Trading Metrics calculated at close of trading on 17-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2004 |
17-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,696.20 |
10,628.90 |
-67.30 |
-0.6% |
10,592.00 |
High |
10,734.70 |
10,735.30 |
0.60 |
0.0% |
10,746.90 |
Low |
10,604.10 |
10,628.70 |
24.60 |
0.2% |
10,559.30 |
Close |
10,627.90 |
10,714.90 |
87.00 |
0.8% |
10,627.90 |
Range |
130.60 |
106.60 |
-24.00 |
-18.4% |
187.60 |
ATR |
100.06 |
100.58 |
0.52 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,012.77 |
10,970.43 |
10,773.53 |
|
R3 |
10,906.17 |
10,863.83 |
10,744.22 |
|
R2 |
10,799.57 |
10,799.57 |
10,734.44 |
|
R1 |
10,757.23 |
10,757.23 |
10,724.67 |
10,778.40 |
PP |
10,692.97 |
10,692.97 |
10,692.97 |
10,703.55 |
S1 |
10,650.63 |
10,650.63 |
10,705.13 |
10,671.80 |
S2 |
10,586.37 |
10,586.37 |
10,695.36 |
|
S3 |
10,479.77 |
10,544.03 |
10,685.59 |
|
S4 |
10,373.17 |
10,437.43 |
10,656.27 |
|
|
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% |
105.16 |
1.0% |
83% |
False |
False |
|
10 |
10,746.90 |
10,447.20 |
299.70 |
2.8% |
92.67 |
0.9% |
89% |
False |
False |
|
20 |
10,746.90 |
10,417.90 |
329.00 |
3.1% |
105.82 |
1.0% |
90% |
False |
False |
|
40 |
10,746.90 |
10,137.30 |
609.60 |
5.7% |
96.29 |
0.9% |
95% |
False |
False |
|
60 |
10,746.90 |
9,585.50 |
1,161.40 |
10.8% |
93.25 |
0.9% |
97% |
False |
False |
|
80 |
10,746.90 |
9,497.72 |
1,249.18 |
11.7% |
94.03 |
0.9% |
97% |
False |
False |
|
100 |
10,746.90 |
9,230.47 |
1,516.43 |
14.2% |
96.15 |
0.9% |
98% |
False |
False |
|
120 |
10,746.90 |
9,230.47 |
1,516.43 |
14.2% |
96.20 |
0.9% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,188.35 |
2.618 |
11,014.38 |
1.618 |
10,907.78 |
1.000 |
10,841.90 |
0.618 |
10,801.18 |
HIGH |
10,735.30 |
0.618 |
10,694.58 |
0.500 |
10,682.00 |
0.382 |
10,669.42 |
LOW |
10,628.70 |
0.618 |
10,562.82 |
1.000 |
10,522.10 |
1.618 |
10,456.22 |
2.618 |
10,349.62 |
4.250 |
10,175.65 |
|
|
Fisher Pivots for day following 17-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,703.93 |
10,699.83 |
PP |
10,692.97 |
10,684.77 |
S1 |
10,682.00 |
10,669.70 |
|