Trading Metrics calculated at close of trading on 11-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2003 |
11-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
7,739.40 |
7,568.53 |
-170.87 |
-2.2% |
7,890.24 |
High |
7,739.47 |
7,642.41 |
-97.06 |
-1.3% |
7,981.46 |
Low |
7,559.64 |
7,520.63 |
-39.01 |
-0.5% |
7,562.65 |
Close |
7,568.18 |
7,524.06 |
-44.12 |
-0.6% |
7,740.03 |
Range |
179.83 |
121.78 |
-58.05 |
-32.3% |
418.81 |
ATR |
151.24 |
149.14 |
-2.10 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,927.71 |
7,847.66 |
7,591.04 |
|
R3 |
7,805.93 |
7,725.88 |
7,557.55 |
|
R2 |
7,684.15 |
7,684.15 |
7,546.39 |
|
R1 |
7,604.10 |
7,604.10 |
7,535.22 |
7,583.24 |
PP |
7,562.37 |
7,562.37 |
7,562.37 |
7,551.93 |
S1 |
7,482.32 |
7,482.32 |
7,512.90 |
7,461.46 |
S2 |
7,440.59 |
7,440.59 |
7,501.73 |
|
S3 |
7,318.81 |
7,360.54 |
7,490.57 |
|
S4 |
7,197.03 |
7,238.76 |
7,457.08 |
|
|
Weekly Pivots for week ending 07-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,017.81 |
8,797.73 |
7,970.38 |
|
R3 |
8,599.00 |
8,378.92 |
7,855.20 |
|
R2 |
8,180.19 |
8,180.19 |
7,816.81 |
|
R1 |
7,960.11 |
7,960.11 |
7,778.42 |
7,860.75 |
PP |
7,761.38 |
7,761.38 |
7,761.38 |
7,711.70 |
S1 |
7,541.30 |
7,541.30 |
7,701.64 |
7,441.94 |
S2 |
7,342.57 |
7,342.57 |
7,663.25 |
|
S3 |
6,923.76 |
7,122.49 |
7,624.86 |
|
S4 |
6,504.95 |
6,703.68 |
7,509.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,777.42 |
7,520.63 |
256.79 |
3.4% |
143.08 |
1.9% |
1% |
False |
True |
|
10 |
7,981.46 |
7,520.63 |
460.83 |
6.1% |
139.25 |
1.9% |
1% |
False |
True |
|
20 |
8,076.02 |
7,520.63 |
555.39 |
7.4% |
148.45 |
2.0% |
1% |
False |
True |
|
40 |
8,869.29 |
7,520.63 |
1,348.66 |
17.9% |
152.25 |
2.0% |
0% |
False |
True |
|
60 |
8,869.29 |
7,520.63 |
1,348.66 |
17.9% |
147.74 |
2.0% |
0% |
False |
True |
|
80 |
9,043.37 |
7,520.63 |
1,522.74 |
20.2% |
150.67 |
2.0% |
0% |
False |
True |
|
100 |
9,043.37 |
7,520.63 |
1,522.74 |
20.2% |
161.16 |
2.1% |
0% |
False |
True |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
24.5% |
175.78 |
2.3% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,159.98 |
2.618 |
7,961.23 |
1.618 |
7,839.45 |
1.000 |
7,764.19 |
0.618 |
7,717.67 |
HIGH |
7,642.41 |
0.618 |
7,595.89 |
0.500 |
7,581.52 |
0.382 |
7,567.15 |
LOW |
7,520.63 |
0.618 |
7,445.37 |
1.000 |
7,398.85 |
1.618 |
7,323.59 |
2.618 |
7,201.81 |
4.250 |
7,003.07 |
|
|
Fisher Pivots for day following 11-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
7,581.52 |
7,632.23 |
PP |
7,562.37 |
7,596.17 |
S1 |
7,543.21 |
7,560.12 |
|