10,465.66 |
|
|
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 |
10,658.40 |
10,417.90 |
240.50 |
2.3% |
120.66 |
1.1% |
36% |
False |
False |
|
10 |
10,705.20 |
10,417.90 |
287.30 |
2.7% |
116.41 |
1.1% |
30% |
False |
False |
|
20 |
10,705.20 |
10,367.40 |
337.80 |
3.2% |
103.53 |
1.0% |
41% |
False |
False |
|
40 |
10,705.20 |
9,846.31 |
858.89 |
8.2% |
95.28 |
0.9% |
77% |
False |
False |
|
60 |
10,705.20 |
9,585.50 |
1,119.70 |
10.7% |
94.70 |
0.9% |
82% |
False |
False |
|
80 |
10,705.20 |
9,497.72 |
1,207.48 |
11.5% |
93.25 |
0.9% |
83% |
False |
False |
|
100 |
10,705.20 |
9,230.47 |
1,474.73 |
14.0% |
96.06 |
0.9% |
86% |
False |
False |
|
120 |
10,705.20 |
9,218.82 |
1,486.38 |
14.1% |
95.95 |
0.9% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,834.58 |
2.618 |
10,717.23 |
1.618 |
10,645.33 |
1.000 |
10,600.90 |
0.618 |
10,573.43 |
HIGH |
10,529.00 |
0.618 |
10,501.53 |
0.500 |
10,493.05 |
0.382 |
10,484.57 |
LOW |
10,457.10 |
0.618 |
10,412.67 |
1.000 |
10,385.20 |
1.618 |
10,340.77 |
2.618 |
10,268.87 |
4.250 |
10,151.53 |
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|
Fisher Pivots for day following 03-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,501.15 |
10,504.08 |
PP |
10,497.10 |
10,502.97 |
S1 |
10,493.05 |
10,501.85 |
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