Trading Metrics calculated at close of trading on 03-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2003 |
03-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,070.98 |
8,285.76 |
214.78 |
2.7% |
8,514.82 |
High |
8,316.64 |
8,335.62 |
18.98 |
0.2% |
8,514.82 |
Low |
8,070.98 |
8,237.54 |
166.56 |
2.1% |
8,104.05 |
Close |
8,285.06 |
8,240.38 |
-44.68 |
-0.5% |
8,145.77 |
Range |
245.66 |
98.08 |
-147.58 |
-60.1% |
410.77 |
ATR |
173.20 |
167.83 |
-5.37 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,565.42 |
8,500.98 |
8,294.32 |
|
R3 |
8,467.34 |
8,402.90 |
8,267.35 |
|
R2 |
8,369.26 |
8,369.26 |
8,258.36 |
|
R1 |
8,304.82 |
8,304.82 |
8,249.37 |
8,288.00 |
PP |
8,271.18 |
8,271.18 |
8,271.18 |
8,262.77 |
S1 |
8,206.74 |
8,206.74 |
8,231.39 |
8,189.92 |
S2 |
8,173.10 |
8,173.10 |
8,222.40 |
|
S3 |
8,075.02 |
8,108.66 |
8,213.41 |
|
S4 |
7,976.94 |
8,010.58 |
8,186.44 |
|
|
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 |
8,335.62 |
7,929.31 |
406.31 |
4.9% |
155.48 |
1.9% |
77% |
True |
False |
|
10 |
8,522.18 |
7,929.31 |
592.87 |
7.2% |
174.08 |
2.1% |
52% |
False |
False |
|
20 |
8,522.18 |
7,416.64 |
1,105.54 |
13.4% |
178.18 |
2.2% |
75% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.4% |
161.60 |
2.0% |
75% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.6% |
160.78 |
2.0% |
57% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.6% |
154.55 |
1.9% |
57% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.7% |
156.39 |
1.9% |
51% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.7% |
167.49 |
2.0% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,752.46 |
2.618 |
8,592.39 |
1.618 |
8,494.31 |
1.000 |
8,433.70 |
0.618 |
8,396.23 |
HIGH |
8,335.62 |
0.618 |
8,298.15 |
0.500 |
8,286.58 |
0.382 |
8,275.01 |
LOW |
8,237.54 |
0.618 |
8,176.93 |
1.000 |
8,139.46 |
1.618 |
8,078.85 |
2.618 |
7,980.77 |
4.250 |
7,820.70 |
|
|
Fisher Pivots for day following 03-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,286.58 |
8,212.81 |
PP |
8,271.18 |
8,185.23 |
S1 |
8,255.78 |
8,157.66 |
|