Trading Metrics calculated at close of trading on 24-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2003 |
24-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,484.92 |
8,512.44 |
27.52 |
0.3% |
8,203.97 |
High |
8,526.38 |
8,512.44 |
-13.94 |
-0.2% |
8,446.47 |
Low |
8,451.45 |
8,395.70 |
-55.75 |
-0.7% |
8,201.55 |
Close |
8,515.66 |
8,440.04 |
-75.62 |
-0.9% |
8,337.65 |
Range |
74.93 |
116.74 |
41.81 |
55.8% |
244.92 |
ATR |
149.48 |
147.37 |
-2.11 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,799.61 |
8,736.57 |
8,504.25 |
|
R3 |
8,682.87 |
8,619.83 |
8,472.14 |
|
R2 |
8,566.13 |
8,566.13 |
8,461.44 |
|
R1 |
8,503.09 |
8,503.09 |
8,450.74 |
8,476.24 |
PP |
8,449.39 |
8,449.39 |
8,449.39 |
8,435.97 |
S1 |
8,386.35 |
8,386.35 |
8,429.34 |
8,359.50 |
S2 |
8,332.65 |
8,332.65 |
8,418.64 |
|
S3 |
8,215.91 |
8,269.61 |
8,407.94 |
|
S4 |
8,099.17 |
8,152.87 |
8,375.83 |
|
|
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 |
8,526.38 |
8,235.41 |
290.97 |
3.4% |
124.65 |
1.5% |
70% |
False |
False |
|
10 |
8,526.38 |
8,145.87 |
380.51 |
4.5% |
131.84 |
1.6% |
77% |
False |
False |
|
20 |
8,526.38 |
7,929.31 |
597.07 |
7.1% |
142.29 |
1.7% |
86% |
False |
False |
|
40 |
8,526.38 |
7,416.64 |
1,109.74 |
13.1% |
156.55 |
1.9% |
92% |
False |
False |
|
60 |
8,526.38 |
7,416.64 |
1,109.74 |
13.1% |
157.09 |
1.9% |
92% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.2% |
155.43 |
1.8% |
70% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.3% |
152.36 |
1.8% |
63% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.3% |
156.10 |
1.8% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,008.59 |
2.618 |
8,818.07 |
1.618 |
8,701.33 |
1.000 |
8,629.18 |
0.618 |
8,584.59 |
HIGH |
8,512.44 |
0.618 |
8,467.85 |
0.500 |
8,454.07 |
0.382 |
8,440.29 |
LOW |
8,395.70 |
0.618 |
8,323.55 |
1.000 |
8,278.96 |
1.618 |
8,206.81 |
2.618 |
8,090.07 |
4.250 |
7,899.56 |
|
|
Fisher Pivots for day following 24-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,454.07 |
8,425.09 |
PP |
8,449.39 |
8,410.13 |
S1 |
8,444.72 |
8,395.18 |
|