Trading Metrics calculated at close of trading on 02-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2003 |
02-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,478.48 |
8,453.48 |
-25.00 |
-0.3% |
8,306.84 |
High |
8,488.35 |
8,593.25 |
104.90 |
1.2% |
8,593.25 |
Low |
8,340.23 |
8,409.29 |
69.06 |
0.8% |
8,305.03 |
Close |
8,454.25 |
8,582.68 |
128.43 |
1.5% |
8,582.68 |
Range |
148.12 |
183.96 |
35.84 |
24.2% |
288.22 |
ATR |
145.25 |
148.02 |
2.76 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,080.29 |
9,015.44 |
8,683.86 |
|
R3 |
8,896.33 |
8,831.48 |
8,633.27 |
|
R2 |
8,712.37 |
8,712.37 |
8,616.41 |
|
R1 |
8,647.52 |
8,647.52 |
8,599.54 |
8,679.95 |
PP |
8,528.41 |
8,528.41 |
8,528.41 |
8,544.62 |
S1 |
8,463.56 |
8,463.56 |
8,565.82 |
8,495.99 |
S2 |
8,344.45 |
8,344.45 |
8,548.95 |
|
S3 |
8,160.49 |
8,279.60 |
8,532.09 |
|
S4 |
7,976.53 |
8,095.64 |
8,481.50 |
|
|
Weekly Pivots for week ending 02-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,358.31 |
9,258.72 |
8,741.20 |
|
R3 |
9,070.09 |
8,970.50 |
8,661.94 |
|
R2 |
8,781.87 |
8,781.87 |
8,635.52 |
|
R1 |
8,682.28 |
8,682.28 |
8,609.10 |
8,732.08 |
PP |
8,493.65 |
8,493.65 |
8,493.65 |
8,518.55 |
S1 |
8,394.06 |
8,394.06 |
8,556.26 |
8,443.86 |
S2 |
8,205.43 |
8,205.43 |
8,529.84 |
|
S3 |
7,917.21 |
8,105.84 |
8,503.42 |
|
S4 |
7,628.99 |
7,817.62 |
8,424.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,593.25 |
8,305.03 |
288.22 |
3.4% |
148.55 |
1.7% |
96% |
True |
False |
|
10 |
8,593.25 |
8,263.98 |
329.27 |
3.8% |
140.48 |
1.6% |
97% |
True |
False |
|
20 |
8,593.25 |
8,145.87 |
447.38 |
5.2% |
140.72 |
1.6% |
98% |
True |
False |
|
40 |
8,593.25 |
7,416.64 |
1,176.61 |
13.7% |
159.45 |
1.9% |
99% |
True |
False |
|
60 |
8,593.25 |
7,416.64 |
1,176.61 |
13.7% |
154.64 |
1.8% |
99% |
True |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
16.9% |
155.76 |
1.8% |
80% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.9% |
151.79 |
1.8% |
80% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.0% |
153.77 |
1.8% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,375.08 |
2.618 |
9,074.86 |
1.618 |
8,890.90 |
1.000 |
8,777.21 |
0.618 |
8,706.94 |
HIGH |
8,593.25 |
0.618 |
8,522.98 |
0.500 |
8,501.27 |
0.382 |
8,479.56 |
LOW |
8,409.29 |
0.618 |
8,295.60 |
1.000 |
8,225.33 |
1.618 |
8,111.64 |
2.618 |
7,927.68 |
4.250 |
7,627.46 |
|
|
Fisher Pivots for day following 02-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,555.54 |
8,544.03 |
PP |
8,528.41 |
8,505.39 |
S1 |
8,501.27 |
8,466.74 |
|