Trading Metrics calculated at close of trading on 17-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2003 |
17-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,405.72 |
8,255.79 |
-149.93 |
-1.8% |
8,284.15 |
High |
8,446.47 |
8,347.45 |
-99.02 |
-1.2% |
8,520.21 |
Low |
8,233.73 |
8,235.41 |
1.68 |
0.0% |
8,145.87 |
Close |
8,257.61 |
8,337.65 |
80.04 |
1.0% |
8,203.41 |
Range |
212.74 |
112.04 |
-100.70 |
-47.3% |
374.34 |
ATR |
157.34 |
154.11 |
-3.24 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,642.96 |
8,602.34 |
8,399.27 |
|
R3 |
8,530.92 |
8,490.30 |
8,368.46 |
|
R2 |
8,418.88 |
8,418.88 |
8,358.19 |
|
R1 |
8,378.26 |
8,378.26 |
8,347.92 |
8,398.57 |
PP |
8,306.84 |
8,306.84 |
8,306.84 |
8,316.99 |
S1 |
8,266.22 |
8,266.22 |
8,327.38 |
8,286.53 |
S2 |
8,194.80 |
8,194.80 |
8,317.11 |
|
S3 |
8,082.76 |
8,154.18 |
8,306.84 |
|
S4 |
7,970.72 |
8,042.14 |
8,276.03 |
|
|
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 |
8,179.74 |
266.73 |
3.2% |
145.59 |
1.7% |
59% |
False |
False |
|
10 |
8,520.21 |
8,145.87 |
374.34 |
4.5% |
140.95 |
1.7% |
51% |
False |
False |
|
20 |
8,522.18 |
7,929.31 |
592.87 |
7.1% |
157.52 |
1.9% |
69% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.3% |
160.87 |
1.9% |
83% |
False |
False |
|
60 |
8,522.18 |
7,416.64 |
1,105.54 |
13.3% |
160.27 |
1.9% |
83% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.4% |
154.80 |
1.9% |
63% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.5% |
153.52 |
1.8% |
57% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.5% |
158.06 |
1.9% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,823.62 |
2.618 |
8,640.77 |
1.618 |
8,528.73 |
1.000 |
8,459.49 |
0.618 |
8,416.69 |
HIGH |
8,347.45 |
0.618 |
8,304.65 |
0.500 |
8,291.43 |
0.382 |
8,278.21 |
LOW |
8,235.41 |
0.618 |
8,166.17 |
1.000 |
8,123.37 |
1.618 |
8,054.13 |
2.618 |
7,942.09 |
4.250 |
7,759.24 |
|
|
Fisher Pivots for day following 17-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,322.24 |
8,340.10 |
PP |
8,306.84 |
8,339.28 |
S1 |
8,291.43 |
8,338.47 |
|