Trading Metrics calculated at close of trading on 12-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2003 |
12-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
7,568.53 |
7,517.76 |
-50.77 |
-0.7% |
7,890.24 |
High |
7,642.41 |
7,552.07 |
-90.34 |
-1.2% |
7,981.46 |
Low |
7,520.63 |
7,416.64 |
-103.99 |
-1.4% |
7,562.65 |
Close |
7,524.06 |
7,552.07 |
28.01 |
0.4% |
7,740.03 |
Range |
121.78 |
135.43 |
13.65 |
11.2% |
418.81 |
ATR |
149.14 |
148.16 |
-0.98 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,913.22 |
7,868.07 |
7,626.56 |
|
R3 |
7,777.79 |
7,732.64 |
7,589.31 |
|
R2 |
7,642.36 |
7,642.36 |
7,576.90 |
|
R1 |
7,597.21 |
7,597.21 |
7,564.48 |
7,619.79 |
PP |
7,506.93 |
7,506.93 |
7,506.93 |
7,518.21 |
S1 |
7,461.78 |
7,461.78 |
7,539.66 |
7,484.36 |
S2 |
7,371.50 |
7,371.50 |
7,527.24 |
|
S3 |
7,236.07 |
7,326.35 |
7,514.83 |
|
S4 |
7,100.64 |
7,190.92 |
7,477.58 |
|
|
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 |
7,416.64 |
360.78 |
4.8% |
147.31 |
2.0% |
38% |
False |
True |
|
10 |
7,981.46 |
7,416.64 |
564.82 |
7.5% |
139.60 |
1.8% |
24% |
False |
True |
|
20 |
8,076.02 |
7,416.64 |
659.38 |
8.7% |
146.27 |
1.9% |
21% |
False |
True |
|
40 |
8,854.61 |
7,416.64 |
1,437.97 |
19.0% |
152.58 |
2.0% |
9% |
False |
True |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
19.2% |
148.26 |
2.0% |
9% |
False |
True |
|
80 |
9,043.37 |
7,416.64 |
1,626.73 |
21.5% |
149.92 |
2.0% |
8% |
False |
True |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
21.5% |
160.33 |
2.1% |
8% |
False |
True |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
24.4% |
175.23 |
2.3% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,127.65 |
2.618 |
7,906.63 |
1.618 |
7,771.20 |
1.000 |
7,687.50 |
0.618 |
7,635.77 |
HIGH |
7,552.07 |
0.618 |
7,500.34 |
0.500 |
7,484.36 |
0.382 |
7,468.37 |
LOW |
7,416.64 |
0.618 |
7,332.94 |
1.000 |
7,281.21 |
1.618 |
7,197.51 |
2.618 |
7,062.08 |
4.250 |
6,841.06 |
|
|
Fisher Pivots for day following 12-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
7,529.50 |
7,578.06 |
PP |
7,506.93 |
7,569.39 |
S1 |
7,484.36 |
7,560.73 |
|