Trading Metrics calculated at close of trading on 25-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2003 |
25-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
8,514.82 |
8,216.85 |
-297.97 |
-3.5% |
7,857.96 |
High |
8,514.82 |
8,337.72 |
-177.10 |
-2.1% |
8,522.18 |
Low |
8,185.20 |
8,180.72 |
-4.48 |
-0.1% |
7,779.73 |
Close |
8,214.68 |
8,280.23 |
65.55 |
0.8% |
8,521.97 |
Range |
329.62 |
157.00 |
-172.62 |
-52.4% |
742.45 |
ATR |
182.63 |
180.80 |
-1.83 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,737.22 |
8,665.73 |
8,366.58 |
|
R3 |
8,580.22 |
8,508.73 |
8,323.41 |
|
R2 |
8,423.22 |
8,423.22 |
8,309.01 |
|
R1 |
8,351.73 |
8,351.73 |
8,294.62 |
8,387.48 |
PP |
8,266.22 |
8,266.22 |
8,266.22 |
8,284.10 |
S1 |
8,194.73 |
8,194.73 |
8,265.84 |
8,230.48 |
S2 |
8,109.22 |
8,109.22 |
8,251.45 |
|
S3 |
7,952.22 |
8,037.73 |
8,237.06 |
|
S4 |
7,795.22 |
7,880.73 |
8,193.88 |
|
|
Weekly Pivots for week ending 21-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,501.98 |
10,254.42 |
8,930.32 |
|
R3 |
9,759.53 |
9,511.97 |
8,726.14 |
|
R2 |
9,017.08 |
9,017.08 |
8,658.09 |
|
R1 |
8,769.52 |
8,769.52 |
8,590.03 |
8,893.30 |
PP |
8,274.63 |
8,274.63 |
8,274.63 |
8,336.52 |
S1 |
8,027.07 |
8,027.07 |
8,453.91 |
8,150.85 |
S2 |
7,532.18 |
7,532.18 |
8,385.85 |
|
S3 |
6,789.73 |
7,284.62 |
8,317.80 |
|
S4 |
6,047.28 |
6,542.17 |
8,113.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,522.18 |
8,130.86 |
391.32 |
4.7% |
208.50 |
2.5% |
38% |
False |
False |
|
10 |
8,522.18 |
7,416.64 |
1,105.54 |
13.4% |
205.85 |
2.5% |
78% |
False |
False |
|
20 |
8,522.18 |
7,416.64 |
1,105.54 |
13.4% |
172.55 |
2.1% |
78% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.4% |
165.13 |
2.0% |
78% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.5% |
160.93 |
1.9% |
59% |
False |
False |
|
80 |
9,043.37 |
7,416.64 |
1,626.73 |
19.6% |
156.92 |
1.9% |
53% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.6% |
159.41 |
1.9% |
53% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
22.3% |
174.52 |
2.1% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,004.97 |
2.618 |
8,748.75 |
1.618 |
8,591.75 |
1.000 |
8,494.72 |
0.618 |
8,434.75 |
HIGH |
8,337.72 |
0.618 |
8,277.75 |
0.500 |
8,259.22 |
0.382 |
8,240.69 |
LOW |
8,180.72 |
0.618 |
8,083.69 |
1.000 |
8,023.72 |
1.618 |
7,926.69 |
2.618 |
7,769.69 |
4.250 |
7,513.47 |
|
|
Fisher Pivots for day following 25-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
8,273.23 |
8,351.45 |
PP |
8,266.22 |
8,327.71 |
S1 |
8,259.22 |
8,303.97 |
|