Trading Metrics calculated at close of trading on 16-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2003 |
16-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
999.02 |
989.67 |
-9.35 |
-0.9% |
986.82 |
High |
1,000.92 |
1,010.86 |
9.94 |
1.0% |
1,002.74 |
Low |
984.27 |
989.67 |
5.40 |
0.5% |
972.59 |
Close |
988.61 |
1,010.74 |
22.13 |
2.2% |
988.61 |
Range |
16.65 |
21.19 |
4.54 |
27.3% |
30.15 |
ATR |
14.18 |
14.75 |
0.58 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,067.33 |
1,060.22 |
1,022.39 |
|
R3 |
1,046.14 |
1,039.03 |
1,016.57 |
|
R2 |
1,024.95 |
1,024.95 |
1,014.62 |
|
R1 |
1,017.84 |
1,017.84 |
1,012.68 |
1,021.40 |
PP |
1,003.76 |
1,003.76 |
1,003.76 |
1,005.53 |
S1 |
996.65 |
996.65 |
1,008.80 |
1,000.21 |
S2 |
982.57 |
982.57 |
1,006.86 |
|
S3 |
961.38 |
975.46 |
1,004.91 |
|
S4 |
940.19 |
954.27 |
999.09 |
|
|
Weekly Pivots for week ending 13-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,078.43 |
1,063.67 |
1,005.19 |
|
R3 |
1,048.28 |
1,033.52 |
996.90 |
|
R2 |
1,018.13 |
1,018.13 |
994.14 |
|
R1 |
1,003.37 |
1,003.37 |
991.37 |
1,010.75 |
PP |
987.98 |
987.98 |
987.98 |
991.67 |
S1 |
973.22 |
973.22 |
985.85 |
980.60 |
S2 |
957.83 |
957.83 |
983.08 |
|
S3 |
927.68 |
943.07 |
980.32 |
|
S4 |
897.53 |
912.92 |
972.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,010.86 |
976.78 |
34.08 |
3.4% |
14.65 |
1.4% |
100% |
True |
False |
|
10 |
1,010.86 |
964.47 |
46.39 |
4.6% |
14.68 |
1.5% |
100% |
True |
False |
|
20 |
1,010.86 |
912.05 |
98.81 |
9.8% |
14.54 |
1.4% |
100% |
True |
False |
|
40 |
1,010.86 |
886.70 |
124.16 |
12.3% |
13.74 |
1.4% |
100% |
True |
False |
|
60 |
1,010.86 |
843.68 |
167.18 |
16.5% |
14.47 |
1.4% |
100% |
True |
False |
|
80 |
1,010.86 |
788.90 |
221.96 |
22.0% |
15.02 |
1.5% |
100% |
True |
False |
|
100 |
1,010.86 |
788.90 |
221.96 |
22.0% |
15.33 |
1.5% |
100% |
True |
False |
|
120 |
1,010.86 |
788.90 |
221.96 |
22.0% |
15.13 |
1.5% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,100.92 |
2.618 |
1,066.34 |
1.618 |
1,045.15 |
1.000 |
1,032.05 |
0.618 |
1,023.96 |
HIGH |
1,010.86 |
0.618 |
1,002.77 |
0.500 |
1,000.27 |
0.382 |
997.76 |
LOW |
989.67 |
0.618 |
976.57 |
1.000 |
968.48 |
1.618 |
955.38 |
2.618 |
934.19 |
4.250 |
899.61 |
|
|
Fisher Pivots for day following 16-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
1,007.25 |
1,006.35 |
PP |
1,003.76 |
1,001.96 |
S1 |
1,000.27 |
997.57 |
|