Trading Metrics calculated at close of trading on 03-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2004 |
03-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,678.40 |
10,588.60 |
-89.80 |
-0.8% |
10,619.50 |
High |
10,678.40 |
10,610.00 |
-68.40 |
-0.6% |
10,652.40 |
Low |
10,568.90 |
10,550.10 |
-18.80 |
-0.2% |
10,521.70 |
Close |
10,591.50 |
10,593.10 |
1.60 |
0.0% |
10,583.90 |
Range |
109.50 |
59.90 |
-49.60 |
-45.3% |
130.70 |
ATR |
96.51 |
93.90 |
-2.62 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,764.10 |
10,738.50 |
10,626.05 |
|
R3 |
10,704.20 |
10,678.60 |
10,609.57 |
|
R2 |
10,644.30 |
10,644.30 |
10,604.08 |
|
R1 |
10,618.70 |
10,618.70 |
10,598.59 |
10,631.50 |
PP |
10,584.40 |
10,584.40 |
10,584.40 |
10,590.80 |
S1 |
10,558.80 |
10,558.80 |
10,587.61 |
10,571.60 |
S2 |
10,524.50 |
10,524.50 |
10,582.12 |
|
S3 |
10,464.60 |
10,498.90 |
10,576.63 |
|
S4 |
10,404.70 |
10,439.00 |
10,560.16 |
|
|
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% |
88.86 |
0.8% |
34% |
False |
False |
|
10 |
10,753.60 |
10,521.70 |
231.90 |
2.2% |
90.43 |
0.9% |
31% |
False |
False |
|
20 |
10,753.60 |
10,447.20 |
306.40 |
2.9% |
91.63 |
0.9% |
48% |
False |
False |
|
40 |
10,753.60 |
10,367.40 |
386.20 |
3.6% |
97.58 |
0.9% |
58% |
False |
False |
|
60 |
10,753.60 |
9,846.31 |
907.29 |
8.6% |
94.06 |
0.9% |
82% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.0% |
93.93 |
0.9% |
86% |
False |
False |
|
100 |
10,753.60 |
9,497.72 |
1,255.88 |
11.9% |
92.92 |
0.9% |
87% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.4% |
95.32 |
0.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,864.58 |
2.618 |
10,766.82 |
1.618 |
10,706.92 |
1.000 |
10,669.90 |
0.618 |
10,647.02 |
HIGH |
10,610.00 |
0.618 |
10,587.12 |
0.500 |
10,580.05 |
0.382 |
10,572.98 |
LOW |
10,550.10 |
0.618 |
10,513.08 |
1.000 |
10,490.20 |
1.618 |
10,453.18 |
2.618 |
10,393.28 |
4.250 |
10,295.53 |
|
|
Fisher Pivots for day following 03-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,588.75 |
10,622.80 |
PP |
10,584.40 |
10,612.90 |
S1 |
10,580.05 |
10,603.00 |
|