Trading Metrics calculated at close of trading on 12-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2004 |
12-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,605.50 |
10,735.20 |
129.70 |
1.2% |
10,487.80 |
High |
10,746.90 |
10,735.30 |
-11.60 |
-0.1% |
10,593.40 |
Low |
10,572.60 |
10,688.40 |
115.80 |
1.1% |
10,434.70 |
Close |
10,737.70 |
10,694.10 |
-43.60 |
-0.4% |
10,593.00 |
Range |
174.30 |
46.90 |
-127.40 |
-73.1% |
158.70 |
ATR |
101.43 |
97.71 |
-3.72 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,846.63 |
10,817.27 |
10,719.90 |
|
R3 |
10,799.73 |
10,770.37 |
10,707.00 |
|
R2 |
10,752.83 |
10,752.83 |
10,702.70 |
|
R1 |
10,723.47 |
10,723.47 |
10,698.40 |
10,714.70 |
PP |
10,705.93 |
10,705.93 |
10,705.93 |
10,701.55 |
S1 |
10,676.57 |
10,676.57 |
10,689.80 |
10,667.80 |
S2 |
10,659.03 |
10,659.03 |
10,685.50 |
|
S3 |
10,612.13 |
10,629.67 |
10,681.20 |
|
S4 |
10,565.23 |
10,582.77 |
10,668.31 |
|
|
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 |
10,464.50 |
282.40 |
2.6% |
94.32 |
0.9% |
81% |
False |
False |
|
10 |
10,746.90 |
10,434.70 |
312.20 |
2.9% |
89.56 |
0.8% |
83% |
False |
False |
|
20 |
10,746.90 |
10,417.90 |
329.00 |
3.1% |
102.65 |
1.0% |
84% |
False |
False |
|
40 |
10,746.90 |
10,023.30 |
723.60 |
6.8% |
94.50 |
0.9% |
93% |
False |
False |
|
60 |
10,746.90 |
9,585.50 |
1,161.40 |
10.9% |
93.70 |
0.9% |
95% |
False |
False |
|
80 |
10,746.90 |
9,497.72 |
1,249.18 |
11.7% |
92.56 |
0.9% |
96% |
False |
False |
|
100 |
10,746.90 |
9,230.47 |
1,516.43 |
14.2% |
95.90 |
0.9% |
97% |
False |
False |
|
120 |
10,746.90 |
9,230.47 |
1,516.43 |
14.2% |
96.09 |
0.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,934.63 |
2.618 |
10,858.08 |
1.618 |
10,811.18 |
1.000 |
10,782.20 |
0.618 |
10,764.28 |
HIGH |
10,735.30 |
0.618 |
10,717.38 |
0.500 |
10,711.85 |
0.382 |
10,706.32 |
LOW |
10,688.40 |
0.618 |
10,659.42 |
1.000 |
10,641.50 |
1.618 |
10,612.52 |
2.618 |
10,565.62 |
4.250 |
10,489.08 |
|
|
Fisher Pivots for day following 12-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,711.85 |
10,680.43 |
PP |
10,705.93 |
10,666.77 |
S1 |
10,700.02 |
10,653.10 |
|