Trading Metrics calculated at close of trading on 01-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2003 |
01-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,142.83 |
7,992.83 |
-150.00 |
-1.8% |
8,514.82 |
High |
8,142.83 |
8,100.53 |
-42.30 |
-0.5% |
8,514.82 |
Low |
7,929.31 |
7,979.69 |
50.38 |
0.6% |
8,104.05 |
Close |
7,992.13 |
8,069.86 |
77.73 |
1.0% |
8,145.77 |
Range |
213.52 |
120.84 |
-92.68 |
-43.4% |
410.77 |
ATR |
171.13 |
167.54 |
-3.59 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,412.55 |
8,362.04 |
8,136.32 |
|
R3 |
8,291.71 |
8,241.20 |
8,103.09 |
|
R2 |
8,170.87 |
8,170.87 |
8,092.01 |
|
R1 |
8,120.36 |
8,120.36 |
8,080.94 |
8,145.62 |
PP |
8,050.03 |
8,050.03 |
8,050.03 |
8,062.65 |
S1 |
7,999.52 |
7,999.52 |
8,058.78 |
8,024.78 |
S2 |
7,929.19 |
7,929.19 |
8,047.71 |
|
S3 |
7,808.35 |
7,878.68 |
8,036.63 |
|
S4 |
7,687.51 |
7,757.84 |
8,003.40 |
|
|
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 |
8,284.99 |
7,929.31 |
355.68 |
4.4% |
135.73 |
1.7% |
40% |
False |
False |
|
10 |
8,522.18 |
7,929.31 |
592.87 |
7.3% |
172.12 |
2.1% |
24% |
False |
False |
|
20 |
8,522.18 |
7,416.64 |
1,105.54 |
13.7% |
172.63 |
2.1% |
59% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.7% |
161.87 |
2.0% |
59% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
18.0% |
159.85 |
2.0% |
45% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
18.0% |
154.48 |
1.9% |
45% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
20.2% |
157.21 |
1.9% |
40% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
22.9% |
169.47 |
2.1% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,614.10 |
2.618 |
8,416.89 |
1.618 |
8,296.05 |
1.000 |
8,221.37 |
0.618 |
8,175.21 |
HIGH |
8,100.53 |
0.618 |
8,054.37 |
0.500 |
8,040.11 |
0.382 |
8,025.85 |
LOW |
7,979.69 |
0.618 |
7,905.01 |
1.000 |
7,858.85 |
1.618 |
7,784.17 |
2.618 |
7,663.33 |
4.250 |
7,466.12 |
|
|
Fisher Pivots for day following 01-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,059.94 |
8,068.97 |
PP |
8,050.03 |
8,068.09 |
S1 |
8,040.11 |
8,067.20 |
|