| Trading Metrics calculated at close of trading on 10-Feb-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2004 |
10-Feb-2004 |
Change |
Change % |
Previous Week |
| Open |
10,592.00 |
10,578.70 |
-13.30 |
-0.1% |
10,487.80 |
| High |
10,618.50 |
10,626.70 |
8.20 |
0.1% |
10,593.40 |
| Low |
10,564.40 |
10,559.30 |
-5.10 |
0.0% |
10,434.70 |
| Close |
10,579.00 |
10,613.90 |
34.90 |
0.3% |
10,593.00 |
| Range |
54.10 |
67.40 |
13.30 |
24.6% |
158.70 |
| ATR |
98.01 |
95.83 |
-2.19 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Feb-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,802.17 |
10,775.43 |
10,650.97 |
|
| R3 |
10,734.77 |
10,708.03 |
10,632.44 |
|
| R2 |
10,667.37 |
10,667.37 |
10,626.26 |
|
| R1 |
10,640.63 |
10,640.63 |
10,620.08 |
10,654.00 |
| PP |
10,599.97 |
10,599.97 |
10,599.97 |
10,606.65 |
| S1 |
10,573.23 |
10,573.23 |
10,607.72 |
10,586.60 |
| S2 |
10,532.57 |
10,532.57 |
10,601.54 |
|
| S3 |
10,465.17 |
10,505.83 |
10,595.37 |
|
| S4 |
10,397.77 |
10,438.43 |
10,576.83 |
|
|
| 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 |
10,626.70 |
10,447.20 |
179.50 |
1.7% |
79.28 |
0.7% |
93% |
True |
False |
|
| 10 |
10,658.40 |
10,417.90 |
240.50 |
2.3% |
99.97 |
0.9% |
81% |
False |
False |
|
| 20 |
10,705.20 |
10,367.40 |
337.80 |
3.2% |
104.70 |
1.0% |
73% |
False |
False |
|
| 40 |
10,705.20 |
9,976.79 |
728.41 |
6.9% |
93.81 |
0.9% |
87% |
False |
False |
|
| 60 |
10,705.20 |
9,585.50 |
1,119.70 |
10.5% |
93.61 |
0.9% |
92% |
False |
False |
|
| 80 |
10,705.20 |
9,497.72 |
1,207.48 |
11.4% |
92.39 |
0.9% |
92% |
False |
False |
|
| 100 |
10,705.20 |
9,230.47 |
1,474.73 |
13.9% |
95.69 |
0.9% |
94% |
False |
False |
|
| 120 |
10,705.20 |
9,230.47 |
1,474.73 |
13.9% |
95.48 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,913.15 |
|
2.618 |
10,803.15 |
|
1.618 |
10,735.75 |
|
1.000 |
10,694.10 |
|
0.618 |
10,668.35 |
|
HIGH |
10,626.70 |
|
0.618 |
10,600.95 |
|
0.500 |
10,593.00 |
|
0.382 |
10,585.05 |
|
LOW |
10,559.30 |
|
0.618 |
10,517.65 |
|
1.000 |
10,491.90 |
|
1.618 |
10,450.25 |
|
2.618 |
10,382.85 |
|
4.250 |
10,272.85 |
|
|
| Fisher Pivots for day following 10-Feb-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,606.93 |
10,591.13 |
| PP |
10,599.97 |
10,568.37 |
| S1 |
10,593.00 |
10,545.60 |
|