Trading Metrics calculated at close of trading on 13-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2003 |
13-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,603.90 |
8,722.88 |
118.98 |
1.4% |
8,583.17 |
High |
8,743.47 |
8,723.29 |
-20.18 |
-0.2% |
8,641.22 |
Low |
8,569.44 |
8,647.60 |
78.16 |
0.9% |
8,477.36 |
Close |
8,726.73 |
8,679.25 |
-47.48 |
-0.5% |
8,604.60 |
Range |
174.03 |
75.69 |
-98.34 |
-56.5% |
163.86 |
ATR |
138.08 |
133.86 |
-4.21 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,910.45 |
8,870.54 |
8,720.88 |
|
R3 |
8,834.76 |
8,794.85 |
8,700.06 |
|
R2 |
8,759.07 |
8,759.07 |
8,693.13 |
|
R1 |
8,719.16 |
8,719.16 |
8,686.19 |
8,701.27 |
PP |
8,683.38 |
8,683.38 |
8,683.38 |
8,674.44 |
S1 |
8,643.47 |
8,643.47 |
8,672.31 |
8,625.58 |
S2 |
8,607.69 |
8,607.69 |
8,665.37 |
|
S3 |
8,532.00 |
8,567.78 |
8,658.44 |
|
S4 |
8,456.31 |
8,492.09 |
8,637.62 |
|
|
Weekly Pivots for week ending 09-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,065.97 |
8,999.15 |
8,694.72 |
|
R3 |
8,902.11 |
8,835.29 |
8,649.66 |
|
R2 |
8,738.25 |
8,738.25 |
8,634.64 |
|
R1 |
8,671.43 |
8,671.43 |
8,619.62 |
8,704.84 |
PP |
8,574.39 |
8,574.39 |
8,574.39 |
8,591.10 |
S1 |
8,507.57 |
8,507.57 |
8,589.58 |
8,540.98 |
S2 |
8,410.53 |
8,410.53 |
8,574.56 |
|
S3 |
8,246.67 |
8,343.71 |
8,559.54 |
|
S4 |
8,082.81 |
8,179.85 |
8,514.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,743.47 |
8,477.36 |
266.11 |
3.1% |
114.72 |
1.3% |
76% |
False |
False |
|
10 |
8,743.47 |
8,340.23 |
403.24 |
4.6% |
120.86 |
1.4% |
84% |
False |
False |
|
20 |
8,743.47 |
8,233.73 |
509.74 |
5.9% |
130.22 |
1.5% |
87% |
False |
False |
|
40 |
8,743.47 |
7,929.31 |
814.16 |
9.4% |
144.31 |
1.7% |
92% |
False |
False |
|
60 |
8,743.47 |
7,416.64 |
1,326.83 |
15.3% |
150.46 |
1.7% |
95% |
False |
False |
|
80 |
8,743.47 |
7,416.64 |
1,326.83 |
15.3% |
153.26 |
1.8% |
95% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.7% |
150.16 |
1.7% |
87% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
18.7% |
150.95 |
1.7% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,044.97 |
2.618 |
8,921.45 |
1.618 |
8,845.76 |
1.000 |
8,798.98 |
0.618 |
8,770.07 |
HIGH |
8,723.29 |
0.618 |
8,694.38 |
0.500 |
8,685.45 |
0.382 |
8,676.51 |
LOW |
8,647.60 |
0.618 |
8,600.82 |
1.000 |
8,571.91 |
1.618 |
8,525.13 |
2.618 |
8,449.44 |
4.250 |
8,325.92 |
|
|
Fisher Pivots for day following 13-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,685.45 |
8,658.86 |
PP |
8,683.38 |
8,638.47 |
S1 |
8,681.32 |
8,618.08 |
|