Trading Metrics calculated at close of trading on 14-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2003 |
14-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,722.88 |
8,673.29 |
-49.59 |
-0.6% |
8,583.17 |
High |
8,723.29 |
8,728.41 |
5.12 |
0.1% |
8,641.22 |
Low |
8,647.60 |
8,608.31 |
-39.29 |
-0.5% |
8,477.36 |
Close |
8,679.25 |
8,647.82 |
-31.43 |
-0.4% |
8,604.60 |
Range |
75.69 |
120.10 |
44.41 |
58.7% |
163.86 |
ATR |
133.86 |
132.88 |
-0.98 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,021.81 |
8,954.92 |
8,713.88 |
|
R3 |
8,901.71 |
8,834.82 |
8,680.85 |
|
R2 |
8,781.61 |
8,781.61 |
8,669.84 |
|
R1 |
8,714.72 |
8,714.72 |
8,658.83 |
8,688.12 |
PP |
8,661.51 |
8,661.51 |
8,661.51 |
8,648.21 |
S1 |
8,594.62 |
8,594.62 |
8,636.81 |
8,568.02 |
S2 |
8,541.41 |
8,541.41 |
8,625.80 |
|
S3 |
8,421.31 |
8,474.52 |
8,614.79 |
|
S4 |
8,301.21 |
8,354.42 |
8,581.77 |
|
|
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% |
117.53 |
1.4% |
64% |
False |
False |
|
10 |
8,743.47 |
8,340.23 |
403.24 |
4.7% |
123.21 |
1.4% |
76% |
False |
False |
|
20 |
8,743.47 |
8,233.73 |
509.74 |
5.9% |
131.48 |
1.5% |
81% |
False |
False |
|
40 |
8,743.47 |
7,929.31 |
814.16 |
9.4% |
144.48 |
1.7% |
88% |
False |
False |
|
60 |
8,743.47 |
7,416.64 |
1,326.83 |
15.3% |
149.69 |
1.7% |
93% |
False |
False |
|
80 |
8,743.47 |
7,416.64 |
1,326.83 |
15.3% |
153.05 |
1.8% |
93% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.8% |
150.12 |
1.7% |
85% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
18.8% |
150.77 |
1.7% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,238.84 |
2.618 |
9,042.83 |
1.618 |
8,922.73 |
1.000 |
8,848.51 |
0.618 |
8,802.63 |
HIGH |
8,728.41 |
0.618 |
8,682.53 |
0.500 |
8,668.36 |
0.382 |
8,654.19 |
LOW |
8,608.31 |
0.618 |
8,534.09 |
1.000 |
8,488.21 |
1.618 |
8,413.99 |
2.618 |
8,293.89 |
4.250 |
8,097.89 |
|
|
Fisher Pivots for day following 14-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,668.36 |
8,656.46 |
PP |
8,661.51 |
8,653.58 |
S1 |
8,654.67 |
8,650.70 |
|