Trading Metrics calculated at close of trading on 19-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2004 |
19-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,706.70 |
10,674.60 |
-32.10 |
-0.3% |
10,592.00 |
High |
10,720.50 |
10,753.60 |
33.10 |
0.3% |
10,746.90 |
Low |
10,647.00 |
10,656.60 |
9.60 |
0.1% |
10,559.30 |
Close |
10,672.00 |
10,664.70 |
-7.30 |
-0.1% |
10,627.90 |
Range |
73.50 |
97.00 |
23.50 |
32.0% |
187.60 |
ATR |
98.65 |
98.53 |
-0.12 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,982.63 |
10,920.67 |
10,718.05 |
|
R3 |
10,885.63 |
10,823.67 |
10,691.38 |
|
R2 |
10,788.63 |
10,788.63 |
10,682.48 |
|
R1 |
10,726.67 |
10,726.67 |
10,673.59 |
10,709.15 |
PP |
10,691.63 |
10,691.63 |
10,691.63 |
10,682.88 |
S1 |
10,629.67 |
10,629.67 |
10,655.81 |
10,612.15 |
S2 |
10,594.63 |
10,594.63 |
10,646.92 |
|
S3 |
10,497.63 |
10,532.67 |
10,638.03 |
|
S4 |
10,400.63 |
10,435.67 |
10,611.35 |
|
|
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 |
10,753.60 |
10,604.10 |
149.50 |
1.4% |
90.92 |
0.9% |
41% |
True |
False |
|
10 |
10,753.60 |
10,453.50 |
300.10 |
2.8% |
94.83 |
0.9% |
70% |
True |
False |
|
20 |
10,753.60 |
10,417.90 |
335.70 |
3.1% |
101.85 |
1.0% |
74% |
True |
False |
|
40 |
10,753.60 |
10,255.30 |
498.30 |
4.7% |
96.05 |
0.9% |
82% |
True |
False |
|
60 |
10,753.60 |
9,585.50 |
1,168.10 |
11.0% |
92.66 |
0.9% |
92% |
True |
False |
|
80 |
10,753.60 |
9,497.72 |
1,255.88 |
11.8% |
93.26 |
0.9% |
93% |
True |
False |
|
100 |
10,753.60 |
9,230.47 |
1,523.13 |
14.3% |
95.00 |
0.9% |
94% |
True |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.3% |
96.28 |
0.9% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,165.85 |
2.618 |
11,007.55 |
1.618 |
10,910.55 |
1.000 |
10,850.60 |
0.618 |
10,813.55 |
HIGH |
10,753.60 |
0.618 |
10,716.55 |
0.500 |
10,705.10 |
0.382 |
10,693.65 |
LOW |
10,656.60 |
0.618 |
10,596.65 |
1.000 |
10,559.60 |
1.618 |
10,499.65 |
2.618 |
10,402.65 |
4.250 |
10,244.35 |
|
|
Fisher Pivots for day following 19-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,705.10 |
10,691.15 |
PP |
10,691.63 |
10,682.33 |
S1 |
10,678.17 |
10,673.52 |
|