Trading Metrics calculated at close of trading on 20-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2004 |
20-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,674.60 |
10,666.30 |
-8.30 |
-0.1% |
10,628.90 |
High |
10,753.60 |
10,688.20 |
-65.40 |
-0.6% |
10,753.60 |
Low |
10,656.60 |
10,580.70 |
-75.90 |
-0.7% |
10,580.70 |
Close |
10,664.70 |
10,619.00 |
-45.70 |
-0.4% |
10,619.00 |
Range |
97.00 |
107.50 |
10.50 |
10.8% |
172.90 |
ATR |
98.53 |
99.17 |
0.64 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,951.80 |
10,892.90 |
10,678.13 |
|
R3 |
10,844.30 |
10,785.40 |
10,648.56 |
|
R2 |
10,736.80 |
10,736.80 |
10,638.71 |
|
R1 |
10,677.90 |
10,677.90 |
10,628.85 |
10,653.60 |
PP |
10,629.30 |
10,629.30 |
10,629.30 |
10,617.15 |
S1 |
10,570.40 |
10,570.40 |
10,609.15 |
10,546.10 |
S2 |
10,521.80 |
10,521.80 |
10,599.29 |
|
S3 |
10,414.30 |
10,462.90 |
10,589.44 |
|
S4 |
10,306.80 |
10,355.40 |
10,559.88 |
|
|
Weekly Pivots for week ending 20-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,169.80 |
11,067.30 |
10,714.10 |
|
R3 |
10,996.90 |
10,894.40 |
10,666.55 |
|
R2 |
10,824.00 |
10,824.00 |
10,650.70 |
|
R1 |
10,721.50 |
10,721.50 |
10,634.85 |
10,686.30 |
PP |
10,651.10 |
10,651.10 |
10,651.10 |
10,633.50 |
S1 |
10,548.60 |
10,548.60 |
10,603.15 |
10,513.40 |
S2 |
10,478.20 |
10,478.20 |
10,587.30 |
|
S3 |
10,305.30 |
10,375.70 |
10,571.45 |
|
S4 |
10,132.40 |
10,202.80 |
10,523.91 |
|
|
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 |
10,580.70 |
172.90 |
1.6% |
103.04 |
1.0% |
22% |
False |
True |
|
10 |
10,753.60 |
10,464.50 |
289.10 |
2.7% |
98.68 |
0.9% |
53% |
False |
False |
|
20 |
10,753.60 |
10,417.90 |
335.70 |
3.2% |
104.55 |
1.0% |
60% |
False |
False |
|
40 |
10,753.60 |
10,296.20 |
457.40 |
4.3% |
96.67 |
0.9% |
71% |
False |
False |
|
60 |
10,753.60 |
9,629.87 |
1,123.73 |
10.6% |
93.37 |
0.9% |
88% |
False |
False |
|
80 |
10,753.60 |
9,584.54 |
1,169.06 |
11.0% |
93.31 |
0.9% |
88% |
False |
False |
|
100 |
10,753.60 |
9,230.47 |
1,523.13 |
14.3% |
95.53 |
0.9% |
91% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.3% |
96.08 |
0.9% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,145.08 |
2.618 |
10,969.64 |
1.618 |
10,862.14 |
1.000 |
10,795.70 |
0.618 |
10,754.64 |
HIGH |
10,688.20 |
0.618 |
10,647.14 |
0.500 |
10,634.45 |
0.382 |
10,621.77 |
LOW |
10,580.70 |
0.618 |
10,514.27 |
1.000 |
10,473.20 |
1.618 |
10,406.77 |
2.618 |
10,299.27 |
4.250 |
10,123.83 |
|
|
Fisher Pivots for day following 20-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,634.45 |
10,667.15 |
PP |
10,629.30 |
10,651.10 |
S1 |
10,624.15 |
10,635.05 |
|