Trading Metrics calculated at close of trading on 09-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2003 |
09-May-2003 |
Change |
Change % |
Previous Week |
Open |
927.91 |
921.85 |
-6.06 |
-0.7% |
930.57 |
High |
929.34 |
933.77 |
4.43 |
0.5% |
939.61 |
Low |
919.72 |
921.85 |
2.13 |
0.2% |
919.72 |
Close |
920.27 |
933.41 |
13.14 |
1.4% |
933.41 |
Range |
9.62 |
11.92 |
2.30 |
23.9% |
19.89 |
ATR |
14.29 |
14.24 |
-0.06 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
965.44 |
961.34 |
939.97 |
|
R3 |
953.52 |
949.42 |
936.69 |
|
R2 |
941.60 |
941.60 |
935.60 |
|
R1 |
937.50 |
937.50 |
934.50 |
939.55 |
PP |
929.68 |
929.68 |
929.68 |
930.70 |
S1 |
925.58 |
925.58 |
932.32 |
927.63 |
S2 |
917.76 |
917.76 |
931.22 |
|
S3 |
905.84 |
913.66 |
930.13 |
|
S4 |
893.92 |
901.74 |
926.85 |
|
|
Weekly Pivots for week ending 09-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
990.58 |
981.89 |
944.35 |
|
R3 |
970.69 |
962.00 |
938.88 |
|
R2 |
950.80 |
950.80 |
937.06 |
|
R1 |
942.11 |
942.11 |
935.23 |
946.46 |
PP |
930.91 |
930.91 |
930.91 |
933.09 |
S1 |
922.22 |
922.22 |
931.59 |
926.57 |
S2 |
911.02 |
911.02 |
929.76 |
|
S3 |
891.13 |
902.33 |
927.94 |
|
S4 |
871.24 |
882.44 |
922.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
939.61 |
919.72 |
19.89 |
2.1% |
10.98 |
1.2% |
69% |
False |
False |
|
10 |
939.61 |
899.19 |
40.42 |
4.3% |
13.24 |
1.4% |
85% |
False |
False |
|
20 |
939.61 |
865.92 |
73.69 |
7.9% |
13.92 |
1.5% |
92% |
False |
False |
|
40 |
939.61 |
827.17 |
112.44 |
12.0% |
15.30 |
1.6% |
94% |
False |
False |
|
60 |
939.61 |
788.90 |
150.71 |
16.1% |
15.48 |
1.7% |
96% |
False |
False |
|
80 |
939.61 |
788.90 |
150.71 |
16.1% |
15.71 |
1.7% |
96% |
False |
False |
|
100 |
939.61 |
788.90 |
150.71 |
16.1% |
15.42 |
1.7% |
96% |
False |
False |
|
120 |
954.28 |
788.90 |
165.38 |
17.7% |
15.46 |
1.7% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
984.43 |
2.618 |
964.98 |
1.618 |
953.06 |
1.000 |
945.69 |
0.618 |
941.14 |
HIGH |
933.77 |
0.618 |
929.22 |
0.500 |
927.81 |
0.382 |
926.40 |
LOW |
921.85 |
0.618 |
914.48 |
1.000 |
909.93 |
1.618 |
902.56 |
2.618 |
890.64 |
4.250 |
871.19 |
|
|
Fisher Pivots for day following 09-May-2003 |
Pivot |
1 day |
3 day |
R1 |
931.54 |
931.76 |
PP |
929.68 |
930.12 |
S1 |
927.81 |
928.47 |
|