Trading Metrics calculated at close of trading on 21-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2003 |
21-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,255.79 |
8,336.67 |
80.88 |
1.0% |
8,203.97 |
High |
8,347.45 |
8,397.95 |
50.50 |
0.6% |
8,446.47 |
Low |
8,235.41 |
8,301.94 |
66.53 |
0.8% |
8,201.55 |
Close |
8,337.65 |
8,328.90 |
-8.75 |
-0.1% |
8,337.65 |
Range |
112.04 |
96.01 |
-16.03 |
-14.3% |
244.92 |
ATR |
154.11 |
149.96 |
-4.15 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,630.96 |
8,575.94 |
8,381.71 |
|
R3 |
8,534.95 |
8,479.93 |
8,355.30 |
|
R2 |
8,438.94 |
8,438.94 |
8,346.50 |
|
R1 |
8,383.92 |
8,383.92 |
8,337.70 |
8,363.43 |
PP |
8,342.93 |
8,342.93 |
8,342.93 |
8,332.68 |
S1 |
8,287.91 |
8,287.91 |
8,320.10 |
8,267.42 |
S2 |
8,246.92 |
8,246.92 |
8,311.30 |
|
S3 |
8,150.91 |
8,191.90 |
8,302.50 |
|
S4 |
8,054.90 |
8,095.89 |
8,276.09 |
|
|
Weekly Pivots for week ending 18-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,063.32 |
8,945.40 |
8,472.36 |
|
R3 |
8,818.40 |
8,700.48 |
8,405.00 |
|
R2 |
8,573.48 |
8,573.48 |
8,382.55 |
|
R1 |
8,455.56 |
8,455.56 |
8,360.10 |
8,514.52 |
PP |
8,328.56 |
8,328.56 |
8,328.56 |
8,358.04 |
S1 |
8,210.64 |
8,210.64 |
8,315.20 |
8,269.60 |
S2 |
8,083.64 |
8,083.64 |
8,292.75 |
|
S3 |
7,838.72 |
7,965.72 |
8,270.30 |
|
S4 |
7,593.80 |
7,720.80 |
8,202.94 |
|
|
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 |
8,201.55 |
244.92 |
2.9% |
133.21 |
1.6% |
52% |
False |
False |
|
10 |
8,520.21 |
8,145.87 |
374.34 |
4.5% |
141.48 |
1.7% |
49% |
False |
False |
|
20 |
8,520.21 |
7,929.31 |
590.90 |
7.1% |
150.73 |
1.8% |
68% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.3% |
158.65 |
1.9% |
83% |
False |
False |
|
60 |
8,522.18 |
7,416.64 |
1,105.54 |
13.3% |
159.69 |
1.9% |
83% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.4% |
154.86 |
1.9% |
63% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.5% |
153.69 |
1.8% |
56% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.5% |
157.30 |
1.9% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,805.99 |
2.618 |
8,649.30 |
1.618 |
8,553.29 |
1.000 |
8,493.96 |
0.618 |
8,457.28 |
HIGH |
8,397.95 |
0.618 |
8,361.27 |
0.500 |
8,349.95 |
0.382 |
8,338.62 |
LOW |
8,301.94 |
0.618 |
8,242.61 |
1.000 |
8,205.93 |
1.618 |
8,146.60 |
2.618 |
8,050.59 |
4.250 |
7,893.90 |
|
|
Fisher Pivots for day following 21-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,349.95 |
8,340.10 |
PP |
8,342.93 |
8,336.37 |
S1 |
8,335.92 |
8,332.63 |
|