Trading Metrics calculated at close of trading on 18-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2004 |
18-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,628.90 |
10,706.70 |
77.80 |
0.7% |
10,592.00 |
High |
10,735.30 |
10,720.50 |
-14.80 |
-0.1% |
10,746.90 |
Low |
10,628.70 |
10,647.00 |
18.30 |
0.2% |
10,559.30 |
Close |
10,714.90 |
10,672.00 |
-42.90 |
-0.4% |
10,627.90 |
Range |
106.60 |
73.50 |
-33.10 |
-31.1% |
187.60 |
ATR |
100.58 |
98.65 |
-1.93 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,900.33 |
10,859.67 |
10,712.43 |
|
R3 |
10,826.83 |
10,786.17 |
10,692.21 |
|
R2 |
10,753.33 |
10,753.33 |
10,685.48 |
|
R1 |
10,712.67 |
10,712.67 |
10,678.74 |
10,696.25 |
PP |
10,679.83 |
10,679.83 |
10,679.83 |
10,671.63 |
S1 |
10,639.17 |
10,639.17 |
10,665.26 |
10,622.75 |
S2 |
10,606.33 |
10,606.33 |
10,658.53 |
|
S3 |
10,532.83 |
10,565.67 |
10,651.79 |
|
S4 |
10,459.33 |
10,492.17 |
10,631.58 |
|
|
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 |
10,572.60 |
174.30 |
1.6% |
106.38 |
1.0% |
57% |
False |
False |
|
10 |
10,746.90 |
10,447.20 |
299.70 |
2.8% |
92.83 |
0.9% |
75% |
False |
False |
|
20 |
10,746.90 |
10,417.90 |
329.00 |
3.1% |
104.62 |
1.0% |
77% |
False |
False |
|
40 |
10,746.90 |
10,230.10 |
516.80 |
4.8% |
95.20 |
0.9% |
86% |
False |
False |
|
60 |
10,746.90 |
9,585.50 |
1,161.40 |
10.9% |
92.92 |
0.9% |
94% |
False |
False |
|
80 |
10,746.90 |
9,497.72 |
1,249.18 |
11.7% |
92.92 |
0.9% |
94% |
False |
False |
|
100 |
10,746.90 |
9,230.47 |
1,516.43 |
14.2% |
95.19 |
0.9% |
95% |
False |
False |
|
120 |
10,746.90 |
9,230.47 |
1,516.43 |
14.2% |
95.80 |
0.9% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,032.88 |
2.618 |
10,912.92 |
1.618 |
10,839.42 |
1.000 |
10,794.00 |
0.618 |
10,765.92 |
HIGH |
10,720.50 |
0.618 |
10,692.42 |
0.500 |
10,683.75 |
0.382 |
10,675.08 |
LOW |
10,647.00 |
0.618 |
10,601.58 |
1.000 |
10,573.50 |
1.618 |
10,528.08 |
2.618 |
10,454.58 |
4.250 |
10,334.63 |
|
|
Fisher Pivots for day following 18-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,683.75 |
10,671.23 |
PP |
10,679.83 |
10,670.47 |
S1 |
10,675.92 |
10,669.70 |
|