Trading Metrics calculated at close of trading on 06-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2004 |
06-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,469.30 |
10,494.90 |
25.60 |
0.2% |
10,487.80 |
High |
10,522.50 |
10,593.40 |
70.90 |
0.7% |
10,593.40 |
Low |
10,453.50 |
10,464.50 |
11.00 |
0.1% |
10,434.70 |
Close |
10,495.50 |
10,593.00 |
97.50 |
0.9% |
10,593.00 |
Range |
69.00 |
128.90 |
59.90 |
86.8% |
158.70 |
ATR |
99.27 |
101.39 |
2.12 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,937.00 |
10,893.90 |
10,663.90 |
|
R3 |
10,808.10 |
10,765.00 |
10,628.45 |
|
R2 |
10,679.20 |
10,679.20 |
10,616.63 |
|
R1 |
10,636.10 |
10,636.10 |
10,604.82 |
10,657.65 |
PP |
10,550.30 |
10,550.30 |
10,550.30 |
10,561.08 |
S1 |
10,507.20 |
10,507.20 |
10,581.18 |
10,528.75 |
S2 |
10,421.40 |
10,421.40 |
10,569.37 |
|
S3 |
10,292.50 |
10,378.30 |
10,557.55 |
|
S4 |
10,163.60 |
10,249.40 |
10,522.11 |
|
|
Weekly Pivots for week ending 06-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,016.47 |
10,963.43 |
10,680.29 |
|
R3 |
10,857.77 |
10,804.73 |
10,636.64 |
|
R2 |
10,699.07 |
10,699.07 |
10,622.10 |
|
R1 |
10,646.03 |
10,646.03 |
10,607.55 |
10,672.55 |
PP |
10,540.37 |
10,540.37 |
10,540.37 |
10,553.63 |
S1 |
10,487.33 |
10,487.33 |
10,578.45 |
10,513.85 |
S2 |
10,381.67 |
10,381.67 |
10,563.91 |
|
S3 |
10,222.97 |
10,328.63 |
10,549.36 |
|
S4 |
10,064.27 |
10,169.93 |
10,505.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,593.40 |
10,434.70 |
158.70 |
1.5% |
96.22 |
0.9% |
100% |
True |
False |
|
10 |
10,705.20 |
10,417.90 |
287.30 |
2.7% |
111.34 |
1.1% |
61% |
False |
False |
|
20 |
10,705.20 |
10,367.40 |
337.80 |
3.2% |
108.03 |
1.0% |
67% |
False |
False |
|
40 |
10,705.20 |
9,882.38 |
822.82 |
7.8% |
95.31 |
0.9% |
86% |
False |
False |
|
60 |
10,705.20 |
9,585.50 |
1,119.70 |
10.6% |
94.45 |
0.9% |
90% |
False |
False |
|
80 |
10,705.20 |
9,497.72 |
1,207.48 |
11.4% |
92.95 |
0.9% |
91% |
False |
False |
|
100 |
10,705.20 |
9,230.47 |
1,474.73 |
13.9% |
96.27 |
0.9% |
92% |
False |
False |
|
120 |
10,705.20 |
9,230.47 |
1,474.73 |
13.9% |
96.07 |
0.9% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,141.23 |
2.618 |
10,930.86 |
1.618 |
10,801.96 |
1.000 |
10,722.30 |
0.618 |
10,673.06 |
HIGH |
10,593.40 |
0.618 |
10,544.16 |
0.500 |
10,528.95 |
0.382 |
10,513.74 |
LOW |
10,464.50 |
0.618 |
10,384.84 |
1.000 |
10,335.60 |
1.618 |
10,255.94 |
2.618 |
10,127.04 |
4.250 |
9,916.68 |
|
|
Fisher Pivots for day following 06-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,571.65 |
10,568.77 |
PP |
10,550.30 |
10,544.53 |
S1 |
10,528.95 |
10,520.30 |
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