Trading Metrics calculated at close of trading on 08-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2003 |
08-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,585.42 |
8,558.67 |
-26.75 |
-0.3% |
8,306.84 |
High |
8,635.06 |
8,575.11 |
-59.95 |
-0.7% |
8,593.25 |
Low |
8,529.04 |
8,477.36 |
-51.68 |
-0.6% |
8,305.03 |
Close |
8,560.63 |
8,491.22 |
-69.41 |
-0.8% |
8,582.68 |
Range |
106.02 |
97.75 |
-8.27 |
-7.8% |
288.22 |
ATR |
139.34 |
136.37 |
-2.97 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,807.81 |
8,747.27 |
8,544.98 |
|
R3 |
8,710.06 |
8,649.52 |
8,518.10 |
|
R2 |
8,612.31 |
8,612.31 |
8,509.14 |
|
R1 |
8,551.77 |
8,551.77 |
8,500.18 |
8,533.17 |
PP |
8,514.56 |
8,514.56 |
8,514.56 |
8,505.26 |
S1 |
8,454.02 |
8,454.02 |
8,482.26 |
8,435.42 |
S2 |
8,416.81 |
8,416.81 |
8,473.30 |
|
S3 |
8,319.06 |
8,356.27 |
8,464.34 |
|
S4 |
8,221.31 |
8,258.52 |
8,437.46 |
|
|
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 |
8,409.29 |
231.93 |
2.7% |
118.81 |
1.4% |
35% |
False |
False |
|
10 |
8,641.22 |
8,288.49 |
352.73 |
4.2% |
130.37 |
1.5% |
57% |
False |
False |
|
20 |
8,641.22 |
8,145.87 |
495.35 |
5.8% |
131.10 |
1.5% |
70% |
False |
False |
|
40 |
8,641.22 |
7,555.29 |
1,085.93 |
12.8% |
154.25 |
1.8% |
86% |
False |
False |
|
60 |
8,641.22 |
7,416.64 |
1,224.58 |
14.4% |
151.59 |
1.8% |
88% |
False |
False |
|
80 |
8,854.61 |
7,416.64 |
1,437.97 |
16.9% |
153.41 |
1.8% |
75% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
17.1% |
150.66 |
1.8% |
74% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.2% |
151.36 |
1.8% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,990.55 |
2.618 |
8,831.02 |
1.618 |
8,733.27 |
1.000 |
8,672.86 |
0.618 |
8,635.52 |
HIGH |
8,575.11 |
0.618 |
8,537.77 |
0.500 |
8,526.24 |
0.382 |
8,514.70 |
LOW |
8,477.36 |
0.618 |
8,416.95 |
1.000 |
8,379.61 |
1.618 |
8,319.20 |
2.618 |
8,221.45 |
4.250 |
8,061.92 |
|
|
Fisher Pivots for day following 08-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,526.24 |
8,559.29 |
PP |
8,514.56 |
8,536.60 |
S1 |
8,502.89 |
8,513.91 |
|