Trading Metrics calculated at close of trading on 27-Feb-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2004 |
27-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,598.10 |
10,581.50 |
-16.60 |
-0.2% |
10,619.50 |
High |
10,612.10 |
10,652.40 |
40.30 |
0.4% |
10,652.40 |
Low |
10,539.30 |
10,563.60 |
24.30 |
0.2% |
10,521.70 |
Close |
10,580.10 |
10,583.90 |
3.80 |
0.0% |
10,583.90 |
Range |
72.80 |
88.80 |
16.00 |
22.0% |
130.70 |
ATR |
94.56 |
94.14 |
-0.41 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,866.37 |
10,813.93 |
10,632.74 |
|
R3 |
10,777.57 |
10,725.13 |
10,608.32 |
|
R2 |
10,688.77 |
10,688.77 |
10,600.18 |
|
R1 |
10,636.33 |
10,636.33 |
10,592.04 |
10,662.55 |
PP |
10,599.97 |
10,599.97 |
10,599.97 |
10,613.08 |
S1 |
10,547.53 |
10,547.53 |
10,575.76 |
10,573.75 |
S2 |
10,511.17 |
10,511.17 |
10,567.62 |
|
S3 |
10,422.37 |
10,458.73 |
10,559.48 |
|
S4 |
10,333.57 |
10,369.93 |
10,535.06 |
|
|
Weekly Pivots for week ending 27-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,978.10 |
10,911.70 |
10,655.79 |
|
R3 |
10,847.40 |
10,781.00 |
10,619.84 |
|
R2 |
10,716.70 |
10,716.70 |
10,607.86 |
|
R1 |
10,650.30 |
10,650.30 |
10,595.88 |
10,618.15 |
PP |
10,586.00 |
10,586.00 |
10,586.00 |
10,569.93 |
S1 |
10,519.60 |
10,519.60 |
10,571.92 |
10,487.45 |
S2 |
10,455.30 |
10,455.30 |
10,559.94 |
|
S3 |
10,324.60 |
10,388.90 |
10,547.96 |
|
S4 |
10,193.90 |
10,258.20 |
10,512.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,652.40 |
10,521.70 |
130.70 |
1.2% |
83.42 |
0.8% |
48% |
True |
False |
|
10 |
10,753.60 |
10,521.70 |
231.90 |
2.2% |
93.23 |
0.9% |
27% |
False |
False |
|
20 |
10,753.60 |
10,434.70 |
318.90 |
3.0% |
91.40 |
0.9% |
47% |
False |
False |
|
40 |
10,753.60 |
10,367.40 |
386.20 |
3.6% |
98.77 |
0.9% |
56% |
False |
False |
|
60 |
10,753.60 |
9,837.27 |
916.33 |
8.7% |
93.05 |
0.9% |
81% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.0% |
93.27 |
0.9% |
85% |
False |
False |
|
100 |
10,753.60 |
9,497.72 |
1,255.88 |
11.9% |
92.67 |
0.9% |
86% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.4% |
95.42 |
0.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,029.80 |
2.618 |
10,884.88 |
1.618 |
10,796.08 |
1.000 |
10,741.20 |
0.618 |
10,707.28 |
HIGH |
10,652.40 |
0.618 |
10,618.48 |
0.500 |
10,608.00 |
0.382 |
10,597.52 |
LOW |
10,563.60 |
0.618 |
10,508.72 |
1.000 |
10,474.80 |
1.618 |
10,419.92 |
2.618 |
10,331.12 |
4.250 |
10,186.20 |
|
|
Fisher Pivots for day following 27-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,608.00 |
10,595.85 |
PP |
10,599.97 |
10,591.87 |
S1 |
10,591.93 |
10,587.88 |
|