Trading Metrics calculated at close of trading on 13-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2003 |
13-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
7,517.76 |
7,555.29 |
37.53 |
0.5% |
7,890.24 |
High |
7,552.07 |
7,824.34 |
272.27 |
3.6% |
7,981.46 |
Low |
7,416.64 |
7,555.29 |
138.65 |
1.9% |
7,562.65 |
Close |
7,552.07 |
7,821.75 |
269.68 |
3.6% |
7,740.03 |
Range |
135.43 |
269.05 |
133.62 |
98.7% |
418.81 |
ATR |
148.16 |
157.02 |
8.87 |
6.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,540.94 |
8,450.40 |
7,969.73 |
|
R3 |
8,271.89 |
8,181.35 |
7,895.74 |
|
R2 |
8,002.84 |
8,002.84 |
7,871.08 |
|
R1 |
7,912.30 |
7,912.30 |
7,846.41 |
7,957.57 |
PP |
7,733.79 |
7,733.79 |
7,733.79 |
7,756.43 |
S1 |
7,643.25 |
7,643.25 |
7,797.09 |
7,688.52 |
S2 |
7,464.74 |
7,464.74 |
7,772.42 |
|
S3 |
7,195.69 |
7,374.20 |
7,747.76 |
|
S4 |
6,926.64 |
7,105.15 |
7,673.77 |
|
|
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 |
7,824.34 |
7,416.64 |
407.70 |
5.2% |
177.45 |
2.3% |
99% |
True |
False |
|
10 |
7,981.46 |
7,416.64 |
564.82 |
7.2% |
153.04 |
2.0% |
72% |
False |
False |
|
20 |
8,076.02 |
7,416.64 |
659.38 |
8.4% |
154.67 |
2.0% |
61% |
False |
False |
|
40 |
8,854.61 |
7,416.64 |
1,437.97 |
18.4% |
156.88 |
2.0% |
28% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
18.6% |
150.86 |
1.9% |
28% |
False |
False |
|
80 |
9,043.37 |
7,416.64 |
1,626.73 |
20.8% |
151.52 |
1.9% |
25% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
20.8% |
160.22 |
2.0% |
25% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.6% |
175.55 |
2.2% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,967.80 |
2.618 |
8,528.71 |
1.618 |
8,259.66 |
1.000 |
8,093.39 |
0.618 |
7,990.61 |
HIGH |
7,824.34 |
0.618 |
7,721.56 |
0.500 |
7,689.82 |
0.382 |
7,658.07 |
LOW |
7,555.29 |
0.618 |
7,389.02 |
1.000 |
7,286.24 |
1.618 |
7,119.97 |
2.618 |
6,850.92 |
4.250 |
6,411.83 |
|
|
Fisher Pivots for day following 13-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
7,777.77 |
7,754.66 |
PP |
7,733.79 |
7,687.58 |
S1 |
7,689.82 |
7,620.49 |
|