Trading Metrics calculated at close of trading on 23-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2004 |
23-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,666.30 |
10,619.50 |
-46.80 |
-0.4% |
10,628.90 |
High |
10,688.20 |
10,645.00 |
-43.20 |
-0.4% |
10,753.60 |
Low |
10,580.70 |
10,560.40 |
-20.30 |
-0.2% |
10,580.70 |
Close |
10,619.00 |
10,609.60 |
-9.40 |
-0.1% |
10,619.00 |
Range |
107.50 |
84.60 |
-22.90 |
-21.3% |
172.90 |
ATR |
99.17 |
98.13 |
-1.04 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,858.80 |
10,818.80 |
10,656.13 |
|
R3 |
10,774.20 |
10,734.20 |
10,632.87 |
|
R2 |
10,689.60 |
10,689.60 |
10,625.11 |
|
R1 |
10,649.60 |
10,649.60 |
10,617.36 |
10,627.30 |
PP |
10,605.00 |
10,605.00 |
10,605.00 |
10,593.85 |
S1 |
10,565.00 |
10,565.00 |
10,601.85 |
10,542.70 |
S2 |
10,520.40 |
10,520.40 |
10,594.09 |
|
S3 |
10,435.80 |
10,480.40 |
10,586.34 |
|
S4 |
10,351.20 |
10,395.80 |
10,563.07 |
|
|
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 |
10,560.40 |
193.20 |
1.8% |
93.84 |
0.9% |
25% |
False |
True |
|
10 |
10,753.60 |
10,559.30 |
194.30 |
1.8% |
94.25 |
0.9% |
26% |
False |
False |
|
20 |
10,753.60 |
10,417.90 |
335.70 |
3.2% |
102.80 |
1.0% |
57% |
False |
False |
|
40 |
10,753.60 |
10,304.80 |
448.80 |
4.2% |
96.79 |
0.9% |
68% |
False |
False |
|
60 |
10,753.60 |
9,706.01 |
1,047.59 |
9.9% |
92.79 |
0.9% |
86% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.0% |
93.38 |
0.9% |
88% |
False |
False |
|
100 |
10,753.60 |
9,230.47 |
1,523.13 |
14.4% |
95.36 |
0.9% |
91% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.4% |
96.19 |
0.9% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,004.55 |
2.618 |
10,866.48 |
1.618 |
10,781.88 |
1.000 |
10,729.60 |
0.618 |
10,697.28 |
HIGH |
10,645.00 |
0.618 |
10,612.68 |
0.500 |
10,602.70 |
0.382 |
10,592.72 |
LOW |
10,560.40 |
0.618 |
10,508.12 |
1.000 |
10,475.80 |
1.618 |
10,423.52 |
2.618 |
10,338.92 |
4.250 |
10,200.85 |
|
|
Fisher Pivots for day following 23-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,607.30 |
10,657.00 |
PP |
10,605.00 |
10,641.20 |
S1 |
10,602.70 |
10,625.40 |
|