Trading Metrics calculated at close of trading on 10-Feb-2004 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
09-Feb-2004 |
10-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,592.00 |
10,578.70 |
-13.30 |
-0.1% |
10,487.80 |
High |
10,618.50 |
10,626.70 |
8.20 |
0.1% |
10,593.40 |
Low |
10,564.40 |
10,559.30 |
-5.10 |
0.0% |
10,434.70 |
Close |
10,579.00 |
10,613.90 |
34.90 |
0.3% |
10,593.00 |
Range |
54.10 |
67.40 |
13.30 |
24.6% |
158.70 |
ATR |
98.01 |
95.83 |
-2.19 |
-2.2% |
0.00 |
Volume |
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|
|
|
|
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Daily Pivots for day following 10-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,802.17 |
10,775.43 |
10,650.97 |
|
R3 |
10,734.77 |
10,708.03 |
10,632.44 |
|
R2 |
10,667.37 |
10,667.37 |
10,626.26 |
|
R1 |
10,640.63 |
10,640.63 |
10,620.08 |
10,654.00 |
PP |
10,599.97 |
10,599.97 |
10,599.97 |
10,606.65 |
S1 |
10,573.23 |
10,573.23 |
10,607.72 |
10,586.60 |
S2 |
10,532.57 |
10,532.57 |
10,601.54 |
|
S3 |
10,465.17 |
10,505.83 |
10,595.37 |
|
S4 |
10,397.77 |
10,438.43 |
10,576.83 |
|
|
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 |
10,626.70 |
10,447.20 |
179.50 |
1.7% |
79.28 |
0.7% |
93% |
True |
False |
|
10 |
10,658.40 |
10,417.90 |
240.50 |
2.3% |
99.97 |
0.9% |
81% |
False |
False |
|
20 |
10,705.20 |
10,367.40 |
337.80 |
3.2% |
104.70 |
1.0% |
73% |
False |
False |
|
40 |
10,705.20 |
9,976.79 |
728.41 |
6.9% |
93.81 |
0.9% |
87% |
False |
False |
|
60 |
10,705.20 |
9,585.50 |
1,119.70 |
10.5% |
93.61 |
0.9% |
92% |
False |
False |
|
80 |
10,705.20 |
9,497.72 |
1,207.48 |
11.4% |
92.39 |
0.9% |
92% |
False |
False |
|
100 |
10,705.20 |
9,230.47 |
1,474.73 |
13.9% |
95.69 |
0.9% |
94% |
False |
False |
|
120 |
10,705.20 |
9,230.47 |
1,474.73 |
13.9% |
95.48 |
0.9% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,913.15 |
2.618 |
10,803.15 |
1.618 |
10,735.75 |
1.000 |
10,694.10 |
0.618 |
10,668.35 |
HIGH |
10,626.70 |
0.618 |
10,600.95 |
0.500 |
10,593.00 |
0.382 |
10,585.05 |
LOW |
10,559.30 |
0.618 |
10,517.65 |
1.000 |
10,491.90 |
1.618 |
10,450.25 |
2.618 |
10,382.85 |
4.250 |
10,272.85 |
|
|
Fisher Pivots for day following 10-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,606.93 |
10,591.13 |
PP |
10,599.97 |
10,568.37 |
S1 |
10,593.00 |
10,545.60 |
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