Trading Metrics calculated at close of trading on 01-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2004 |
01-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,581.50 |
10,582.30 |
0.80 |
0.0% |
10,619.50 |
High |
10,652.40 |
10,695.50 |
43.10 |
0.4% |
10,652.40 |
Low |
10,563.60 |
10,582.20 |
18.60 |
0.2% |
10,521.70 |
Close |
10,583.90 |
10,678.10 |
94.20 |
0.9% |
10,583.90 |
Range |
88.80 |
113.30 |
24.50 |
27.6% |
130.70 |
ATR |
94.14 |
95.51 |
1.37 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,991.83 |
10,948.27 |
10,740.42 |
|
R3 |
10,878.53 |
10,834.97 |
10,709.26 |
|
R2 |
10,765.23 |
10,765.23 |
10,698.87 |
|
R1 |
10,721.67 |
10,721.67 |
10,688.49 |
10,743.45 |
PP |
10,651.93 |
10,651.93 |
10,651.93 |
10,662.83 |
S1 |
10,608.37 |
10,608.37 |
10,667.71 |
10,630.15 |
S2 |
10,538.63 |
10,538.63 |
10,657.33 |
|
S3 |
10,425.33 |
10,495.07 |
10,646.94 |
|
S4 |
10,312.03 |
10,381.77 |
10,615.79 |
|
|
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 |
10,695.50 |
10,521.70 |
173.80 |
1.6% |
89.16 |
0.8% |
90% |
True |
False |
|
10 |
10,753.60 |
10,521.70 |
231.90 |
2.2% |
91.50 |
0.9% |
67% |
False |
False |
|
20 |
10,753.60 |
10,434.70 |
318.90 |
3.0% |
93.47 |
0.9% |
76% |
False |
False |
|
40 |
10,753.60 |
10,367.40 |
386.20 |
3.6% |
100.22 |
0.9% |
80% |
False |
False |
|
60 |
10,753.60 |
9,846.31 |
907.29 |
8.5% |
93.89 |
0.9% |
92% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
10.9% |
93.52 |
0.9% |
94% |
False |
False |
|
100 |
10,753.60 |
9,497.72 |
1,255.88 |
11.8% |
93.18 |
0.9% |
94% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.3% |
95.57 |
0.9% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,177.03 |
2.618 |
10,992.12 |
1.618 |
10,878.82 |
1.000 |
10,808.80 |
0.618 |
10,765.52 |
HIGH |
10,695.50 |
0.618 |
10,652.22 |
0.500 |
10,638.85 |
0.382 |
10,625.48 |
LOW |
10,582.20 |
0.618 |
10,512.18 |
1.000 |
10,468.90 |
1.618 |
10,398.88 |
2.618 |
10,285.58 |
4.250 |
10,100.68 |
|
|
Fisher Pivots for day following 01-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,665.02 |
10,657.87 |
PP |
10,651.93 |
10,637.63 |
S1 |
10,638.85 |
10,617.40 |
|