Trading Metrics calculated at close of trading on 29-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2003 |
29-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,306.84 |
8,472.88 |
166.04 |
2.0% |
8,336.67 |
High |
8,501.66 |
8,559.77 |
58.11 |
0.7% |
8,526.38 |
Low |
8,305.03 |
8,442.34 |
137.31 |
1.7% |
8,263.98 |
Close |
8,471.61 |
8,502.99 |
31.38 |
0.4% |
8,306.35 |
Range |
196.63 |
117.43 |
-79.20 |
-40.3% |
262.40 |
ATR |
151.17 |
148.76 |
-2.41 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,853.99 |
8,795.92 |
8,567.58 |
|
R3 |
8,736.56 |
8,678.49 |
8,535.28 |
|
R2 |
8,619.13 |
8,619.13 |
8,524.52 |
|
R1 |
8,561.06 |
8,561.06 |
8,513.75 |
8,590.10 |
PP |
8,501.70 |
8,501.70 |
8,501.70 |
8,516.22 |
S1 |
8,443.63 |
8,443.63 |
8,492.23 |
8,472.67 |
S2 |
8,384.27 |
8,384.27 |
8,481.46 |
|
S3 |
8,266.84 |
8,326.20 |
8,470.70 |
|
S4 |
8,149.41 |
8,208.77 |
8,438.40 |
|
|
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 |
8,559.77 |
8,288.49 |
271.28 |
3.2% |
131.31 |
1.5% |
79% |
True |
False |
|
10 |
8,559.77 |
8,233.73 |
326.04 |
3.8% |
139.58 |
1.6% |
83% |
True |
False |
|
20 |
8,559.77 |
7,979.69 |
580.08 |
6.8% |
142.51 |
1.7% |
90% |
True |
False |
|
40 |
8,559.77 |
7,416.64 |
1,143.13 |
13.4% |
158.08 |
1.9% |
95% |
True |
False |
|
60 |
8,559.77 |
7,416.64 |
1,143.13 |
13.4% |
155.04 |
1.8% |
95% |
True |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.1% |
155.04 |
1.8% |
75% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
17.1% |
152.46 |
1.8% |
75% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.1% |
154.98 |
1.8% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,058.85 |
2.618 |
8,867.20 |
1.618 |
8,749.77 |
1.000 |
8,677.20 |
0.618 |
8,632.34 |
HIGH |
8,559.77 |
0.618 |
8,514.91 |
0.500 |
8,501.06 |
0.382 |
8,487.20 |
LOW |
8,442.34 |
0.618 |
8,369.77 |
1.000 |
8,324.91 |
1.618 |
8,252.34 |
2.618 |
8,134.91 |
4.250 |
7,943.26 |
|
|
Fisher Pivots for day following 29-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,502.35 |
8,476.70 |
PP |
8,501.70 |
8,450.42 |
S1 |
8,501.06 |
8,424.13 |
|