Trading Metrics calculated at close of trading on 10-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2003 |
10-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,299.28 |
8,198.99 |
-100.29 |
-1.2% |
8,142.83 |
High |
8,388.33 |
8,225.04 |
-163.29 |
-1.9% |
8,335.62 |
Low |
8,195.14 |
8,145.87 |
-49.27 |
-0.6% |
7,929.31 |
Close |
8,197.94 |
8,221.33 |
23.39 |
0.3% |
8,277.15 |
Range |
193.19 |
79.17 |
-114.02 |
-59.0% |
406.31 |
ATR |
164.20 |
158.12 |
-6.07 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,434.92 |
8,407.30 |
8,264.87 |
|
R3 |
8,355.75 |
8,328.13 |
8,243.10 |
|
R2 |
8,276.58 |
8,276.58 |
8,235.84 |
|
R1 |
8,248.96 |
8,248.96 |
8,228.59 |
8,262.77 |
PP |
8,197.41 |
8,197.41 |
8,197.41 |
8,204.32 |
S1 |
8,169.79 |
8,169.79 |
8,214.07 |
8,183.60 |
S2 |
8,118.24 |
8,118.24 |
8,206.82 |
|
S3 |
8,039.07 |
8,090.62 |
8,199.56 |
|
S4 |
7,959.90 |
8,011.45 |
8,177.79 |
|
|
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 |
8,145.87 |
374.34 |
4.6% |
136.31 |
1.7% |
20% |
False |
True |
|
10 |
8,520.21 |
7,929.31 |
590.90 |
7.2% |
145.89 |
1.8% |
49% |
False |
False |
|
20 |
8,522.18 |
7,779.73 |
742.45 |
9.0% |
167.90 |
2.0% |
59% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.4% |
161.29 |
2.0% |
73% |
False |
False |
|
60 |
8,854.61 |
7,416.64 |
1,437.97 |
17.5% |
160.55 |
2.0% |
56% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.7% |
155.12 |
1.9% |
55% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.8% |
154.80 |
1.9% |
49% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.8% |
161.50 |
2.0% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,561.51 |
2.618 |
8,432.31 |
1.618 |
8,353.14 |
1.000 |
8,304.21 |
0.618 |
8,273.97 |
HIGH |
8,225.04 |
0.618 |
8,194.80 |
0.500 |
8,185.46 |
0.382 |
8,176.11 |
LOW |
8,145.87 |
0.618 |
8,096.94 |
1.000 |
8,066.70 |
1.618 |
8,017.77 |
2.618 |
7,938.60 |
4.250 |
7,809.40 |
|
|
Fisher Pivots for day following 10-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,209.37 |
8,267.10 |
PP |
8,197.41 |
8,251.84 |
S1 |
8,185.46 |
8,236.59 |
|