Trading Metrics calculated at close of trading on 08-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2003 |
08-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,284.15 |
8,299.12 |
14.97 |
0.2% |
8,142.83 |
High |
8,520.21 |
8,342.83 |
-177.38 |
-2.1% |
8,335.62 |
Low |
8,284.15 |
8,260.48 |
-23.67 |
-0.3% |
7,929.31 |
Close |
8,300.41 |
8,298.92 |
-1.49 |
0.0% |
8,277.15 |
Range |
236.06 |
82.35 |
-153.71 |
-65.1% |
406.31 |
ATR |
168.09 |
161.97 |
-6.12 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,547.79 |
8,505.71 |
8,344.21 |
|
R3 |
8,465.44 |
8,423.36 |
8,321.57 |
|
R2 |
8,383.09 |
8,383.09 |
8,314.02 |
|
R1 |
8,341.01 |
8,341.01 |
8,306.47 |
8,320.88 |
PP |
8,300.74 |
8,300.74 |
8,300.74 |
8,290.68 |
S1 |
8,258.66 |
8,258.66 |
8,291.37 |
8,238.53 |
S2 |
8,218.39 |
8,218.39 |
8,283.82 |
|
S3 |
8,136.04 |
8,176.31 |
8,276.27 |
|
S4 |
8,053.69 |
8,093.96 |
8,253.63 |
|
|
Weekly Pivots for week ending 04-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,399.62 |
9,244.70 |
8,500.62 |
|
R3 |
8,993.31 |
8,838.39 |
8,388.89 |
|
R2 |
8,587.00 |
8,587.00 |
8,351.64 |
|
R1 |
8,432.08 |
8,432.08 |
8,314.40 |
8,509.54 |
PP |
8,180.69 |
8,180.69 |
8,180.69 |
8,219.43 |
S1 |
8,025.77 |
8,025.77 |
8,239.90 |
8,103.23 |
S2 |
7,774.38 |
7,774.38 |
8,202.66 |
|
S3 |
7,368.07 |
7,619.46 |
8,165.41 |
|
S4 |
6,961.76 |
7,213.15 |
8,053.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,520.21 |
8,070.98 |
449.23 |
5.4% |
150.58 |
1.8% |
51% |
False |
False |
|
10 |
8,520.21 |
7,929.31 |
590.90 |
7.1% |
143.16 |
1.7% |
63% |
False |
False |
|
20 |
8,522.18 |
7,416.64 |
1,105.54 |
13.3% |
174.50 |
2.1% |
80% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.3% |
161.47 |
1.9% |
80% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.5% |
159.67 |
1.9% |
61% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.5% |
154.43 |
1.9% |
61% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.6% |
155.43 |
1.9% |
54% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.6% |
163.39 |
2.0% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,692.82 |
2.618 |
8,558.42 |
1.618 |
8,476.07 |
1.000 |
8,425.18 |
0.618 |
8,393.72 |
HIGH |
8,342.83 |
0.618 |
8,311.37 |
0.500 |
8,301.66 |
0.382 |
8,291.94 |
LOW |
8,260.48 |
0.618 |
8,209.59 |
1.000 |
8,178.13 |
1.618 |
8,127.24 |
2.618 |
8,044.89 |
4.250 |
7,910.49 |
|
|
Fisher Pivots for day following 08-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,301.66 |
8,367.66 |
PP |
8,300.74 |
8,344.74 |
S1 |
8,299.83 |
8,321.83 |
|