Trading Metrics calculated at close of trading on 11-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2004 |
11-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,578.70 |
10,605.50 |
26.80 |
0.3% |
10,487.80 |
High |
10,626.70 |
10,746.90 |
120.20 |
1.1% |
10,593.40 |
Low |
10,559.30 |
10,572.60 |
13.30 |
0.1% |
10,434.70 |
Close |
10,613.90 |
10,737.70 |
123.80 |
1.2% |
10,593.00 |
Range |
67.40 |
174.30 |
106.90 |
158.6% |
158.70 |
ATR |
95.83 |
101.43 |
5.61 |
5.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,208.63 |
11,147.47 |
10,833.57 |
|
R3 |
11,034.33 |
10,973.17 |
10,785.63 |
|
R2 |
10,860.03 |
10,860.03 |
10,769.66 |
|
R1 |
10,798.87 |
10,798.87 |
10,753.68 |
10,829.45 |
PP |
10,685.73 |
10,685.73 |
10,685.73 |
10,701.03 |
S1 |
10,624.57 |
10,624.57 |
10,721.72 |
10,655.15 |
S2 |
10,511.43 |
10,511.43 |
10,705.75 |
|
S3 |
10,337.13 |
10,450.27 |
10,689.77 |
|
S4 |
10,162.83 |
10,275.97 |
10,641.84 |
|
|
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 |
10,746.90 |
10,453.50 |
293.40 |
2.7% |
98.74 |
0.9% |
97% |
True |
False |
|
10 |
10,746.90 |
10,417.90 |
329.00 |
3.1% |
95.34 |
0.9% |
97% |
True |
False |
|
20 |
10,746.90 |
10,417.90 |
329.00 |
3.1% |
106.29 |
1.0% |
97% |
True |
False |
|
40 |
10,746.90 |
10,021.60 |
725.30 |
6.8% |
96.28 |
0.9% |
99% |
True |
False |
|
60 |
10,746.90 |
9,585.50 |
1,161.40 |
10.8% |
95.50 |
0.9% |
99% |
True |
False |
|
80 |
10,746.90 |
9,497.72 |
1,249.18 |
11.6% |
93.40 |
0.9% |
99% |
True |
False |
|
100 |
10,746.90 |
9,230.47 |
1,516.43 |
14.1% |
96.19 |
0.9% |
99% |
True |
False |
|
120 |
10,746.90 |
9,230.47 |
1,516.43 |
14.1% |
96.44 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,487.68 |
2.618 |
11,203.22 |
1.618 |
11,028.92 |
1.000 |
10,921.20 |
0.618 |
10,854.62 |
HIGH |
10,746.90 |
0.618 |
10,680.32 |
0.500 |
10,659.75 |
0.382 |
10,639.18 |
LOW |
10,572.60 |
0.618 |
10,464.88 |
1.000 |
10,398.30 |
1.618 |
10,290.58 |
2.618 |
10,116.28 |
4.250 |
9,831.83 |
|
|
Fisher Pivots for day following 11-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,711.72 |
10,709.50 |
PP |
10,685.73 |
10,681.30 |
S1 |
10,659.75 |
10,653.10 |
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