Trading Metrics calculated at close of trading on 31-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2003 |
31-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
8,198.85 |
8,142.83 |
-56.02 |
-0.7% |
8,514.82 |
High |
8,205.09 |
8,142.83 |
-62.26 |
-0.8% |
8,514.82 |
Low |
8,105.79 |
7,929.31 |
-176.48 |
-2.2% |
8,104.05 |
Close |
8,145.77 |
7,992.13 |
-153.64 |
-1.9% |
8,145.77 |
Range |
99.30 |
213.52 |
114.22 |
115.0% |
410.77 |
ATR |
167.64 |
171.13 |
3.49 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,661.98 |
8,540.58 |
8,109.57 |
|
R3 |
8,448.46 |
8,327.06 |
8,050.85 |
|
R2 |
8,234.94 |
8,234.94 |
8,031.28 |
|
R1 |
8,113.54 |
8,113.54 |
8,011.70 |
8,067.48 |
PP |
8,021.42 |
8,021.42 |
8,021.42 |
7,998.40 |
S1 |
7,900.02 |
7,900.02 |
7,972.56 |
7,853.96 |
S2 |
7,807.90 |
7,807.90 |
7,952.98 |
|
S3 |
7,594.38 |
7,686.50 |
7,933.41 |
|
S4 |
7,380.86 |
7,472.98 |
7,874.69 |
|
|
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 |
8,337.72 |
7,929.31 |
408.41 |
5.1% |
142.97 |
1.8% |
15% |
False |
True |
|
10 |
8,522.18 |
7,929.31 |
592.87 |
7.4% |
171.36 |
2.1% |
11% |
False |
True |
|
20 |
8,522.18 |
7,416.64 |
1,105.54 |
13.8% |
173.66 |
2.2% |
52% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.8% |
161.31 |
2.0% |
52% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
18.2% |
159.22 |
2.0% |
40% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
18.2% |
154.95 |
1.9% |
40% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
20.4% |
157.47 |
2.0% |
35% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
23.1% |
170.89 |
2.1% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,050.29 |
2.618 |
8,701.83 |
1.618 |
8,488.31 |
1.000 |
8,356.35 |
0.618 |
8,274.79 |
HIGH |
8,142.83 |
0.618 |
8,061.27 |
0.500 |
8,036.07 |
0.382 |
8,010.87 |
LOW |
7,929.31 |
0.618 |
7,797.35 |
1.000 |
7,715.79 |
1.618 |
7,583.83 |
2.618 |
7,370.31 |
4.250 |
7,021.85 |
|
|
Fisher Pivots for day following 31-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
8,036.07 |
8,090.56 |
PP |
8,021.42 |
8,057.75 |
S1 |
8,006.78 |
8,024.94 |
|