Trading Metrics calculated at close of trading on 05-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2004 |
05-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,593.50 |
10,582.60 |
-10.90 |
-0.1% |
10,582.30 |
High |
10,603.30 |
10,651.30 |
48.00 |
0.5% |
10,695.50 |
Low |
10,562.70 |
10,524.60 |
-38.10 |
-0.4% |
10,524.60 |
Close |
10,588.00 |
10,595.50 |
7.50 |
0.1% |
10,595.50 |
Range |
40.60 |
126.70 |
86.10 |
212.1% |
170.90 |
ATR |
90.09 |
92.71 |
2.61 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,970.57 |
10,909.73 |
10,665.19 |
|
R3 |
10,843.87 |
10,783.03 |
10,630.34 |
|
R2 |
10,717.17 |
10,717.17 |
10,618.73 |
|
R1 |
10,656.33 |
10,656.33 |
10,607.11 |
10,686.75 |
PP |
10,590.47 |
10,590.47 |
10,590.47 |
10,605.68 |
S1 |
10,529.63 |
10,529.63 |
10,583.89 |
10,560.05 |
S2 |
10,463.77 |
10,463.77 |
10,572.27 |
|
S3 |
10,337.07 |
10,402.93 |
10,560.66 |
|
S4 |
10,210.37 |
10,276.23 |
10,525.82 |
|
|
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 |
10,695.50 |
10,524.60 |
170.90 |
1.6% |
90.00 |
0.8% |
41% |
False |
True |
|
10 |
10,695.50 |
10,521.70 |
173.80 |
1.6% |
86.71 |
0.8% |
42% |
False |
False |
|
20 |
10,753.60 |
10,464.50 |
289.10 |
2.7% |
92.70 |
0.9% |
45% |
False |
False |
|
40 |
10,753.60 |
10,367.40 |
386.20 |
3.6% |
98.70 |
0.9% |
59% |
False |
False |
|
60 |
10,753.60 |
9,882.38 |
871.22 |
8.2% |
93.72 |
0.9% |
82% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.0% |
93.50 |
0.9% |
86% |
False |
False |
|
100 |
10,753.60 |
9,497.72 |
1,255.88 |
11.9% |
92.69 |
0.9% |
87% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.4% |
95.05 |
0.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,189.78 |
2.618 |
10,983.00 |
1.618 |
10,856.30 |
1.000 |
10,778.00 |
0.618 |
10,729.60 |
HIGH |
10,651.30 |
0.618 |
10,602.90 |
0.500 |
10,587.95 |
0.382 |
10,573.00 |
LOW |
10,524.60 |
0.618 |
10,446.30 |
1.000 |
10,397.90 |
1.618 |
10,319.60 |
2.618 |
10,192.90 |
4.250 |
9,986.13 |
|
|
Fisher Pivots for day following 05-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,592.98 |
10,592.98 |
PP |
10,590.47 |
10,590.47 |
S1 |
10,587.95 |
10,587.95 |
|