Trading Metrics calculated at close of trading on 22-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2003 |
22-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,336.67 |
8,326.38 |
-10.29 |
-0.1% |
8,203.97 |
High |
8,397.95 |
8,487.51 |
89.56 |
1.1% |
8,446.47 |
Low |
8,301.94 |
8,263.98 |
-37.96 |
-0.5% |
8,201.55 |
Close |
8,328.90 |
8,484.99 |
156.09 |
1.9% |
8,337.65 |
Range |
96.01 |
223.53 |
127.52 |
132.8% |
244.92 |
ATR |
149.96 |
155.21 |
5.26 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,082.75 |
9,007.40 |
8,607.93 |
|
R3 |
8,859.22 |
8,783.87 |
8,546.46 |
|
R2 |
8,635.69 |
8,635.69 |
8,525.97 |
|
R1 |
8,560.34 |
8,560.34 |
8,505.48 |
8,598.02 |
PP |
8,412.16 |
8,412.16 |
8,412.16 |
8,431.00 |
S1 |
8,336.81 |
8,336.81 |
8,464.50 |
8,374.49 |
S2 |
8,188.63 |
8,188.63 |
8,444.01 |
|
S3 |
7,965.10 |
8,113.28 |
8,423.52 |
|
S4 |
7,741.57 |
7,889.75 |
8,362.05 |
|
|
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 |
8,487.51 |
8,233.73 |
253.78 |
3.0% |
147.84 |
1.7% |
99% |
True |
False |
|
10 |
8,487.51 |
8,145.87 |
341.64 |
4.0% |
140.22 |
1.7% |
99% |
True |
False |
|
20 |
8,520.21 |
7,929.31 |
590.90 |
7.0% |
145.42 |
1.7% |
94% |
False |
False |
|
40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.0% |
160.08 |
1.9% |
97% |
False |
False |
|
60 |
8,522.18 |
7,416.64 |
1,105.54 |
13.0% |
159.16 |
1.9% |
97% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.1% |
157.05 |
1.9% |
74% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.2% |
154.79 |
1.8% |
66% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.2% |
157.45 |
1.9% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,437.51 |
2.618 |
9,072.71 |
1.618 |
8,849.18 |
1.000 |
8,711.04 |
0.618 |
8,625.65 |
HIGH |
8,487.51 |
0.618 |
8,402.12 |
0.500 |
8,375.75 |
0.382 |
8,349.37 |
LOW |
8,263.98 |
0.618 |
8,125.84 |
1.000 |
8,040.45 |
1.618 |
7,902.31 |
2.618 |
7,678.78 |
4.250 |
7,313.98 |
|
|
Fisher Pivots for day following 22-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,448.58 |
8,443.81 |
PP |
8,412.16 |
8,402.64 |
S1 |
8,375.75 |
8,361.46 |
|