Trading Metrics calculated at close of trading on 25-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2003 |
25-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
917.21 |
910.57 |
-6.64 |
-0.7% |
893.66 |
High |
917.21 |
911.13 |
-6.08 |
-0.7% |
919.74 |
Low |
906.69 |
897.52 |
-9.17 |
-1.0% |
886.70 |
Close |
911.43 |
898.81 |
-12.62 |
-1.4% |
898.81 |
Range |
10.52 |
13.61 |
3.09 |
29.4% |
33.04 |
ATR |
15.56 |
15.45 |
-0.12 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
943.32 |
934.67 |
906.30 |
|
R3 |
929.71 |
921.06 |
902.55 |
|
R2 |
916.10 |
916.10 |
901.31 |
|
R1 |
907.45 |
907.45 |
900.06 |
904.97 |
PP |
902.49 |
902.49 |
902.49 |
901.25 |
S1 |
893.84 |
893.84 |
897.56 |
891.36 |
S2 |
888.88 |
888.88 |
896.31 |
|
S3 |
875.27 |
880.23 |
895.07 |
|
S4 |
861.66 |
866.62 |
891.32 |
|
|
Weekly Pivots for week ending 25-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,000.87 |
982.88 |
916.98 |
|
R3 |
967.83 |
949.84 |
907.90 |
|
R2 |
934.79 |
934.79 |
904.87 |
|
R1 |
916.80 |
916.80 |
901.84 |
925.80 |
PP |
901.75 |
901.75 |
901.75 |
906.25 |
S1 |
883.76 |
883.76 |
895.78 |
892.76 |
S2 |
868.71 |
868.71 |
892.75 |
|
S3 |
835.67 |
850.72 |
889.72 |
|
S4 |
802.63 |
817.68 |
880.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
919.74 |
886.70 |
33.04 |
3.7% |
13.77 |
1.5% |
37% |
False |
False |
|
10 |
919.74 |
865.92 |
53.82 |
6.0% |
14.59 |
1.6% |
61% |
False |
False |
|
20 |
919.74 |
843.68 |
76.06 |
8.5% |
14.62 |
1.6% |
72% |
False |
False |
|
40 |
919.74 |
788.90 |
130.84 |
14.6% |
15.89 |
1.8% |
84% |
False |
False |
|
60 |
919.74 |
788.90 |
130.84 |
14.6% |
15.95 |
1.8% |
84% |
False |
False |
|
80 |
935.05 |
788.90 |
146.15 |
16.3% |
15.94 |
1.8% |
75% |
False |
False |
|
100 |
954.28 |
788.90 |
165.38 |
18.4% |
15.68 |
1.7% |
66% |
False |
False |
|
120 |
954.28 |
788.90 |
165.38 |
18.4% |
15.96 |
1.8% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
968.97 |
2.618 |
946.76 |
1.618 |
933.15 |
1.000 |
924.74 |
0.618 |
919.54 |
HIGH |
911.13 |
0.618 |
905.93 |
0.500 |
904.33 |
0.382 |
902.72 |
LOW |
897.52 |
0.618 |
889.11 |
1.000 |
883.91 |
1.618 |
875.50 |
2.618 |
861.89 |
4.250 |
839.68 |
|
|
Fisher Pivots for day following 25-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
904.33 |
908.63 |
PP |
902.49 |
905.36 |
S1 |
900.65 |
902.08 |
|