Trading Metrics calculated at close of trading on 02-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2004 |
02-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,582.30 |
10,678.40 |
96.10 |
0.9% |
10,619.50 |
High |
10,695.50 |
10,678.40 |
-17.10 |
-0.2% |
10,652.40 |
Low |
10,582.20 |
10,568.90 |
-13.30 |
-0.1% |
10,521.70 |
Close |
10,678.10 |
10,591.50 |
-86.60 |
-0.8% |
10,583.90 |
Range |
113.30 |
109.50 |
-3.80 |
-3.4% |
130.70 |
ATR |
95.51 |
96.51 |
1.00 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,941.43 |
10,875.97 |
10,651.73 |
|
R3 |
10,831.93 |
10,766.47 |
10,621.61 |
|
R2 |
10,722.43 |
10,722.43 |
10,611.58 |
|
R1 |
10,656.97 |
10,656.97 |
10,601.54 |
10,634.95 |
PP |
10,612.93 |
10,612.93 |
10,612.93 |
10,601.93 |
S1 |
10,547.47 |
10,547.47 |
10,581.46 |
10,525.45 |
S2 |
10,503.43 |
10,503.43 |
10,571.43 |
|
S3 |
10,393.93 |
10,437.97 |
10,561.39 |
|
S4 |
10,284.43 |
10,328.47 |
10,531.28 |
|
|
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 |
10,539.30 |
156.20 |
1.5% |
87.98 |
0.8% |
33% |
False |
False |
|
10 |
10,753.60 |
10,521.70 |
231.90 |
2.2% |
91.79 |
0.9% |
30% |
False |
False |
|
20 |
10,753.60 |
10,447.20 |
306.40 |
2.9% |
92.23 |
0.9% |
47% |
False |
False |
|
40 |
10,753.60 |
10,367.40 |
386.20 |
3.6% |
99.39 |
0.9% |
58% |
False |
False |
|
60 |
10,753.60 |
9,846.31 |
907.29 |
8.6% |
94.20 |
0.9% |
82% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.0% |
94.20 |
0.9% |
86% |
False |
False |
|
100 |
10,753.60 |
9,497.72 |
1,255.88 |
11.9% |
93.09 |
0.9% |
87% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.4% |
95.69 |
0.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,143.78 |
2.618 |
10,965.07 |
1.618 |
10,855.57 |
1.000 |
10,787.90 |
0.618 |
10,746.07 |
HIGH |
10,678.40 |
0.618 |
10,636.57 |
0.500 |
10,623.65 |
0.382 |
10,610.73 |
LOW |
10,568.90 |
0.618 |
10,501.23 |
1.000 |
10,459.40 |
1.618 |
10,391.73 |
2.618 |
10,282.23 |
4.250 |
10,103.53 |
|
|
Fisher Pivots for day following 02-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,623.65 |
10,629.55 |
PP |
10,612.93 |
10,616.87 |
S1 |
10,602.22 |
10,604.18 |
|