Trading Metrics calculated at close of trading on 19-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2003 |
19-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
1,011.14 |
1,010.05 |
-1.09 |
-0.1% |
986.82 |
High |
1,015.12 |
1,011.22 |
-3.90 |
-0.4% |
1,002.74 |
Low |
1,004.61 |
993.08 |
-11.53 |
-1.1% |
972.59 |
Close |
1,010.09 |
994.70 |
-15.39 |
-1.5% |
988.61 |
Range |
10.51 |
18.14 |
7.63 |
72.6% |
30.15 |
ATR |
14.02 |
14.31 |
0.29 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,054.09 |
1,042.53 |
1,004.68 |
|
R3 |
1,035.95 |
1,024.39 |
999.69 |
|
R2 |
1,017.81 |
1,017.81 |
998.03 |
|
R1 |
1,006.25 |
1,006.25 |
996.36 |
1,002.96 |
PP |
999.67 |
999.67 |
999.67 |
998.02 |
S1 |
988.11 |
988.11 |
993.04 |
984.82 |
S2 |
981.53 |
981.53 |
991.37 |
|
S3 |
963.39 |
969.97 |
989.71 |
|
S4 |
945.25 |
951.83 |
984.72 |
|
|
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 |
1,015.33 |
984.27 |
31.06 |
3.1% |
14.96 |
1.5% |
34% |
False |
False |
|
10 |
1,015.33 |
972.59 |
42.74 |
4.3% |
14.61 |
1.5% |
52% |
False |
False |
|
20 |
1,015.33 |
922.54 |
92.79 |
9.3% |
14.17 |
1.4% |
78% |
False |
False |
|
40 |
1,015.33 |
897.52 |
117.81 |
11.8% |
13.55 |
1.4% |
82% |
False |
False |
|
60 |
1,015.33 |
843.68 |
171.65 |
17.3% |
13.93 |
1.4% |
88% |
False |
False |
|
80 |
1,015.33 |
788.90 |
226.43 |
22.8% |
14.77 |
1.5% |
91% |
False |
False |
|
100 |
1,015.33 |
788.90 |
226.43 |
22.8% |
15.10 |
1.5% |
91% |
False |
False |
|
120 |
1,015.33 |
788.90 |
226.43 |
22.8% |
15.18 |
1.5% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,088.32 |
2.618 |
1,058.71 |
1.618 |
1,040.57 |
1.000 |
1,029.36 |
0.618 |
1,022.43 |
HIGH |
1,011.22 |
0.618 |
1,004.29 |
0.500 |
1,002.15 |
0.382 |
1,000.01 |
LOW |
993.08 |
0.618 |
981.87 |
1.000 |
974.94 |
1.618 |
963.73 |
2.618 |
945.59 |
4.250 |
915.99 |
|
|
Fisher Pivots for day following 19-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
1,002.15 |
1,004.21 |
PP |
999.67 |
1,001.04 |
S1 |
997.18 |
997.87 |
|