Trading Metrics calculated at close of trading on 02-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2003 |
02-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
7,992.83 |
8,070.98 |
78.15 |
1.0% |
8,514.82 |
High |
8,100.53 |
8,316.64 |
216.11 |
2.7% |
8,514.82 |
Low |
7,979.69 |
8,070.98 |
91.29 |
1.1% |
8,104.05 |
Close |
8,069.86 |
8,285.06 |
215.20 |
2.7% |
8,145.77 |
Range |
120.84 |
245.66 |
124.82 |
103.3% |
410.77 |
ATR |
167.54 |
173.20 |
5.66 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,961.21 |
8,868.79 |
8,420.17 |
|
R3 |
8,715.55 |
8,623.13 |
8,352.62 |
|
R2 |
8,469.89 |
8,469.89 |
8,330.10 |
|
R1 |
8,377.47 |
8,377.47 |
8,307.58 |
8,423.68 |
PP |
8,224.23 |
8,224.23 |
8,224.23 |
8,247.33 |
S1 |
8,131.81 |
8,131.81 |
8,262.54 |
8,178.02 |
S2 |
7,978.57 |
7,978.57 |
8,240.02 |
|
S3 |
7,732.91 |
7,886.15 |
8,217.50 |
|
S4 |
7,487.25 |
7,640.49 |
8,149.95 |
|
|
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 |
8,316.64 |
7,929.31 |
387.33 |
4.7% |
165.41 |
2.0% |
92% |
True |
False |
|
10 |
8,522.18 |
7,929.31 |
592.87 |
7.2% |
183.07 |
2.2% |
60% |
False |
False |
|
20 |
8,522.18 |
7,416.64 |
1,105.54 |
13.3% |
179.20 |
2.2% |
79% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.3% |
163.76 |
2.0% |
79% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.5% |
160.64 |
1.9% |
60% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.5% |
155.55 |
1.9% |
60% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.6% |
157.57 |
1.9% |
53% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
22.3% |
169.71 |
2.0% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,360.70 |
2.618 |
8,959.78 |
1.618 |
8,714.12 |
1.000 |
8,562.30 |
0.618 |
8,468.46 |
HIGH |
8,316.64 |
0.618 |
8,222.80 |
0.500 |
8,193.81 |
0.382 |
8,164.82 |
LOW |
8,070.98 |
0.618 |
7,919.16 |
1.000 |
7,825.32 |
1.618 |
7,673.50 |
2.618 |
7,427.84 |
4.250 |
7,026.93 |
|
|
Fisher Pivots for day following 02-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,254.64 |
8,231.03 |
PP |
8,224.23 |
8,177.00 |
S1 |
8,193.81 |
8,122.98 |
|