Trading Metrics calculated at close of trading on 26-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2003 |
26-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
8,216.85 |
8,279.88 |
63.03 |
0.8% |
7,857.96 |
High |
8,337.72 |
8,284.99 |
-52.73 |
-0.6% |
8,522.18 |
Low |
8,180.72 |
8,187.73 |
7.01 |
0.1% |
7,779.73 |
Close |
8,280.23 |
8,229.88 |
-50.35 |
-0.6% |
8,521.97 |
Range |
157.00 |
97.26 |
-59.74 |
-38.1% |
742.45 |
ATR |
180.80 |
174.83 |
-5.97 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,525.98 |
8,475.19 |
8,283.37 |
|
R3 |
8,428.72 |
8,377.93 |
8,256.63 |
|
R2 |
8,331.46 |
8,331.46 |
8,247.71 |
|
R1 |
8,280.67 |
8,280.67 |
8,238.80 |
8,257.44 |
PP |
8,234.20 |
8,234.20 |
8,234.20 |
8,222.58 |
S1 |
8,183.41 |
8,183.41 |
8,220.96 |
8,160.18 |
S2 |
8,136.94 |
8,136.94 |
8,212.05 |
|
S3 |
8,039.68 |
8,086.15 |
8,203.13 |
|
S4 |
7,942.42 |
7,988.89 |
8,176.39 |
|
|
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 |
4.8% |
200.73 |
2.4% |
25% |
False |
False |
|
10 |
8,522.18 |
7,555.29 |
966.89 |
11.7% |
202.03 |
2.5% |
70% |
False |
False |
|
20 |
8,522.18 |
7,416.64 |
1,105.54 |
13.4% |
170.82 |
2.1% |
74% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.4% |
164.49 |
2.0% |
74% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.7% |
159.82 |
1.9% |
56% |
False |
False |
|
80 |
9,043.37 |
7,416.64 |
1,626.73 |
19.8% |
154.87 |
1.9% |
50% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.8% |
158.86 |
1.9% |
50% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
22.4% |
173.44 |
2.1% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,698.35 |
2.618 |
8,539.62 |
1.618 |
8,442.36 |
1.000 |
8,382.25 |
0.618 |
8,345.10 |
HIGH |
8,284.99 |
0.618 |
8,247.84 |
0.500 |
8,236.36 |
0.382 |
8,224.88 |
LOW |
8,187.73 |
0.618 |
8,127.62 |
1.000 |
8,090.47 |
1.618 |
8,030.36 |
2.618 |
7,933.10 |
4.250 |
7,774.38 |
|
|
Fisher Pivots for day following 26-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
8,236.36 |
8,347.77 |
PP |
8,234.20 |
8,308.47 |
S1 |
8,232.04 |
8,269.18 |
|