Trading Metrics calculated at close of trading on 09-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2003 |
09-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,299.12 |
8,299.28 |
0.16 |
0.0% |
8,142.83 |
High |
8,342.83 |
8,388.33 |
45.50 |
0.5% |
8,335.62 |
Low |
8,260.48 |
8,195.14 |
-65.34 |
-0.8% |
7,929.31 |
Close |
8,298.92 |
8,197.94 |
-100.98 |
-1.2% |
8,277.15 |
Range |
82.35 |
193.19 |
110.84 |
134.6% |
406.31 |
ATR |
161.97 |
164.20 |
2.23 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,840.04 |
8,712.18 |
8,304.19 |
|
R3 |
8,646.85 |
8,518.99 |
8,251.07 |
|
R2 |
8,453.66 |
8,453.66 |
8,233.36 |
|
R1 |
8,325.80 |
8,325.80 |
8,215.65 |
8,293.14 |
PP |
8,260.47 |
8,260.47 |
8,260.47 |
8,244.14 |
S1 |
8,132.61 |
8,132.61 |
8,180.23 |
8,099.95 |
S2 |
8,067.28 |
8,067.28 |
8,162.52 |
|
S3 |
7,874.09 |
7,939.42 |
8,144.81 |
|
S4 |
7,680.90 |
7,746.23 |
8,091.69 |
|
|
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 |
8,195.14 |
325.07 |
4.0% |
140.09 |
1.7% |
1% |
False |
True |
|
10 |
8,520.21 |
7,929.31 |
590.90 |
7.2% |
152.75 |
1.9% |
45% |
False |
False |
|
20 |
8,522.18 |
7,555.29 |
966.89 |
11.8% |
177.39 |
2.2% |
66% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.5% |
161.83 |
2.0% |
71% |
False |
False |
|
60 |
8,854.61 |
7,416.64 |
1,437.97 |
17.5% |
160.85 |
2.0% |
54% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.7% |
155.55 |
1.9% |
54% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.8% |
155.42 |
1.9% |
48% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.8% |
163.17 |
2.0% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,209.39 |
2.618 |
8,894.10 |
1.618 |
8,700.91 |
1.000 |
8,581.52 |
0.618 |
8,507.72 |
HIGH |
8,388.33 |
0.618 |
8,314.53 |
0.500 |
8,291.74 |
0.382 |
8,268.94 |
LOW |
8,195.14 |
0.618 |
8,075.75 |
1.000 |
8,001.95 |
1.618 |
7,882.56 |
2.618 |
7,689.37 |
4.250 |
7,374.08 |
|
|
Fisher Pivots for day following 09-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,291.74 |
8,357.68 |
PP |
8,260.47 |
8,304.43 |
S1 |
8,229.21 |
8,251.19 |
|