Trading Metrics calculated at close of trading on 25-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2004 |
25-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,609.50 |
10,566.60 |
-42.90 |
-0.4% |
10,628.90 |
High |
10,637.10 |
10,615.60 |
-21.50 |
-0.2% |
10,753.60 |
Low |
10,521.70 |
10,560.10 |
38.40 |
0.4% |
10,580.70 |
Close |
10,566.40 |
10,601.60 |
35.20 |
0.3% |
10,619.00 |
Range |
115.40 |
55.50 |
-59.90 |
-51.9% |
172.90 |
ATR |
99.36 |
96.23 |
-3.13 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,758.93 |
10,735.77 |
10,632.13 |
|
R3 |
10,703.43 |
10,680.27 |
10,616.86 |
|
R2 |
10,647.93 |
10,647.93 |
10,611.78 |
|
R1 |
10,624.77 |
10,624.77 |
10,606.69 |
10,636.35 |
PP |
10,592.43 |
10,592.43 |
10,592.43 |
10,598.23 |
S1 |
10,569.27 |
10,569.27 |
10,596.51 |
10,580.85 |
S2 |
10,536.93 |
10,536.93 |
10,591.43 |
|
S3 |
10,481.43 |
10,513.77 |
10,586.34 |
|
S4 |
10,425.93 |
10,458.27 |
10,571.08 |
|
|
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% |
92.00 |
0.9% |
34% |
False |
False |
|
10 |
10,753.60 |
10,521.70 |
231.90 |
2.2% |
99.19 |
0.9% |
34% |
False |
False |
|
20 |
10,753.60 |
10,417.90 |
335.70 |
3.2% |
99.58 |
0.9% |
55% |
False |
False |
|
40 |
10,753.60 |
10,321.40 |
432.20 |
4.1% |
99.20 |
0.9% |
65% |
False |
False |
|
60 |
10,753.60 |
9,764.83 |
988.77 |
9.3% |
92.97 |
0.9% |
85% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.0% |
92.98 |
0.9% |
87% |
False |
False |
|
100 |
10,753.60 |
9,427.65 |
1,325.95 |
12.5% |
93.63 |
0.9% |
89% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.4% |
95.70 |
0.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,851.48 |
2.618 |
10,760.90 |
1.618 |
10,705.40 |
1.000 |
10,671.10 |
0.618 |
10,649.90 |
HIGH |
10,615.60 |
0.618 |
10,594.40 |
0.500 |
10,587.85 |
0.382 |
10,581.30 |
LOW |
10,560.10 |
0.618 |
10,525.80 |
1.000 |
10,504.60 |
1.618 |
10,470.30 |
2.618 |
10,414.80 |
4.250 |
10,324.23 |
|
|
Fisher Pivots for day following 25-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,597.02 |
10,595.52 |
PP |
10,592.43 |
10,589.43 |
S1 |
10,587.85 |
10,583.35 |
|