Trading Metrics calculated at close of trading on 13-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2004 |
13-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,735.20 |
10,696.20 |
-39.00 |
-0.4% |
10,592.00 |
High |
10,735.30 |
10,734.70 |
-0.60 |
0.0% |
10,746.90 |
Low |
10,688.40 |
10,604.10 |
-84.30 |
-0.8% |
10,559.30 |
Close |
10,694.10 |
10,627.90 |
-66.20 |
-0.6% |
10,627.90 |
Range |
46.90 |
130.60 |
83.70 |
178.5% |
187.60 |
ATR |
97.71 |
100.06 |
2.35 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,047.37 |
10,968.23 |
10,699.73 |
|
R3 |
10,916.77 |
10,837.63 |
10,663.82 |
|
R2 |
10,786.17 |
10,786.17 |
10,651.84 |
|
R1 |
10,707.03 |
10,707.03 |
10,639.87 |
10,681.30 |
PP |
10,655.57 |
10,655.57 |
10,655.57 |
10,642.70 |
S1 |
10,576.43 |
10,576.43 |
10,615.93 |
10,550.70 |
S2 |
10,524.97 |
10,524.97 |
10,603.96 |
|
S3 |
10,394.37 |
10,445.83 |
10,591.99 |
|
S4 |
10,263.77 |
10,315.23 |
10,556.07 |
|
|
Weekly Pivots for week ending 13-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,207.50 |
11,105.30 |
10,731.08 |
|
R3 |
11,019.90 |
10,917.70 |
10,679.49 |
|
R2 |
10,832.30 |
10,832.30 |
10,662.29 |
|
R1 |
10,730.10 |
10,730.10 |
10,645.10 |
10,781.20 |
PP |
10,644.70 |
10,644.70 |
10,644.70 |
10,670.25 |
S1 |
10,542.50 |
10,542.50 |
10,610.70 |
10,593.60 |
S2 |
10,457.10 |
10,457.10 |
10,593.51 |
|
S3 |
10,269.50 |
10,354.90 |
10,576.31 |
|
S4 |
10,081.90 |
10,167.30 |
10,524.72 |
|
|
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 |
10,559.30 |
187.60 |
1.8% |
94.66 |
0.9% |
37% |
False |
False |
|
10 |
10,746.90 |
10,434.70 |
312.20 |
2.9% |
95.44 |
0.9% |
62% |
False |
False |
|
20 |
10,746.90 |
10,417.90 |
329.00 |
3.1% |
103.40 |
1.0% |
64% |
False |
False |
|
40 |
10,746.90 |
10,094.80 |
652.10 |
6.1% |
94.91 |
0.9% |
82% |
False |
False |
|
60 |
10,746.90 |
9,585.50 |
1,161.40 |
10.9% |
93.61 |
0.9% |
90% |
False |
False |
|
80 |
10,746.90 |
9,497.72 |
1,249.18 |
11.8% |
93.29 |
0.9% |
90% |
False |
False |
|
100 |
10,746.90 |
9,230.47 |
1,516.43 |
14.3% |
95.80 |
0.9% |
92% |
False |
False |
|
120 |
10,746.90 |
9,230.47 |
1,516.43 |
14.3% |
95.89 |
0.9% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,289.75 |
2.618 |
11,076.61 |
1.618 |
10,946.01 |
1.000 |
10,865.30 |
0.618 |
10,815.41 |
HIGH |
10,734.70 |
0.618 |
10,684.81 |
0.500 |
10,669.40 |
0.382 |
10,653.99 |
LOW |
10,604.10 |
0.618 |
10,523.39 |
1.000 |
10,473.50 |
1.618 |
10,392.79 |
2.618 |
10,262.19 |
4.250 |
10,049.05 |
|
|
Fisher Pivots for day following 13-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,669.40 |
10,659.75 |
PP |
10,655.57 |
10,649.13 |
S1 |
10,641.73 |
10,638.52 |
|