Trading Metrics calculated at close of trading on 17-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2003 |
17-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
1,070.64 |
1,051.36 |
-19.28 |
-1.8% |
1,089.93 |
High |
1,078.23 |
1,084.81 |
6.58 |
0.6% |
1,091.74 |
Low |
1,051.52 |
1,051.36 |
-0.16 |
0.0% |
1,018.17 |
Close |
1,054.89 |
1,083.56 |
28.67 |
2.7% |
1,026.15 |
Range |
26.71 |
33.45 |
6.74 |
25.2% |
73.57 |
ATR |
26.29 |
26.81 |
0.51 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.59 |
1,162.03 |
1,101.96 |
|
R3 |
1,140.14 |
1,128.58 |
1,092.76 |
|
R2 |
1,106.69 |
1,106.69 |
1,089.69 |
|
R1 |
1,095.13 |
1,095.13 |
1,086.63 |
1,100.91 |
PP |
1,073.24 |
1,073.24 |
1,073.24 |
1,076.14 |
S1 |
1,061.68 |
1,061.68 |
1,080.49 |
1,067.46 |
S2 |
1,039.79 |
1,039.79 |
1,077.43 |
|
S3 |
1,006.34 |
1,028.23 |
1,074.36 |
|
S4 |
972.89 |
994.78 |
1,065.16 |
|
|
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 |
1,084.81 |
1,020.56 |
64.25 |
5.9% |
26.95 |
2.5% |
98% |
True |
False |
|
10 |
1,091.74 |
1,018.17 |
73.57 |
6.8% |
26.08 |
2.4% |
89% |
False |
False |
|
20 |
1,099.61 |
1,014.96 |
84.65 |
7.8% |
23.04 |
2.1% |
81% |
False |
False |
|
40 |
1,099.61 |
946.79 |
152.82 |
14.1% |
24.83 |
2.3% |
89% |
False |
False |
|
60 |
1,099.61 |
938.52 |
161.09 |
14.9% |
25.10 |
2.3% |
90% |
False |
False |
|
80 |
1,104.32 |
938.52 |
165.80 |
15.3% |
25.15 |
2.3% |
87% |
False |
False |
|
100 |
1,155.68 |
938.52 |
217.16 |
20.0% |
25.74 |
2.4% |
67% |
False |
False |
|
120 |
1,155.68 |
938.52 |
217.16 |
20.0% |
27.02 |
2.5% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,226.97 |
2.618 |
1,172.38 |
1.618 |
1,138.93 |
1.000 |
1,118.26 |
0.618 |
1,105.48 |
HIGH |
1,084.81 |
0.618 |
1,072.03 |
0.500 |
1,068.09 |
0.382 |
1,064.14 |
LOW |
1,051.36 |
0.618 |
1,030.69 |
1.000 |
1,017.91 |
1.618 |
997.24 |
2.618 |
963.79 |
4.250 |
909.20 |
|
|
Fisher Pivots for day following 17-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
1,078.40 |
1,076.51 |
PP |
1,073.24 |
1,069.45 |
S1 |
1,068.09 |
1,062.40 |
|