Trading Metrics calculated at close of trading on 07-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2003 |
07-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,531.28 |
8,585.42 |
54.14 |
0.6% |
8,306.84 |
High |
8,641.22 |
8,635.06 |
-6.16 |
-0.1% |
8,593.25 |
Low |
8,525.75 |
8,529.04 |
3.29 |
0.0% |
8,305.03 |
Close |
8,588.36 |
8,560.63 |
-27.73 |
-0.3% |
8,582.68 |
Range |
115.47 |
106.02 |
-9.45 |
-8.2% |
288.22 |
ATR |
141.90 |
139.34 |
-2.56 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,892.97 |
8,832.82 |
8,618.94 |
|
R3 |
8,786.95 |
8,726.80 |
8,589.79 |
|
R2 |
8,680.93 |
8,680.93 |
8,580.07 |
|
R1 |
8,620.78 |
8,620.78 |
8,570.35 |
8,597.85 |
PP |
8,574.91 |
8,574.91 |
8,574.91 |
8,563.44 |
S1 |
8,514.76 |
8,514.76 |
8,550.91 |
8,491.83 |
S2 |
8,468.89 |
8,468.89 |
8,541.19 |
|
S3 |
8,362.87 |
8,408.74 |
8,531.47 |
|
S4 |
8,256.85 |
8,302.72 |
8,502.32 |
|
|
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 |
8,641.22 |
8,340.23 |
300.99 |
3.5% |
128.88 |
1.5% |
73% |
False |
False |
|
10 |
8,641.22 |
8,288.49 |
352.73 |
4.1% |
132.27 |
1.5% |
77% |
False |
False |
|
20 |
8,641.22 |
8,145.87 |
495.35 |
5.8% |
135.87 |
1.6% |
84% |
False |
False |
|
40 |
8,641.22 |
7,416.64 |
1,224.58 |
14.3% |
155.19 |
1.8% |
93% |
False |
False |
|
60 |
8,641.22 |
7,416.64 |
1,224.58 |
14.3% |
152.94 |
1.8% |
93% |
False |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.0% |
153.72 |
1.8% |
79% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
17.0% |
150.72 |
1.8% |
79% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.0% |
152.17 |
1.8% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,085.65 |
2.618 |
8,912.62 |
1.618 |
8,806.60 |
1.000 |
8,741.08 |
0.618 |
8,700.58 |
HIGH |
8,635.06 |
0.618 |
8,594.56 |
0.500 |
8,582.05 |
0.382 |
8,569.54 |
LOW |
8,529.04 |
0.618 |
8,463.52 |
1.000 |
8,423.02 |
1.618 |
8,357.50 |
2.618 |
8,251.48 |
4.250 |
8,078.46 |
|
|
Fisher Pivots for day following 07-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,582.05 |
8,576.17 |
PP |
8,574.91 |
8,570.99 |
S1 |
8,567.77 |
8,565.81 |
|