Trading Metrics calculated at close of trading on 09-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2003 |
09-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
880.01 |
878.65 |
-1.36 |
-0.2% |
863.18 |
High |
883.11 |
887.35 |
4.24 |
0.5% |
885.89 |
Low |
874.68 |
865.72 |
-8.96 |
-1.0% |
843.68 |
Close |
878.29 |
865.99 |
-12.30 |
-1.4% |
878.85 |
Range |
8.43 |
21.63 |
13.20 |
156.6% |
42.21 |
ATR |
16.52 |
16.89 |
0.36 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
937.91 |
923.58 |
877.89 |
|
R3 |
916.28 |
901.95 |
871.94 |
|
R2 |
894.65 |
894.65 |
869.96 |
|
R1 |
880.32 |
880.32 |
867.97 |
876.67 |
PP |
873.02 |
873.02 |
873.02 |
871.20 |
S1 |
858.69 |
858.69 |
864.01 |
855.04 |
S2 |
851.39 |
851.39 |
862.02 |
|
S3 |
829.76 |
837.06 |
860.04 |
|
S4 |
808.13 |
815.43 |
854.09 |
|
|
Weekly Pivots for week ending 04-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
996.10 |
979.69 |
902.07 |
|
R3 |
953.89 |
937.48 |
890.46 |
|
R2 |
911.68 |
911.68 |
886.59 |
|
R1 |
895.27 |
895.27 |
882.72 |
903.48 |
PP |
869.47 |
869.47 |
869.47 |
873.58 |
S1 |
853.06 |
853.06 |
874.98 |
861.27 |
S2 |
827.26 |
827.26 |
871.11 |
|
S3 |
785.05 |
810.85 |
867.24 |
|
S4 |
742.84 |
768.64 |
855.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
904.89 |
865.72 |
39.17 |
4.5% |
14.69 |
1.7% |
1% |
False |
True |
|
10 |
904.89 |
843.68 |
61.21 |
7.1% |
15.35 |
1.8% |
36% |
False |
False |
|
20 |
904.89 |
806.48 |
98.41 |
11.4% |
17.52 |
2.0% |
60% |
False |
False |
|
40 |
904.89 |
788.90 |
115.99 |
13.4% |
16.38 |
1.9% |
66% |
False |
False |
|
60 |
932.59 |
788.90 |
143.69 |
16.6% |
16.32 |
1.9% |
54% |
False |
False |
|
80 |
935.05 |
788.90 |
146.15 |
16.9% |
15.82 |
1.8% |
53% |
False |
False |
|
100 |
954.28 |
788.90 |
165.38 |
19.1% |
15.85 |
1.8% |
47% |
False |
False |
|
120 |
954.28 |
788.90 |
165.38 |
19.1% |
16.60 |
1.9% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
979.28 |
2.618 |
943.98 |
1.618 |
922.35 |
1.000 |
908.98 |
0.618 |
900.72 |
HIGH |
887.35 |
0.618 |
879.09 |
0.500 |
876.54 |
0.382 |
873.98 |
LOW |
865.72 |
0.618 |
852.35 |
1.000 |
844.09 |
1.618 |
830.72 |
2.618 |
809.09 |
4.250 |
773.79 |
|
|
Fisher Pivots for day following 09-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
876.54 |
885.31 |
PP |
873.02 |
878.87 |
S1 |
869.51 |
872.43 |
|