Trading Metrics calculated at close of trading on 28-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2003 |
28-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
8,226.39 |
8,198.85 |
-27.54 |
-0.3% |
8,514.82 |
High |
8,251.80 |
8,205.09 |
-46.71 |
-0.6% |
8,514.82 |
Low |
8,104.05 |
8,105.79 |
1.74 |
0.0% |
8,104.05 |
Close |
8,201.45 |
8,145.77 |
-55.68 |
-0.7% |
8,145.77 |
Range |
147.75 |
99.30 |
-48.45 |
-32.8% |
410.77 |
ATR |
172.90 |
167.64 |
-5.26 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,450.12 |
8,397.24 |
8,200.39 |
|
R3 |
8,350.82 |
8,297.94 |
8,173.08 |
|
R2 |
8,251.52 |
8,251.52 |
8,163.98 |
|
R1 |
8,198.64 |
8,198.64 |
8,154.87 |
8,175.43 |
PP |
8,152.22 |
8,152.22 |
8,152.22 |
8,140.61 |
S1 |
8,099.34 |
8,099.34 |
8,136.67 |
8,076.13 |
S2 |
8,052.92 |
8,052.92 |
8,127.57 |
|
S3 |
7,953.62 |
8,000.04 |
8,118.46 |
|
S4 |
7,854.32 |
7,900.74 |
8,091.16 |
|
|
Weekly Pivots for week ending 28-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,487.19 |
9,227.25 |
8,371.69 |
|
R3 |
9,076.42 |
8,816.48 |
8,258.73 |
|
R2 |
8,665.65 |
8,665.65 |
8,221.08 |
|
R1 |
8,405.71 |
8,405.71 |
8,183.42 |
8,330.30 |
PP |
8,254.88 |
8,254.88 |
8,254.88 |
8,217.17 |
S1 |
7,994.94 |
7,994.94 |
8,108.12 |
7,919.53 |
S2 |
7,844.11 |
7,844.11 |
8,070.46 |
|
S3 |
7,433.34 |
7,584.17 |
8,032.81 |
|
S4 |
7,022.57 |
7,173.40 |
7,919.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,514.82 |
8,104.05 |
410.77 |
5.0% |
166.19 |
2.0% |
10% |
False |
False |
|
10 |
8,522.18 |
7,779.73 |
742.45 |
9.1% |
186.62 |
2.3% |
49% |
False |
False |
|
20 |
8,522.18 |
7,416.64 |
1,105.54 |
13.6% |
170.92 |
2.1% |
66% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.6% |
160.28 |
2.0% |
66% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.8% |
160.09 |
2.0% |
50% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.8% |
154.02 |
1.9% |
50% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
20.0% |
157.43 |
1.9% |
45% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
22.7% |
171.05 |
2.1% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,627.12 |
2.618 |
8,465.06 |
1.618 |
8,365.76 |
1.000 |
8,304.39 |
0.618 |
8,266.46 |
HIGH |
8,205.09 |
0.618 |
8,167.16 |
0.500 |
8,155.44 |
0.382 |
8,143.72 |
LOW |
8,105.79 |
0.618 |
8,044.42 |
1.000 |
8,006.49 |
1.618 |
7,945.12 |
2.618 |
7,845.82 |
4.250 |
7,683.77 |
|
|
Fisher Pivots for day following 28-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
8,155.44 |
8,194.52 |
PP |
8,152.22 |
8,178.27 |
S1 |
8,148.99 |
8,162.02 |
|