Trading Metrics calculated at close of trading on 04-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2004 |
04-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,588.60 |
10,593.50 |
4.90 |
0.0% |
10,619.50 |
High |
10,610.00 |
10,603.30 |
-6.70 |
-0.1% |
10,652.40 |
Low |
10,550.10 |
10,562.70 |
12.60 |
0.1% |
10,521.70 |
Close |
10,593.10 |
10,588.00 |
-5.10 |
0.0% |
10,583.90 |
Range |
59.90 |
40.60 |
-19.30 |
-32.2% |
130.70 |
ATR |
93.90 |
90.09 |
-3.81 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,706.47 |
10,687.83 |
10,610.33 |
|
R3 |
10,665.87 |
10,647.23 |
10,599.17 |
|
R2 |
10,625.27 |
10,625.27 |
10,595.44 |
|
R1 |
10,606.63 |
10,606.63 |
10,591.72 |
10,595.65 |
PP |
10,584.67 |
10,584.67 |
10,584.67 |
10,579.18 |
S1 |
10,566.03 |
10,566.03 |
10,584.28 |
10,555.05 |
S2 |
10,544.07 |
10,544.07 |
10,580.56 |
|
S3 |
10,503.47 |
10,525.43 |
10,576.84 |
|
S4 |
10,462.87 |
10,484.83 |
10,565.67 |
|
|
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 |
10,550.10 |
145.40 |
1.4% |
82.42 |
0.8% |
26% |
False |
False |
|
10 |
10,695.50 |
10,521.70 |
173.80 |
1.6% |
84.79 |
0.8% |
38% |
False |
False |
|
20 |
10,753.60 |
10,453.50 |
300.10 |
2.8% |
89.81 |
0.8% |
45% |
False |
False |
|
40 |
10,753.60 |
10,367.40 |
386.20 |
3.6% |
97.36 |
0.9% |
57% |
False |
False |
|
60 |
10,753.60 |
9,859.57 |
894.03 |
8.4% |
93.46 |
0.9% |
81% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.0% |
93.22 |
0.9% |
86% |
False |
False |
|
100 |
10,753.60 |
9,497.72 |
1,255.88 |
11.9% |
91.98 |
0.9% |
87% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.4% |
94.89 |
0.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,775.85 |
2.618 |
10,709.59 |
1.618 |
10,668.99 |
1.000 |
10,643.90 |
0.618 |
10,628.39 |
HIGH |
10,603.30 |
0.618 |
10,587.79 |
0.500 |
10,583.00 |
0.382 |
10,578.21 |
LOW |
10,562.70 |
0.618 |
10,537.61 |
1.000 |
10,522.10 |
1.618 |
10,497.01 |
2.618 |
10,456.41 |
4.250 |
10,390.15 |
|
|
Fisher Pivots for day following 04-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,586.33 |
10,614.25 |
PP |
10,584.67 |
10,605.50 |
S1 |
10,583.00 |
10,596.75 |
|