Trading Metrics calculated at close of trading on 17-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2003 |
17-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
7,822.17 |
7,857.96 |
35.79 |
0.5% |
7,739.40 |
High |
7,931.63 |
8,145.84 |
214.21 |
2.7% |
7,931.63 |
Low |
7,799.48 |
7,779.73 |
-19.75 |
-0.3% |
7,416.64 |
Close |
7,859.71 |
8,141.92 |
282.21 |
3.6% |
7,859.71 |
Range |
132.15 |
366.11 |
233.96 |
177.0% |
514.99 |
ATR |
155.25 |
170.31 |
15.06 |
9.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,120.83 |
8,997.48 |
8,343.28 |
|
R3 |
8,754.72 |
8,631.37 |
8,242.60 |
|
R2 |
8,388.61 |
8,388.61 |
8,209.04 |
|
R1 |
8,265.26 |
8,265.26 |
8,175.48 |
8,326.94 |
PP |
8,022.50 |
8,022.50 |
8,022.50 |
8,053.33 |
S1 |
7,899.15 |
7,899.15 |
8,108.36 |
7,960.83 |
S2 |
7,656.39 |
7,656.39 |
8,074.80 |
|
S3 |
7,290.28 |
7,533.04 |
8,041.24 |
|
S4 |
6,924.17 |
7,166.93 |
7,940.56 |
|
|
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 |
8,145.84 |
7,416.64 |
729.20 |
9.0% |
204.90 |
2.5% |
99% |
True |
False |
|
10 |
8,145.84 |
7,416.64 |
729.20 |
9.0% |
175.95 |
2.2% |
99% |
True |
False |
|
20 |
8,145.84 |
7,416.64 |
729.20 |
9.0% |
162.77 |
2.0% |
99% |
True |
False |
|
40 |
8,695.82 |
7,416.64 |
1,279.18 |
15.7% |
162.21 |
2.0% |
57% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.8% |
154.06 |
1.9% |
50% |
False |
False |
|
80 |
9,043.37 |
7,416.64 |
1,626.73 |
20.0% |
154.26 |
1.9% |
45% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
20.0% |
160.18 |
2.0% |
45% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
22.7% |
177.27 |
2.2% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,701.81 |
2.618 |
9,104.32 |
1.618 |
8,738.21 |
1.000 |
8,511.95 |
0.618 |
8,372.10 |
HIGH |
8,145.84 |
0.618 |
8,005.99 |
0.500 |
7,962.79 |
0.382 |
7,919.58 |
LOW |
7,779.73 |
0.618 |
7,553.47 |
1.000 |
7,413.62 |
1.618 |
7,187.36 |
2.618 |
6,821.25 |
4.250 |
6,223.76 |
|
|
Fisher Pivots for day following 17-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
8,082.21 |
8,044.80 |
PP |
8,022.50 |
7,947.68 |
S1 |
7,962.79 |
7,850.57 |
|