Trading Metrics calculated at close of trading on 20-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2003 |
20-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
8,193.04 |
8,264.68 |
71.64 |
0.9% |
7,739.40 |
High |
8,277.64 |
8,318.81 |
41.17 |
0.5% |
7,931.63 |
Low |
8,141.50 |
8,130.86 |
-10.64 |
-0.1% |
7,416.64 |
Close |
8,265.45 |
8,286.60 |
21.15 |
0.3% |
7,859.71 |
Range |
136.14 |
187.95 |
51.81 |
38.1% |
514.99 |
ATR |
164.08 |
165.79 |
1.70 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,809.27 |
8,735.89 |
8,389.97 |
|
R3 |
8,621.32 |
8,547.94 |
8,338.29 |
|
R2 |
8,433.37 |
8,433.37 |
8,321.06 |
|
R1 |
8,359.99 |
8,359.99 |
8,303.83 |
8,396.68 |
PP |
8,245.42 |
8,245.42 |
8,245.42 |
8,263.77 |
S1 |
8,172.04 |
8,172.04 |
8,269.37 |
8,208.73 |
S2 |
8,057.47 |
8,057.47 |
8,252.14 |
|
S3 |
7,869.52 |
7,984.09 |
8,234.91 |
|
S4 |
7,681.57 |
7,796.14 |
8,183.23 |
|
|
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 |
8,318.81 |
7,779.73 |
539.08 |
6.5% |
187.12 |
2.3% |
94% |
True |
False |
|
10 |
8,318.81 |
7,416.64 |
902.17 |
10.9% |
182.29 |
2.2% |
96% |
True |
False |
|
20 |
8,318.81 |
7,416.64 |
902.17 |
10.9% |
164.23 |
2.0% |
96% |
True |
False |
|
40 |
8,386.61 |
7,416.64 |
969.97 |
11.7% |
161.64 |
2.0% |
90% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.5% |
153.89 |
1.9% |
60% |
False |
False |
|
80 |
9,043.37 |
7,416.64 |
1,626.73 |
19.6% |
152.52 |
1.8% |
53% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.6% |
158.17 |
1.9% |
53% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
22.3% |
175.92 |
2.1% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,117.60 |
2.618 |
8,810.86 |
1.618 |
8,622.91 |
1.000 |
8,506.76 |
0.618 |
8,434.96 |
HIGH |
8,318.81 |
0.618 |
8,247.01 |
0.500 |
8,224.84 |
0.382 |
8,202.66 |
LOW |
8,130.86 |
0.618 |
8,014.71 |
1.000 |
7,942.91 |
1.618 |
7,826.76 |
2.618 |
7,638.81 |
4.250 |
7,332.07 |
|
|
Fisher Pivots for day following 20-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
8,266.01 |
8,260.22 |
PP |
8,245.42 |
8,233.84 |
S1 |
8,224.84 |
8,207.47 |
|