Trading Metrics calculated at close of trading on 25-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2003 |
25-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,512.44 |
8,438.98 |
-73.46 |
-0.9% |
8,336.67 |
High |
8,512.44 |
8,439.33 |
-73.11 |
-0.9% |
8,526.38 |
Low |
8,395.70 |
8,288.49 |
-107.21 |
-1.3% |
8,263.98 |
Close |
8,440.04 |
8,306.35 |
-133.69 |
-1.6% |
8,306.35 |
Range |
116.74 |
150.84 |
34.10 |
29.2% |
262.40 |
ATR |
147.37 |
147.67 |
0.30 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,797.24 |
8,702.64 |
8,389.31 |
|
R3 |
8,646.40 |
8,551.80 |
8,347.83 |
|
R2 |
8,495.56 |
8,495.56 |
8,334.00 |
|
R1 |
8,400.96 |
8,400.96 |
8,320.18 |
8,372.84 |
PP |
8,344.72 |
8,344.72 |
8,344.72 |
8,330.67 |
S1 |
8,250.12 |
8,250.12 |
8,292.52 |
8,222.00 |
S2 |
8,193.88 |
8,193.88 |
8,278.70 |
|
S3 |
8,043.04 |
8,099.28 |
8,264.87 |
|
S4 |
7,892.20 |
7,948.44 |
8,223.39 |
|
|
Weekly Pivots for week ending 25-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,152.77 |
8,991.96 |
8,450.67 |
|
R3 |
8,890.37 |
8,729.56 |
8,378.51 |
|
R2 |
8,627.97 |
8,627.97 |
8,354.46 |
|
R1 |
8,467.16 |
8,467.16 |
8,330.40 |
8,416.37 |
PP |
8,365.57 |
8,365.57 |
8,365.57 |
8,340.17 |
S1 |
8,204.76 |
8,204.76 |
8,282.30 |
8,153.97 |
S2 |
8,103.17 |
8,103.17 |
8,258.24 |
|
S3 |
7,840.77 |
7,942.36 |
8,234.19 |
|
S4 |
7,578.37 |
7,679.96 |
8,162.03 |
|
|
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 |
8,263.98 |
262.40 |
3.2% |
132.41 |
1.6% |
16% |
False |
False |
|
10 |
8,526.38 |
8,179.74 |
346.64 |
4.2% |
139.00 |
1.7% |
37% |
False |
False |
|
20 |
8,526.38 |
7,929.31 |
597.07 |
7.2% |
142.45 |
1.7% |
63% |
False |
False |
|
40 |
8,526.38 |
7,416.64 |
1,109.74 |
13.4% |
156.96 |
1.9% |
80% |
False |
False |
|
60 |
8,526.38 |
7,416.64 |
1,109.74 |
13.4% |
156.06 |
1.9% |
80% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.5% |
155.92 |
1.9% |
61% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.6% |
153.28 |
1.8% |
55% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.6% |
156.04 |
1.9% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,080.40 |
2.618 |
8,834.23 |
1.618 |
8,683.39 |
1.000 |
8,590.17 |
0.618 |
8,532.55 |
HIGH |
8,439.33 |
0.618 |
8,381.71 |
0.500 |
8,363.91 |
0.382 |
8,346.11 |
LOW |
8,288.49 |
0.618 |
8,195.27 |
1.000 |
8,137.65 |
1.618 |
8,044.43 |
2.618 |
7,893.59 |
4.250 |
7,647.42 |
|
|
Fisher Pivots for day following 25-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,363.91 |
8,407.44 |
PP |
8,344.72 |
8,373.74 |
S1 |
8,325.54 |
8,340.05 |
|