Trading Metrics calculated at close of trading on 14-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2003 |
14-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,223.22 |
8,203.97 |
-19.25 |
-0.2% |
8,284.15 |
High |
8,337.65 |
8,351.94 |
14.29 |
0.2% |
8,520.21 |
Low |
8,179.74 |
8,201.55 |
21.81 |
0.3% |
8,145.87 |
Close |
8,203.41 |
8,351.10 |
147.69 |
1.8% |
8,203.41 |
Range |
157.91 |
150.39 |
-7.52 |
-4.8% |
374.34 |
ATR |
158.11 |
157.56 |
-0.55 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,752.70 |
8,702.29 |
8,433.81 |
|
R3 |
8,602.31 |
8,551.90 |
8,392.46 |
|
R2 |
8,451.92 |
8,451.92 |
8,378.67 |
|
R1 |
8,401.51 |
8,401.51 |
8,364.89 |
8,426.72 |
PP |
8,301.53 |
8,301.53 |
8,301.53 |
8,314.13 |
S1 |
8,251.12 |
8,251.12 |
8,337.31 |
8,276.33 |
S2 |
8,151.14 |
8,151.14 |
8,323.53 |
|
S3 |
8,000.75 |
8,100.73 |
8,309.74 |
|
S4 |
7,850.36 |
7,950.34 |
8,268.39 |
|
|
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 |
8,388.33 |
8,145.87 |
242.46 |
2.9% |
132.60 |
1.6% |
85% |
False |
False |
|
10 |
8,520.21 |
7,979.69 |
540.52 |
6.5% |
145.44 |
1.7% |
69% |
False |
False |
|
20 |
8,522.18 |
7,929.31 |
592.87 |
7.1% |
158.40 |
1.9% |
71% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.2% |
160.58 |
1.9% |
85% |
False |
False |
|
60 |
8,695.82 |
7,416.64 |
1,279.18 |
15.3% |
160.94 |
1.9% |
73% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.4% |
155.14 |
1.9% |
64% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.5% |
155.09 |
1.9% |
57% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.5% |
159.89 |
1.9% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,991.10 |
2.618 |
8,745.66 |
1.618 |
8,595.27 |
1.000 |
8,502.33 |
0.618 |
8,444.88 |
HIGH |
8,351.94 |
0.618 |
8,294.49 |
0.500 |
8,276.75 |
0.382 |
8,259.00 |
LOW |
8,201.55 |
0.618 |
8,108.61 |
1.000 |
8,051.16 |
1.618 |
7,958.22 |
2.618 |
7,807.83 |
4.250 |
7,562.39 |
|
|
Fisher Pivots for day following 14-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,326.32 |
8,317.04 |
PP |
8,301.53 |
8,282.97 |
S1 |
8,276.75 |
8,248.91 |
|