Trading Metrics calculated at close of trading on 26-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2004 |
26-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,566.60 |
10,598.10 |
31.50 |
0.3% |
10,628.90 |
High |
10,615.60 |
10,612.10 |
-3.50 |
0.0% |
10,753.60 |
Low |
10,560.10 |
10,539.30 |
-20.80 |
-0.2% |
10,580.70 |
Close |
10,601.60 |
10,580.10 |
-21.50 |
-0.2% |
10,619.00 |
Range |
55.50 |
72.80 |
17.30 |
31.2% |
172.90 |
ATR |
96.23 |
94.56 |
-1.67 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,795.57 |
10,760.63 |
10,620.14 |
|
R3 |
10,722.77 |
10,687.83 |
10,600.12 |
|
R2 |
10,649.97 |
10,649.97 |
10,593.45 |
|
R1 |
10,615.03 |
10,615.03 |
10,586.77 |
10,596.10 |
PP |
10,577.17 |
10,577.17 |
10,577.17 |
10,567.70 |
S1 |
10,542.23 |
10,542.23 |
10,573.43 |
10,523.30 |
S2 |
10,504.37 |
10,504.37 |
10,566.75 |
|
S3 |
10,431.57 |
10,469.43 |
10,560.08 |
|
S4 |
10,358.77 |
10,396.63 |
10,540.06 |
|
|
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 |
10,688.20 |
10,521.70 |
166.50 |
1.6% |
87.16 |
0.8% |
35% |
False |
False |
|
10 |
10,753.60 |
10,521.70 |
231.90 |
2.2% |
89.04 |
0.8% |
25% |
False |
False |
|
20 |
10,753.60 |
10,417.90 |
335.70 |
3.2% |
92.19 |
0.9% |
48% |
False |
False |
|
40 |
10,753.60 |
10,367.40 |
386.20 |
3.7% |
97.81 |
0.9% |
55% |
False |
False |
|
60 |
10,753.60 |
9,785.35 |
968.25 |
9.2% |
93.52 |
0.9% |
82% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.0% |
92.83 |
0.9% |
85% |
False |
False |
|
100 |
10,753.60 |
9,492.54 |
1,261.06 |
11.9% |
93.53 |
0.9% |
86% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.4% |
95.75 |
0.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,921.50 |
2.618 |
10,802.69 |
1.618 |
10,729.89 |
1.000 |
10,684.90 |
0.618 |
10,657.09 |
HIGH |
10,612.10 |
0.618 |
10,584.29 |
0.500 |
10,575.70 |
0.382 |
10,567.11 |
LOW |
10,539.30 |
0.618 |
10,494.31 |
1.000 |
10,466.50 |
1.618 |
10,421.51 |
2.618 |
10,348.71 |
4.250 |
10,229.90 |
|
|
Fisher Pivots for day following 26-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,578.63 |
10,579.87 |
PP |
10,577.17 |
10,579.63 |
S1 |
10,575.70 |
10,579.40 |
|