Trading Metrics calculated at close of trading on 16-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2003 |
16-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,347.66 |
8,405.72 |
58.06 |
0.7% |
8,284.15 |
High |
8,402.43 |
8,446.47 |
44.04 |
0.5% |
8,520.21 |
Low |
8,307.54 |
8,233.73 |
-73.81 |
-0.9% |
8,145.87 |
Close |
8,402.36 |
8,257.61 |
-144.75 |
-1.7% |
8,203.41 |
Range |
94.89 |
212.74 |
117.85 |
124.2% |
374.34 |
ATR |
153.08 |
157.34 |
4.26 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,950.82 |
8,816.96 |
8,374.62 |
|
R3 |
8,738.08 |
8,604.22 |
8,316.11 |
|
R2 |
8,525.34 |
8,525.34 |
8,296.61 |
|
R1 |
8,391.48 |
8,391.48 |
8,277.11 |
8,352.04 |
PP |
8,312.60 |
8,312.60 |
8,312.60 |
8,292.89 |
S1 |
8,178.74 |
8,178.74 |
8,238.11 |
8,139.30 |
S2 |
8,099.86 |
8,099.86 |
8,218.61 |
|
S3 |
7,887.12 |
7,966.00 |
8,199.11 |
|
S4 |
7,674.38 |
7,753.26 |
8,140.60 |
|
|
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 |
8,446.47 |
8,145.87 |
300.60 |
3.6% |
139.02 |
1.7% |
37% |
True |
False |
|
10 |
8,520.21 |
8,145.87 |
374.34 |
4.5% |
139.55 |
1.7% |
30% |
False |
False |
|
20 |
8,522.18 |
7,929.31 |
592.87 |
7.2% |
161.31 |
2.0% |
55% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.4% |
161.41 |
2.0% |
76% |
False |
False |
|
60 |
8,522.18 |
7,416.64 |
1,105.54 |
13.4% |
160.70 |
1.9% |
76% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.6% |
155.23 |
1.9% |
58% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.7% |
154.71 |
1.9% |
52% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.7% |
159.46 |
1.9% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,350.62 |
2.618 |
9,003.42 |
1.618 |
8,790.68 |
1.000 |
8,659.21 |
0.618 |
8,577.94 |
HIGH |
8,446.47 |
0.618 |
8,365.20 |
0.500 |
8,340.10 |
0.382 |
8,315.00 |
LOW |
8,233.73 |
0.618 |
8,102.26 |
1.000 |
8,020.99 |
1.618 |
7,889.52 |
2.618 |
7,676.78 |
4.250 |
7,329.59 |
|
|
Fisher Pivots for day following 16-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,340.10 |
8,324.01 |
PP |
8,312.60 |
8,301.88 |
S1 |
8,285.11 |
8,279.74 |
|