Trading Metrics calculated at close of trading on 05-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2003 |
05-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,453.48 |
8,583.17 |
129.69 |
1.5% |
8,306.84 |
High |
8,593.25 |
8,601.94 |
8.69 |
0.1% |
8,593.25 |
Low |
8,409.29 |
8,511.11 |
101.82 |
1.2% |
8,305.03 |
Close |
8,582.68 |
8,531.57 |
-51.11 |
-0.6% |
8,582.68 |
Range |
183.96 |
90.83 |
-93.13 |
-50.6% |
288.22 |
ATR |
148.02 |
143.93 |
-4.08 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,820.70 |
8,766.96 |
8,581.53 |
|
R3 |
8,729.87 |
8,676.13 |
8,556.55 |
|
R2 |
8,639.04 |
8,639.04 |
8,548.22 |
|
R1 |
8,585.30 |
8,585.30 |
8,539.90 |
8,566.76 |
PP |
8,548.21 |
8,548.21 |
8,548.21 |
8,538.93 |
S1 |
8,494.47 |
8,494.47 |
8,523.24 |
8,475.93 |
S2 |
8,457.38 |
8,457.38 |
8,514.92 |
|
S3 |
8,366.55 |
8,403.64 |
8,506.59 |
|
S4 |
8,275.72 |
8,312.81 |
8,481.61 |
|
|
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 |
8,601.94 |
8,340.23 |
261.71 |
3.1% |
127.39 |
1.5% |
73% |
True |
False |
|
10 |
8,601.94 |
8,263.98 |
337.96 |
4.0% |
139.96 |
1.6% |
79% |
True |
False |
|
20 |
8,601.94 |
8,145.87 |
456.07 |
5.3% |
140.72 |
1.6% |
85% |
True |
False |
|
40 |
8,601.94 |
7,416.64 |
1,185.30 |
13.9% |
157.19 |
1.8% |
94% |
True |
False |
|
60 |
8,601.94 |
7,416.64 |
1,185.30 |
13.9% |
154.31 |
1.8% |
94% |
True |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.0% |
154.95 |
1.8% |
77% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
17.0% |
150.99 |
1.8% |
77% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.1% |
153.11 |
1.8% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,987.97 |
2.618 |
8,839.73 |
1.618 |
8,748.90 |
1.000 |
8,692.77 |
0.618 |
8,658.07 |
HIGH |
8,601.94 |
0.618 |
8,567.24 |
0.500 |
8,556.53 |
0.382 |
8,545.81 |
LOW |
8,511.11 |
0.618 |
8,454.98 |
1.000 |
8,420.28 |
1.618 |
8,364.15 |
2.618 |
8,273.32 |
4.250 |
8,125.08 |
|
|
Fisher Pivots for day following 05-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,556.53 |
8,511.41 |
PP |
8,548.21 |
8,491.25 |
S1 |
8,539.89 |
8,471.09 |
|