Trading Metrics calculated at close of trading on 24-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2004 |
24-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,619.50 |
10,609.50 |
-10.00 |
-0.1% |
10,628.90 |
High |
10,645.00 |
10,637.10 |
-7.90 |
-0.1% |
10,753.60 |
Low |
10,560.40 |
10,521.70 |
-38.70 |
-0.4% |
10,580.70 |
Close |
10,609.60 |
10,566.40 |
-43.20 |
-0.4% |
10,619.00 |
Range |
84.60 |
115.40 |
30.80 |
36.4% |
172.90 |
ATR |
98.13 |
99.36 |
1.23 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,921.27 |
10,859.23 |
10,629.87 |
|
R3 |
10,805.87 |
10,743.83 |
10,598.14 |
|
R2 |
10,690.47 |
10,690.47 |
10,587.56 |
|
R1 |
10,628.43 |
10,628.43 |
10,576.98 |
10,601.75 |
PP |
10,575.07 |
10,575.07 |
10,575.07 |
10,561.73 |
S1 |
10,513.03 |
10,513.03 |
10,555.82 |
10,486.35 |
S2 |
10,459.67 |
10,459.67 |
10,545.24 |
|
S3 |
10,344.27 |
10,397.63 |
10,534.67 |
|
S4 |
10,228.87 |
10,282.23 |
10,502.93 |
|
|
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 |
10,521.70 |
231.90 |
2.2% |
95.60 |
0.9% |
19% |
False |
True |
|
10 |
10,753.60 |
10,521.70 |
231.90 |
2.2% |
100.38 |
0.9% |
19% |
False |
True |
|
20 |
10,753.60 |
10,417.90 |
335.70 |
3.2% |
101.40 |
1.0% |
44% |
False |
False |
|
40 |
10,753.60 |
10,304.80 |
448.80 |
4.2% |
98.77 |
0.9% |
58% |
False |
False |
|
60 |
10,753.60 |
9,706.01 |
1,047.59 |
9.9% |
93.53 |
0.9% |
82% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.1% |
93.07 |
0.9% |
84% |
False |
False |
|
100 |
10,753.60 |
9,276.80 |
1,476.80 |
14.0% |
95.04 |
0.9% |
87% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.4% |
95.93 |
0.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,127.55 |
2.618 |
10,939.22 |
1.618 |
10,823.82 |
1.000 |
10,752.50 |
0.618 |
10,708.42 |
HIGH |
10,637.10 |
0.618 |
10,593.02 |
0.500 |
10,579.40 |
0.382 |
10,565.78 |
LOW |
10,521.70 |
0.618 |
10,450.38 |
1.000 |
10,406.30 |
1.618 |
10,334.98 |
2.618 |
10,219.58 |
4.250 |
10,031.25 |
|
|
Fisher Pivots for day following 24-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,579.40 |
10,604.95 |
PP |
10,575.07 |
10,592.10 |
S1 |
10,570.73 |
10,579.25 |
|