Trading Metrics calculated at close of trading on 05-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2004 |
05-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,503.10 |
10,469.30 |
-33.80 |
-0.3% |
10,568.00 |
High |
10,524.20 |
10,522.50 |
-1.70 |
0.0% |
10,705.20 |
Low |
10,447.20 |
10,453.50 |
6.30 |
0.1% |
10,417.90 |
Close |
10,470.70 |
10,495.50 |
24.80 |
0.2% |
10,488.10 |
Range |
77.00 |
69.00 |
-8.00 |
-10.4% |
287.30 |
ATR |
101.60 |
99.27 |
-2.33 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,697.50 |
10,665.50 |
10,533.45 |
|
R3 |
10,628.50 |
10,596.50 |
10,514.48 |
|
R2 |
10,559.50 |
10,559.50 |
10,508.15 |
|
R1 |
10,527.50 |
10,527.50 |
10,501.83 |
10,543.50 |
PP |
10,490.50 |
10,490.50 |
10,490.50 |
10,498.50 |
S1 |
10,458.50 |
10,458.50 |
10,489.18 |
10,474.50 |
S2 |
10,421.50 |
10,421.50 |
10,482.85 |
|
S3 |
10,352.50 |
10,389.50 |
10,476.53 |
|
S4 |
10,283.50 |
10,320.50 |
10,457.55 |
|
|
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 |
10,434.70 |
134.30 |
1.3% |
84.80 |
0.8% |
45% |
False |
False |
|
10 |
10,705.20 |
10,417.90 |
287.30 |
2.7% |
110.41 |
1.1% |
27% |
False |
False |
|
20 |
10,705.20 |
10,367.40 |
337.80 |
3.2% |
104.71 |
1.0% |
38% |
False |
False |
|
40 |
10,705.20 |
9,882.38 |
822.82 |
7.8% |
94.24 |
0.9% |
75% |
False |
False |
|
60 |
10,705.20 |
9,585.50 |
1,119.70 |
10.7% |
93.76 |
0.9% |
81% |
False |
False |
|
80 |
10,705.20 |
9,497.72 |
1,207.48 |
11.5% |
92.68 |
0.9% |
83% |
False |
False |
|
100 |
10,705.20 |
9,230.47 |
1,474.73 |
14.1% |
95.52 |
0.9% |
86% |
False |
False |
|
120 |
10,705.20 |
9,230.47 |
1,474.73 |
14.1% |
95.46 |
0.9% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,815.75 |
2.618 |
10,703.14 |
1.618 |
10,634.14 |
1.000 |
10,591.50 |
0.618 |
10,565.14 |
HIGH |
10,522.50 |
0.618 |
10,496.14 |
0.500 |
10,488.00 |
0.382 |
10,479.86 |
LOW |
10,453.50 |
0.618 |
10,410.86 |
1.000 |
10,384.50 |
1.618 |
10,341.86 |
2.618 |
10,272.86 |
4.250 |
10,160.25 |
|
|
Fisher Pivots for day following 05-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,493.00 |
10,493.03 |
PP |
10,490.50 |
10,490.57 |
S1 |
10,488.00 |
10,488.10 |
|