Trading Metrics calculated at close of trading on 11-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2003 |
11-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,198.99 |
8,223.22 |
24.23 |
0.3% |
8,284.15 |
High |
8,225.04 |
8,337.65 |
112.61 |
1.4% |
8,520.21 |
Low |
8,145.87 |
8,179.74 |
33.87 |
0.4% |
8,145.87 |
Close |
8,221.33 |
8,203.41 |
-17.92 |
-0.2% |
8,203.41 |
Range |
79.17 |
157.91 |
78.74 |
99.5% |
374.34 |
ATR |
158.12 |
158.11 |
-0.02 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,714.00 |
8,616.61 |
8,290.26 |
|
R3 |
8,556.09 |
8,458.70 |
8,246.84 |
|
R2 |
8,398.18 |
8,398.18 |
8,232.36 |
|
R1 |
8,300.79 |
8,300.79 |
8,217.89 |
8,270.53 |
PP |
8,240.27 |
8,240.27 |
8,240.27 |
8,225.14 |
S1 |
8,142.88 |
8,142.88 |
8,188.93 |
8,112.62 |
S2 |
8,082.36 |
8,082.36 |
8,174.46 |
|
S3 |
7,924.45 |
7,984.97 |
8,159.98 |
|
S4 |
7,766.54 |
7,827.06 |
8,116.56 |
|
|
Weekly Pivots for week ending 11-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,412.85 |
9,182.47 |
8,409.30 |
|
R3 |
9,038.51 |
8,808.13 |
8,306.35 |
|
R2 |
8,664.17 |
8,664.17 |
8,272.04 |
|
R1 |
8,433.79 |
8,433.79 |
8,237.72 |
8,361.81 |
PP |
8,289.83 |
8,289.83 |
8,289.83 |
8,253.84 |
S1 |
8,059.45 |
8,059.45 |
8,169.10 |
7,987.47 |
S2 |
7,915.49 |
7,915.49 |
8,134.78 |
|
S3 |
7,541.15 |
7,685.11 |
8,100.47 |
|
S4 |
7,166.81 |
7,310.77 |
7,997.52 |
|
|
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% |
149.74 |
1.8% |
15% |
False |
False |
|
10 |
8,520.21 |
7,929.31 |
590.90 |
7.2% |
151.75 |
1.8% |
46% |
False |
False |
|
20 |
8,522.18 |
7,779.73 |
742.45 |
9.1% |
169.19 |
2.1% |
57% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.5% |
161.41 |
2.0% |
71% |
False |
False |
|
60 |
8,805.52 |
7,416.64 |
1,388.88 |
16.9% |
160.64 |
2.0% |
57% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.7% |
154.68 |
1.9% |
54% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.8% |
155.14 |
1.9% |
48% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.8% |
161.28 |
2.0% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,008.77 |
2.618 |
8,751.06 |
1.618 |
8,593.15 |
1.000 |
8,495.56 |
0.618 |
8,435.24 |
HIGH |
8,337.65 |
0.618 |
8,277.33 |
0.500 |
8,258.70 |
0.382 |
8,240.06 |
LOW |
8,179.74 |
0.618 |
8,082.15 |
1.000 |
8,021.83 |
1.618 |
7,924.24 |
2.618 |
7,766.33 |
4.250 |
7,508.62 |
|
|
Fisher Pivots for day following 11-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,258.70 |
8,267.10 |
PP |
8,240.27 |
8,245.87 |
S1 |
8,221.84 |
8,224.64 |
|