Trading Metrics calculated at close of trading on 15-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2003 |
15-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
1,028.00 |
1,044.33 |
16.33 |
1.6% |
1,089.93 |
High |
1,050.51 |
1,058.54 |
8.03 |
0.8% |
1,091.74 |
Low |
1,025.80 |
1,039.99 |
14.19 |
1.4% |
1,018.17 |
Close |
1,048.31 |
1,053.08 |
4.77 |
0.5% |
1,026.15 |
Range |
24.71 |
18.55 |
-6.16 |
-24.9% |
73.57 |
ATR |
26.86 |
26.26 |
-0.59 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.19 |
1,098.18 |
1,063.28 |
|
R3 |
1,087.64 |
1,079.63 |
1,058.18 |
|
R2 |
1,069.09 |
1,069.09 |
1,056.48 |
|
R1 |
1,061.08 |
1,061.08 |
1,054.78 |
1,065.09 |
PP |
1,050.54 |
1,050.54 |
1,050.54 |
1,052.54 |
S1 |
1,042.53 |
1,042.53 |
1,051.38 |
1,046.54 |
S2 |
1,031.99 |
1,031.99 |
1,049.68 |
|
S3 |
1,013.44 |
1,023.98 |
1,047.98 |
|
S4 |
994.89 |
1,005.43 |
1,042.88 |
|
|
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 |
1,058.54 |
1,018.17 |
40.37 |
3.8% |
24.89 |
2.4% |
86% |
True |
False |
|
10 |
1,091.74 |
1,018.17 |
73.57 |
7.0% |
24.09 |
2.3% |
47% |
False |
False |
|
20 |
1,099.61 |
1,014.96 |
84.65 |
8.0% |
23.06 |
2.2% |
45% |
False |
False |
|
40 |
1,099.61 |
946.79 |
152.82 |
14.5% |
24.22 |
2.3% |
70% |
False |
False |
|
60 |
1,099.61 |
938.52 |
161.09 |
15.3% |
24.82 |
2.4% |
71% |
False |
False |
|
80 |
1,104.32 |
938.52 |
165.80 |
15.7% |
25.01 |
2.4% |
69% |
False |
False |
|
100 |
1,155.68 |
938.52 |
217.16 |
20.6% |
25.95 |
2.5% |
53% |
False |
False |
|
120 |
1,155.68 |
938.52 |
217.16 |
20.6% |
27.12 |
2.6% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,137.38 |
2.618 |
1,107.10 |
1.618 |
1,088.55 |
1.000 |
1,077.09 |
0.618 |
1,070.00 |
HIGH |
1,058.54 |
0.618 |
1,051.45 |
0.500 |
1,049.27 |
0.382 |
1,047.08 |
LOW |
1,039.99 |
0.618 |
1,028.53 |
1.000 |
1,021.44 |
1.618 |
1,009.98 |
2.618 |
991.43 |
4.250 |
961.15 |
|
|
Fisher Pivots for day following 15-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
1,051.81 |
1,048.57 |
PP |
1,050.54 |
1,044.06 |
S1 |
1,049.27 |
1,039.55 |
|