Trading Metrics calculated at close of trading on 16-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2003 |
16-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
1,044.33 |
1,070.64 |
26.31 |
2.5% |
1,089.93 |
High |
1,058.54 |
1,078.23 |
19.69 |
1.9% |
1,091.74 |
Low |
1,039.99 |
1,051.52 |
11.53 |
1.1% |
1,018.17 |
Close |
1,053.08 |
1,054.89 |
1.81 |
0.2% |
1,026.15 |
Range |
18.55 |
26.71 |
8.16 |
44.0% |
73.57 |
ATR |
26.26 |
26.29 |
0.03 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,141.68 |
1,124.99 |
1,069.58 |
|
R3 |
1,114.97 |
1,098.28 |
1,062.24 |
|
R2 |
1,088.26 |
1,088.26 |
1,059.79 |
|
R1 |
1,071.57 |
1,071.57 |
1,057.34 |
1,066.56 |
PP |
1,061.55 |
1,061.55 |
1,061.55 |
1,059.04 |
S1 |
1,044.86 |
1,044.86 |
1,052.44 |
1,039.85 |
S2 |
1,034.84 |
1,034.84 |
1,049.99 |
|
S3 |
1,008.13 |
1,018.15 |
1,047.54 |
|
S4 |
981.42 |
991.44 |
1,040.20 |
|
|
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 |
1,078.23 |
1,018.17 |
60.06 |
5.7% |
23.75 |
2.3% |
61% |
True |
False |
|
10 |
1,091.74 |
1,018.17 |
73.57 |
7.0% |
24.81 |
2.4% |
50% |
False |
False |
|
20 |
1,099.61 |
1,014.96 |
84.65 |
8.0% |
23.18 |
2.2% |
47% |
False |
False |
|
40 |
1,099.61 |
946.79 |
152.82 |
14.5% |
24.38 |
2.3% |
71% |
False |
False |
|
60 |
1,099.61 |
938.52 |
161.09 |
15.3% |
24.94 |
2.4% |
72% |
False |
False |
|
80 |
1,104.32 |
938.52 |
165.80 |
15.7% |
24.90 |
2.4% |
70% |
False |
False |
|
100 |
1,155.68 |
938.52 |
217.16 |
20.6% |
25.79 |
2.4% |
54% |
False |
False |
|
120 |
1,155.68 |
938.52 |
217.16 |
20.6% |
27.04 |
2.6% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,191.75 |
2.618 |
1,148.16 |
1.618 |
1,121.45 |
1.000 |
1,104.94 |
0.618 |
1,094.74 |
HIGH |
1,078.23 |
0.618 |
1,068.03 |
0.500 |
1,064.88 |
0.382 |
1,061.72 |
LOW |
1,051.52 |
0.618 |
1,035.01 |
1.000 |
1,024.81 |
1.618 |
1,008.30 |
2.618 |
981.59 |
4.250 |
938.00 |
|
|
Fisher Pivots for day following 16-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
1,064.88 |
1,053.93 |
PP |
1,061.55 |
1,052.97 |
S1 |
1,058.22 |
1,052.02 |
|