Trading Metrics calculated at close of trading on 30-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2003 |
30-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,472.88 |
8,501.38 |
28.50 |
0.3% |
8,336.67 |
High |
8,559.77 |
8,528.75 |
-31.02 |
-0.4% |
8,526.38 |
Low |
8,442.34 |
8,432.12 |
-10.22 |
-0.1% |
8,263.98 |
Close |
8,502.99 |
8,480.09 |
-22.90 |
-0.3% |
8,306.35 |
Range |
117.43 |
96.63 |
-20.80 |
-17.7% |
262.40 |
ATR |
148.76 |
145.03 |
-3.72 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,770.21 |
8,721.78 |
8,533.24 |
|
R3 |
8,673.58 |
8,625.15 |
8,506.66 |
|
R2 |
8,576.95 |
8,576.95 |
8,497.81 |
|
R1 |
8,528.52 |
8,528.52 |
8,488.95 |
8,504.42 |
PP |
8,480.32 |
8,480.32 |
8,480.32 |
8,468.27 |
S1 |
8,431.89 |
8,431.89 |
8,471.23 |
8,407.79 |
S2 |
8,383.69 |
8,383.69 |
8,462.37 |
|
S3 |
8,287.06 |
8,335.26 |
8,453.52 |
|
S4 |
8,190.43 |
8,238.63 |
8,426.94 |
|
|
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% |
135.65 |
1.6% |
71% |
False |
False |
|
10 |
8,559.77 |
8,233.73 |
326.04 |
3.8% |
139.75 |
1.6% |
76% |
False |
False |
|
20 |
8,559.77 |
8,070.98 |
488.79 |
5.8% |
141.30 |
1.7% |
84% |
False |
False |
|
40 |
8,559.77 |
7,416.64 |
1,143.13 |
13.5% |
156.96 |
1.9% |
93% |
False |
False |
|
60 |
8,559.77 |
7,416.64 |
1,143.13 |
13.5% |
155.01 |
1.8% |
93% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.1% |
155.21 |
1.8% |
73% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
17.1% |
151.85 |
1.8% |
73% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.2% |
154.56 |
1.8% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,939.43 |
2.618 |
8,781.73 |
1.618 |
8,685.10 |
1.000 |
8,625.38 |
0.618 |
8,588.47 |
HIGH |
8,528.75 |
0.618 |
8,491.84 |
0.500 |
8,480.44 |
0.382 |
8,469.03 |
LOW |
8,432.12 |
0.618 |
8,372.40 |
1.000 |
8,335.49 |
1.618 |
8,275.77 |
2.618 |
8,179.14 |
4.250 |
8,021.44 |
|
|
Fisher Pivots for day following 30-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,480.44 |
8,464.19 |
PP |
8,480.32 |
8,448.30 |
S1 |
8,480.21 |
8,432.40 |
|