Trading Metrics calculated at close of trading on 09-Feb-2004 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
06-Feb-2004 |
09-Feb-2004 |
Change |
Change % |
Previous Week |
Open |
10,494.90 |
10,592.00 |
97.10 |
0.9% |
10,487.80 |
High |
10,593.40 |
10,618.50 |
25.10 |
0.2% |
10,593.40 |
Low |
10,464.50 |
10,564.40 |
99.90 |
1.0% |
10,434.70 |
Close |
10,593.00 |
10,579.00 |
-14.00 |
-0.1% |
10,593.00 |
Range |
128.90 |
54.10 |
-74.80 |
-58.0% |
158.70 |
ATR |
101.39 |
98.01 |
-3.38 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 09-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,749.60 |
10,718.40 |
10,608.76 |
|
R3 |
10,695.50 |
10,664.30 |
10,593.88 |
|
R2 |
10,641.40 |
10,641.40 |
10,588.92 |
|
R1 |
10,610.20 |
10,610.20 |
10,583.96 |
10,598.75 |
PP |
10,587.30 |
10,587.30 |
10,587.30 |
10,581.58 |
S1 |
10,556.10 |
10,556.10 |
10,574.04 |
10,544.65 |
S2 |
10,533.20 |
10,533.20 |
10,569.08 |
|
S3 |
10,479.10 |
10,502.00 |
10,564.12 |
|
S4 |
10,425.00 |
10,447.90 |
10,549.25 |
|
|
Weekly Pivots for week ending 06-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,016.47 |
10,963.43 |
10,680.29 |
|
R3 |
10,857.77 |
10,804.73 |
10,636.64 |
|
R2 |
10,699.07 |
10,699.07 |
10,622.10 |
|
R1 |
10,646.03 |
10,646.03 |
10,607.55 |
10,672.55 |
PP |
10,540.37 |
10,540.37 |
10,540.37 |
10,553.63 |
S1 |
10,487.33 |
10,487.33 |
10,578.45 |
10,513.85 |
S2 |
10,381.67 |
10,381.67 |
10,563.91 |
|
S3 |
10,222.97 |
10,328.63 |
10,549.36 |
|
S4 |
10,064.27 |
10,169.93 |
10,505.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,618.50 |
10,447.20 |
171.30 |
1.6% |
80.18 |
0.8% |
77% |
True |
False |
|
10 |
10,701.80 |
10,417.90 |
283.90 |
2.7% |
102.42 |
1.0% |
57% |
False |
False |
|
20 |
10,705.20 |
10,367.40 |
337.80 |
3.2% |
103.70 |
1.0% |
63% |
False |
False |
|
40 |
10,705.20 |
9,920.97 |
784.23 |
7.4% |
94.76 |
0.9% |
84% |
False |
False |
|
60 |
10,705.20 |
9,585.50 |
1,119.70 |
10.6% |
94.65 |
0.9% |
89% |
False |
False |
|
80 |
10,705.20 |
9,497.72 |
1,207.48 |
11.4% |
92.61 |
0.9% |
90% |
False |
False |
|
100 |
10,705.20 |
9,230.47 |
1,474.73 |
13.9% |
95.59 |
0.9% |
91% |
False |
False |
|
120 |
10,705.20 |
9,230.47 |
1,474.73 |
13.9% |
95.70 |
0.9% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,848.43 |
2.618 |
10,760.13 |
1.618 |
10,706.03 |
1.000 |
10,672.60 |
0.618 |
10,651.93 |
HIGH |
10,618.50 |
0.618 |
10,597.83 |
0.500 |
10,591.45 |
0.382 |
10,585.07 |
LOW |
10,564.40 |
0.618 |
10,530.97 |
1.000 |
10,510.30 |
1.618 |
10,476.87 |
2.618 |
10,422.77 |
4.250 |
10,334.48 |
|
|
Fisher Pivots for day following 09-Feb-2004 |
Pivot |
1 day |
3 day |
R1 |
10,591.45 |
10,564.67 |
PP |
10,587.30 |
10,550.33 |
S1 |
10,583.15 |
10,536.00 |
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