Trading Metrics calculated at close of trading on 14-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2003 |
14-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
1,046.45 |
1,028.00 |
-18.45 |
-1.8% |
1,089.93 |
High |
1,051.88 |
1,050.51 |
-1.37 |
-0.1% |
1,091.74 |
Low |
1,020.56 |
1,025.80 |
5.24 |
0.5% |
1,018.17 |
Close |
1,026.15 |
1,048.31 |
22.16 |
2.2% |
1,026.15 |
Range |
31.32 |
24.71 |
-6.61 |
-21.1% |
73.57 |
ATR |
27.02 |
26.86 |
-0.17 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,115.67 |
1,106.70 |
1,061.90 |
|
R3 |
1,090.96 |
1,081.99 |
1,055.11 |
|
R2 |
1,066.25 |
1,066.25 |
1,052.84 |
|
R1 |
1,057.28 |
1,057.28 |
1,050.58 |
1,061.77 |
PP |
1,041.54 |
1,041.54 |
1,041.54 |
1,043.78 |
S1 |
1,032.57 |
1,032.57 |
1,046.04 |
1,037.06 |
S2 |
1,016.83 |
1,016.83 |
1,043.78 |
|
S3 |
992.12 |
1,007.86 |
1,041.51 |
|
S4 |
967.41 |
983.15 |
1,034.72 |
|
|
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 |
1,056.03 |
1,018.17 |
37.86 |
3.6% |
24.09 |
2.3% |
80% |
False |
False |
|
10 |
1,091.74 |
1,015.46 |
76.28 |
7.3% |
23.84 |
2.3% |
43% |
False |
False |
|
20 |
1,099.61 |
1,014.96 |
84.65 |
8.1% |
23.08 |
2.2% |
39% |
False |
False |
|
40 |
1,099.61 |
946.79 |
152.82 |
14.6% |
24.40 |
2.3% |
66% |
False |
False |
|
60 |
1,099.61 |
938.52 |
161.09 |
15.4% |
24.91 |
2.4% |
68% |
False |
False |
|
80 |
1,104.32 |
938.52 |
165.80 |
15.8% |
25.06 |
2.4% |
66% |
False |
False |
|
100 |
1,155.68 |
938.52 |
217.16 |
20.7% |
26.04 |
2.5% |
51% |
False |
False |
|
120 |
1,155.68 |
938.52 |
217.16 |
20.7% |
27.19 |
2.6% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,155.53 |
2.618 |
1,115.20 |
1.618 |
1,090.49 |
1.000 |
1,075.22 |
0.618 |
1,065.78 |
HIGH |
1,050.51 |
0.618 |
1,041.07 |
0.500 |
1,038.16 |
0.382 |
1,035.24 |
LOW |
1,025.80 |
0.618 |
1,010.53 |
1.000 |
1,001.09 |
1.618 |
985.82 |
2.618 |
961.11 |
4.250 |
920.78 |
|
|
Fisher Pivots for day following 14-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
1,044.93 |
1,043.88 |
PP |
1,041.54 |
1,039.45 |
S1 |
1,038.16 |
1,035.03 |
|