Trading Metrics calculated at close of trading on 18-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2003 |
18-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
7,857.96 |
8,142.69 |
284.73 |
3.6% |
7,739.40 |
High |
8,145.84 |
8,209.36 |
63.52 |
0.8% |
7,931.63 |
Low |
7,779.73 |
8,096.12 |
316.39 |
4.1% |
7,416.64 |
Close |
8,141.92 |
8,194.23 |
52.31 |
0.6% |
7,859.71 |
Range |
366.11 |
113.24 |
-252.87 |
-69.1% |
514.99 |
ATR |
170.31 |
166.23 |
-4.08 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,506.29 |
8,463.50 |
8,256.51 |
|
R3 |
8,393.05 |
8,350.26 |
8,225.37 |
|
R2 |
8,279.81 |
8,279.81 |
8,214.99 |
|
R1 |
8,237.02 |
8,237.02 |
8,204.61 |
8,258.42 |
PP |
8,166.57 |
8,166.57 |
8,166.57 |
8,177.27 |
S1 |
8,123.78 |
8,123.78 |
8,183.85 |
8,145.18 |
S2 |
8,053.33 |
8,053.33 |
8,173.47 |
|
S3 |
7,940.09 |
8,010.54 |
8,163.09 |
|
S4 |
7,826.85 |
7,897.30 |
8,131.95 |
|
|
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 |
8,209.36 |
7,416.64 |
792.72 |
9.7% |
203.20 |
2.5% |
98% |
True |
False |
|
10 |
8,209.36 |
7,416.64 |
792.72 |
9.7% |
173.14 |
2.1% |
98% |
True |
False |
|
20 |
8,209.36 |
7,416.64 |
792.72 |
9.7% |
160.09 |
2.0% |
98% |
True |
False |
|
40 |
8,623.49 |
7,416.64 |
1,206.85 |
14.7% |
161.62 |
2.0% |
64% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.7% |
153.89 |
1.9% |
54% |
False |
False |
|
80 |
9,043.37 |
7,416.64 |
1,626.73 |
19.9% |
153.91 |
1.9% |
48% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.9% |
159.74 |
1.9% |
48% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
22.5% |
176.50 |
2.2% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,690.63 |
2.618 |
8,505.82 |
1.618 |
8,392.58 |
1.000 |
8,322.60 |
0.618 |
8,279.34 |
HIGH |
8,209.36 |
0.618 |
8,166.10 |
0.500 |
8,152.74 |
0.382 |
8,139.38 |
LOW |
8,096.12 |
0.618 |
8,026.14 |
1.000 |
7,982.88 |
1.618 |
7,912.90 |
2.618 |
7,799.66 |
4.250 |
7,614.85 |
|
|
Fisher Pivots for day following 18-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
8,180.40 |
8,127.67 |
PP |
8,166.57 |
8,061.11 |
S1 |
8,152.74 |
7,994.55 |
|