Trading Metrics calculated at close of trading on 17-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2003 |
17-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
893.82 |
879.20 |
-14.62 |
-1.6% |
884.48 |
High |
896.77 |
893.83 |
-2.94 |
-0.3% |
904.89 |
Low |
877.93 |
879.20 |
1.27 |
0.1% |
862.76 |
Close |
879.91 |
893.58 |
13.67 |
1.6% |
868.30 |
Range |
18.84 |
14.63 |
-4.21 |
-22.3% |
42.13 |
ATR |
16.15 |
16.04 |
-0.11 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
932.76 |
927.80 |
901.63 |
|
R3 |
918.13 |
913.17 |
897.60 |
|
R2 |
903.50 |
903.50 |
896.26 |
|
R1 |
898.54 |
898.54 |
894.92 |
901.02 |
PP |
888.87 |
888.87 |
888.87 |
890.11 |
S1 |
883.91 |
883.91 |
892.24 |
886.39 |
S2 |
874.24 |
874.24 |
890.90 |
|
S3 |
859.61 |
869.28 |
889.56 |
|
S4 |
844.98 |
854.65 |
885.53 |
|
|
Weekly Pivots for week ending 11-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,005.04 |
978.80 |
891.47 |
|
R3 |
962.91 |
936.67 |
879.89 |
|
R2 |
920.78 |
920.78 |
876.02 |
|
R1 |
894.54 |
894.54 |
872.16 |
886.60 |
PP |
878.65 |
878.65 |
878.65 |
874.68 |
S1 |
852.41 |
852.41 |
864.44 |
844.47 |
S2 |
836.52 |
836.52 |
860.58 |
|
S3 |
794.39 |
810.28 |
856.71 |
|
S4 |
752.26 |
768.15 |
845.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
896.77 |
865.92 |
30.85 |
3.5% |
15.41 |
1.7% |
90% |
False |
False |
|
10 |
904.89 |
862.76 |
42.13 |
4.7% |
14.98 |
1.7% |
73% |
False |
False |
|
20 |
904.89 |
843.68 |
61.21 |
6.8% |
15.91 |
1.8% |
82% |
False |
False |
|
40 |
904.89 |
788.90 |
115.99 |
13.0% |
16.29 |
1.8% |
90% |
False |
False |
|
60 |
904.89 |
788.90 |
115.99 |
13.0% |
16.39 |
1.8% |
90% |
False |
False |
|
80 |
935.05 |
788.90 |
146.15 |
16.4% |
15.82 |
1.8% |
72% |
False |
False |
|
100 |
954.28 |
788.90 |
165.38 |
18.5% |
15.69 |
1.8% |
63% |
False |
False |
|
120 |
954.28 |
788.90 |
165.38 |
18.5% |
16.22 |
1.8% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
956.01 |
2.618 |
932.13 |
1.618 |
917.50 |
1.000 |
908.46 |
0.618 |
902.87 |
HIGH |
893.83 |
0.618 |
888.24 |
0.500 |
886.52 |
0.382 |
884.79 |
LOW |
879.20 |
0.618 |
870.16 |
1.000 |
864.57 |
1.618 |
855.53 |
2.618 |
840.90 |
4.250 |
817.02 |
|
|
Fisher Pivots for day following 17-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
891.23 |
891.50 |
PP |
888.87 |
889.43 |
S1 |
886.52 |
887.35 |
|