Trading Metrics calculated at close of trading on 17-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2003 |
17-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
831.89 |
832.09 |
0.20 |
0.0% |
826.12 |
High |
841.39 |
862.79 |
21.40 |
2.5% |
841.39 |
Low |
828.26 |
827.17 |
-1.09 |
-0.1% |
788.90 |
Close |
833.27 |
862.79 |
29.52 |
3.5% |
833.27 |
Range |
13.13 |
35.62 |
22.49 |
171.3% |
52.49 |
ATR |
16.34 |
17.71 |
1.38 |
8.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
957.78 |
945.90 |
882.38 |
|
R3 |
922.16 |
910.28 |
872.59 |
|
R2 |
886.54 |
886.54 |
869.32 |
|
R1 |
874.66 |
874.66 |
866.06 |
880.60 |
PP |
850.92 |
850.92 |
850.92 |
853.89 |
S1 |
839.04 |
839.04 |
859.52 |
844.98 |
S2 |
815.30 |
815.30 |
856.26 |
|
S3 |
779.68 |
803.42 |
852.99 |
|
S4 |
744.06 |
767.80 |
843.20 |
|
|
Weekly Pivots for week ending 14-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
978.66 |
958.45 |
862.14 |
|
R3 |
926.17 |
905.96 |
847.70 |
|
R2 |
873.68 |
873.68 |
842.89 |
|
R1 |
853.47 |
853.47 |
838.08 |
863.58 |
PP |
821.19 |
821.19 |
821.19 |
826.24 |
S1 |
800.98 |
800.98 |
828.46 |
811.09 |
S2 |
768.70 |
768.70 |
823.65 |
|
S3 |
716.21 |
748.49 |
818.84 |
|
S4 |
663.72 |
696.00 |
804.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
862.79 |
788.90 |
73.89 |
8.6% |
20.71 |
2.4% |
100% |
True |
False |
|
10 |
862.79 |
788.90 |
73.89 |
8.6% |
17.55 |
2.0% |
100% |
True |
False |
|
20 |
862.79 |
788.90 |
73.89 |
8.6% |
16.53 |
1.9% |
100% |
True |
False |
|
40 |
911.05 |
788.90 |
122.15 |
14.2% |
16.59 |
1.9% |
60% |
False |
False |
|
60 |
935.05 |
788.90 |
146.15 |
16.9% |
15.82 |
1.8% |
51% |
False |
False |
|
80 |
954.28 |
788.90 |
165.38 |
19.2% |
15.75 |
1.8% |
45% |
False |
False |
|
100 |
954.28 |
788.90 |
165.38 |
19.2% |
16.45 |
1.9% |
45% |
False |
False |
|
120 |
954.28 |
768.63 |
185.65 |
21.5% |
18.01 |
2.1% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,014.18 |
2.618 |
956.04 |
1.618 |
920.42 |
1.000 |
898.41 |
0.618 |
884.80 |
HIGH |
862.79 |
0.618 |
849.18 |
0.500 |
844.98 |
0.382 |
840.78 |
LOW |
827.17 |
0.618 |
805.16 |
1.000 |
791.55 |
1.618 |
769.54 |
2.618 |
733.92 |
4.250 |
675.79 |
|
|
Fisher Pivots for day following 17-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
856.85 |
853.41 |
PP |
850.92 |
844.02 |
S1 |
844.98 |
834.64 |
|