Trading Metrics calculated at close of trading on 11-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2003 |
11-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
1,024.74 |
1,046.45 |
21.71 |
2.1% |
1,089.93 |
High |
1,035.61 |
1,051.88 |
16.27 |
1.6% |
1,091.74 |
Low |
1,018.17 |
1,020.56 |
2.39 |
0.2% |
1,018.17 |
Close |
1,033.14 |
1,026.15 |
-6.99 |
-0.7% |
1,026.15 |
Range |
17.44 |
31.32 |
13.88 |
79.6% |
73.57 |
ATR |
26.69 |
27.02 |
0.33 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,126.82 |
1,107.81 |
1,043.38 |
|
R3 |
1,095.50 |
1,076.49 |
1,034.76 |
|
R2 |
1,064.18 |
1,064.18 |
1,031.89 |
|
R1 |
1,045.17 |
1,045.17 |
1,029.02 |
1,039.02 |
PP |
1,032.86 |
1,032.86 |
1,032.86 |
1,029.79 |
S1 |
1,013.85 |
1,013.85 |
1,023.28 |
1,007.70 |
S2 |
1,001.54 |
1,001.54 |
1,020.41 |
|
S3 |
970.22 |
982.53 |
1,017.54 |
|
S4 |
938.90 |
951.21 |
1,008.92 |
|
|
Weekly Pivots for week ending 11-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.06 |
1,219.68 |
1,066.61 |
|
R3 |
1,192.49 |
1,146.11 |
1,046.38 |
|
R2 |
1,118.92 |
1,118.92 |
1,039.64 |
|
R1 |
1,072.54 |
1,072.54 |
1,032.89 |
1,058.95 |
PP |
1,045.35 |
1,045.35 |
1,045.35 |
1,038.56 |
S1 |
998.97 |
998.97 |
1,019.41 |
985.38 |
S2 |
971.78 |
971.78 |
1,012.66 |
|
S3 |
898.21 |
925.40 |
1,005.92 |
|
S4 |
824.64 |
851.83 |
985.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,091.74 |
1,018.17 |
73.57 |
7.2% |
26.85 |
2.6% |
11% |
False |
False |
|
10 |
1,091.74 |
1,014.96 |
76.78 |
7.5% |
23.17 |
2.3% |
15% |
False |
False |
|
20 |
1,099.61 |
1,014.96 |
84.65 |
8.2% |
24.77 |
2.4% |
13% |
False |
False |
|
40 |
1,099.61 |
946.79 |
152.82 |
14.9% |
24.52 |
2.4% |
52% |
False |
False |
|
60 |
1,099.61 |
938.52 |
161.09 |
15.7% |
24.94 |
2.4% |
54% |
False |
False |
|
80 |
1,104.32 |
938.52 |
165.80 |
16.2% |
24.99 |
2.4% |
53% |
False |
False |
|
100 |
1,155.68 |
938.52 |
217.16 |
21.2% |
26.10 |
2.5% |
40% |
False |
False |
|
120 |
1,155.68 |
937.55 |
218.13 |
21.3% |
27.36 |
2.7% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,184.99 |
2.618 |
1,133.88 |
1.618 |
1,102.56 |
1.000 |
1,083.20 |
0.618 |
1,071.24 |
HIGH |
1,051.88 |
0.618 |
1,039.92 |
0.500 |
1,036.22 |
0.382 |
1,032.52 |
LOW |
1,020.56 |
0.618 |
1,001.20 |
1.000 |
989.24 |
1.618 |
969.88 |
2.618 |
938.56 |
4.250 |
887.45 |
|
|
Fisher Pivots for day following 11-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
1,036.22 |
1,037.03 |
PP |
1,032.86 |
1,033.40 |
S1 |
1,029.51 |
1,029.78 |
|