Trading Metrics calculated at close of trading on 09-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2004 |
09-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,595.40 |
10,529.50 |
-65.90 |
-0.6% |
10,582.30 |
High |
10,634.30 |
10,529.70 |
-104.60 |
-1.0% |
10,695.50 |
Low |
10,526.90 |
10,424.10 |
-102.80 |
-1.0% |
10,524.60 |
Close |
10,529.50 |
10,457.00 |
-72.50 |
-0.7% |
10,595.50 |
Range |
107.40 |
105.60 |
-1.80 |
-1.7% |
170.90 |
ATR |
93.75 |
94.60 |
0.85 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,787.07 |
10,727.63 |
10,515.08 |
|
R3 |
10,681.47 |
10,622.03 |
10,486.04 |
|
R2 |
10,575.87 |
10,575.87 |
10,476.36 |
|
R1 |
10,516.43 |
10,516.43 |
10,466.68 |
10,493.35 |
PP |
10,470.27 |
10,470.27 |
10,470.27 |
10,458.73 |
S1 |
10,410.83 |
10,410.83 |
10,447.32 |
10,387.75 |
S2 |
10,364.67 |
10,364.67 |
10,437.64 |
|
S3 |
10,259.07 |
10,305.23 |
10,427.96 |
|
S4 |
10,153.47 |
10,199.63 |
10,398.92 |
|
|
Weekly Pivots for week ending 05-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,117.90 |
11,027.60 |
10,689.50 |
|
R3 |
10,947.00 |
10,856.70 |
10,642.50 |
|
R2 |
10,776.10 |
10,776.10 |
10,626.83 |
|
R1 |
10,685.80 |
10,685.80 |
10,611.17 |
10,730.95 |
PP |
10,605.20 |
10,605.20 |
10,605.20 |
10,627.78 |
S1 |
10,514.90 |
10,514.90 |
10,579.83 |
10,560.05 |
S2 |
10,434.30 |
10,434.30 |
10,564.17 |
|
S3 |
10,263.40 |
10,344.00 |
10,548.50 |
|
S4 |
10,092.50 |
10,173.10 |
10,501.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,651.30 |
10,424.10 |
227.20 |
2.2% |
88.04 |
0.8% |
14% |
False |
True |
|
10 |
10,695.50 |
10,424.10 |
271.40 |
2.6% |
88.01 |
0.8% |
12% |
False |
True |
|
20 |
10,753.60 |
10,424.10 |
329.50 |
3.2% |
94.20 |
0.9% |
10% |
False |
True |
|
40 |
10,753.60 |
10,367.40 |
386.20 |
3.7% |
98.95 |
0.9% |
23% |
False |
False |
|
60 |
10,753.60 |
9,920.97 |
832.63 |
8.0% |
94.57 |
0.9% |
64% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.2% |
94.54 |
0.9% |
75% |
False |
False |
|
100 |
10,753.60 |
9,497.72 |
1,255.88 |
12.0% |
92.93 |
0.9% |
76% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.6% |
95.36 |
0.9% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,978.50 |
2.618 |
10,806.16 |
1.618 |
10,700.56 |
1.000 |
10,635.30 |
0.618 |
10,594.96 |
HIGH |
10,529.70 |
0.618 |
10,489.36 |
0.500 |
10,476.90 |
0.382 |
10,464.44 |
LOW |
10,424.10 |
0.618 |
10,358.84 |
1.000 |
10,318.50 |
1.618 |
10,253.24 |
2.618 |
10,147.64 |
4.250 |
9,975.30 |
|
|
Fisher Pivots for day following 09-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,476.90 |
10,537.70 |
PP |
10,470.27 |
10,510.80 |
S1 |
10,463.63 |
10,483.90 |
|