Trading Metrics calculated at close of trading on 04-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2004 |
04-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,499.50 |
10,503.10 |
3.60 |
0.0% |
10,568.00 |
High |
10,529.00 |
10,524.20 |
-4.80 |
0.0% |
10,705.20 |
Low |
10,457.10 |
10,447.20 |
-9.90 |
-0.1% |
10,417.90 |
Close |
10,505.20 |
10,470.70 |
-34.50 |
-0.3% |
10,488.10 |
Range |
71.90 |
77.00 |
5.10 |
7.1% |
287.30 |
ATR |
103.49 |
101.60 |
-1.89 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,711.70 |
10,668.20 |
10,513.05 |
|
R3 |
10,634.70 |
10,591.20 |
10,491.88 |
|
R2 |
10,557.70 |
10,557.70 |
10,484.82 |
|
R1 |
10,514.20 |
10,514.20 |
10,477.76 |
10,497.45 |
PP |
10,480.70 |
10,480.70 |
10,480.70 |
10,472.33 |
S1 |
10,437.20 |
10,437.20 |
10,463.64 |
10,420.45 |
S2 |
10,403.70 |
10,403.70 |
10,456.58 |
|
S3 |
10,326.70 |
10,360.20 |
10,449.53 |
|
S4 |
10,249.70 |
10,283.20 |
10,428.35 |
|
|
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 |
10,569.00 |
10,417.90 |
151.10 |
1.4% |
91.94 |
0.9% |
35% |
False |
False |
|
10 |
10,705.20 |
10,417.90 |
287.30 |
2.7% |
108.86 |
1.0% |
18% |
False |
False |
|
20 |
10,705.20 |
10,367.40 |
337.80 |
3.2% |
104.92 |
1.0% |
31% |
False |
False |
|
40 |
10,705.20 |
9,859.57 |
845.63 |
8.1% |
95.28 |
0.9% |
72% |
False |
False |
|
60 |
10,705.20 |
9,585.50 |
1,119.70 |
10.7% |
94.36 |
0.9% |
79% |
False |
False |
|
80 |
10,705.20 |
9,497.72 |
1,207.48 |
11.5% |
92.52 |
0.9% |
81% |
False |
False |
|
100 |
10,705.20 |
9,230.47 |
1,474.73 |
14.1% |
95.91 |
0.9% |
84% |
False |
False |
|
120 |
10,705.20 |
9,218.82 |
1,486.38 |
14.2% |
95.85 |
0.9% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,851.45 |
2.618 |
10,725.79 |
1.618 |
10,648.79 |
1.000 |
10,601.20 |
0.618 |
10,571.79 |
HIGH |
10,524.20 |
0.618 |
10,494.79 |
0.500 |
10,485.70 |
0.382 |
10,476.61 |
LOW |
10,447.20 |
0.618 |
10,399.61 |
1.000 |
10,370.20 |
1.618 |
10,322.61 |
2.618 |
10,245.61 |
4.250 |
10,119.95 |
|
|
Fisher Pivots for day following 04-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,485.70 |
10,501.85 |
PP |
10,480.70 |
10,491.47 |
S1 |
10,475.70 |
10,481.08 |
|