Trading Metrics calculated at close of trading on 14-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2003 |
14-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
7,555.29 |
7,822.17 |
266.88 |
3.5% |
7,739.40 |
High |
7,824.34 |
7,931.63 |
107.29 |
1.4% |
7,931.63 |
Low |
7,555.29 |
7,799.48 |
244.19 |
3.2% |
7,416.64 |
Close |
7,821.75 |
7,859.71 |
37.96 |
0.5% |
7,859.71 |
Range |
269.05 |
132.15 |
-136.90 |
-50.9% |
514.99 |
ATR |
157.02 |
155.25 |
-1.78 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,260.06 |
8,192.03 |
7,932.39 |
|
R3 |
8,127.91 |
8,059.88 |
7,896.05 |
|
R2 |
7,995.76 |
7,995.76 |
7,883.94 |
|
R1 |
7,927.73 |
7,927.73 |
7,871.82 |
7,961.75 |
PP |
7,863.61 |
7,863.61 |
7,863.61 |
7,880.61 |
S1 |
7,795.58 |
7,795.58 |
7,847.60 |
7,829.60 |
S2 |
7,731.46 |
7,731.46 |
7,835.48 |
|
S3 |
7,599.31 |
7,663.43 |
7,823.37 |
|
S4 |
7,467.16 |
7,531.28 |
7,787.03 |
|
|
Weekly Pivots for week ending 14-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,280.96 |
9,085.33 |
8,142.95 |
|
R3 |
8,765.97 |
8,570.34 |
8,001.33 |
|
R2 |
8,250.98 |
8,250.98 |
7,954.12 |
|
R1 |
8,055.35 |
8,055.35 |
7,906.92 |
8,153.17 |
PP |
7,735.99 |
7,735.99 |
7,735.99 |
7,784.90 |
S1 |
7,540.36 |
7,540.36 |
7,812.50 |
7,638.18 |
S2 |
7,221.00 |
7,221.00 |
7,765.30 |
|
S3 |
6,706.01 |
7,025.37 |
7,718.09 |
|
S4 |
6,191.02 |
6,510.38 |
7,576.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,931.63 |
7,416.64 |
514.99 |
6.6% |
167.65 |
2.1% |
86% |
True |
False |
|
10 |
7,981.46 |
7,416.64 |
564.82 |
7.2% |
155.22 |
2.0% |
78% |
False |
False |
|
20 |
8,076.02 |
7,416.64 |
659.38 |
8.4% |
153.64 |
2.0% |
67% |
False |
False |
|
40 |
8,805.52 |
7,416.64 |
1,388.88 |
17.7% |
156.37 |
2.0% |
32% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
18.5% |
149.85 |
1.9% |
31% |
False |
False |
|
80 |
9,043.37 |
7,416.64 |
1,626.73 |
20.7% |
151.63 |
1.9% |
27% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
20.7% |
159.70 |
2.0% |
27% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.5% |
175.85 |
2.2% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,493.27 |
2.618 |
8,277.60 |
1.618 |
8,145.45 |
1.000 |
8,063.78 |
0.618 |
8,013.30 |
HIGH |
7,931.63 |
0.618 |
7,881.15 |
0.500 |
7,865.56 |
0.382 |
7,849.96 |
LOW |
7,799.48 |
0.618 |
7,717.81 |
1.000 |
7,667.33 |
1.618 |
7,585.66 |
2.618 |
7,453.51 |
4.250 |
7,237.84 |
|
|
Fisher Pivots for day following 14-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
7,865.56 |
7,797.85 |
PP |
7,863.61 |
7,735.99 |
S1 |
7,861.66 |
7,674.14 |
|