Trading Metrics calculated at close of trading on 15-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2003 |
15-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,673.29 |
8,649.22 |
-24.07 |
-0.3% |
8,583.17 |
High |
8,728.41 |
8,727.78 |
-0.63 |
0.0% |
8,641.22 |
Low |
8,608.31 |
8,643.11 |
34.80 |
0.4% |
8,477.36 |
Close |
8,647.82 |
8,713.14 |
65.32 |
0.8% |
8,604.60 |
Range |
120.10 |
84.67 |
-35.43 |
-29.5% |
163.86 |
ATR |
132.88 |
129.44 |
-3.44 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,948.69 |
8,915.58 |
8,759.71 |
|
R3 |
8,864.02 |
8,830.91 |
8,736.42 |
|
R2 |
8,779.35 |
8,779.35 |
8,728.66 |
|
R1 |
8,746.24 |
8,746.24 |
8,720.90 |
8,762.80 |
PP |
8,694.68 |
8,694.68 |
8,694.68 |
8,702.95 |
S1 |
8,661.57 |
8,661.57 |
8,705.38 |
8,678.13 |
S2 |
8,610.01 |
8,610.01 |
8,697.62 |
|
S3 |
8,525.34 |
8,576.90 |
8,689.86 |
|
S4 |
8,440.67 |
8,492.23 |
8,666.57 |
|
|
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 |
8,492.69 |
250.78 |
2.9% |
114.92 |
1.3% |
88% |
False |
False |
|
10 |
8,743.47 |
8,409.29 |
334.18 |
3.8% |
116.86 |
1.3% |
91% |
False |
False |
|
20 |
8,743.47 |
8,235.41 |
508.06 |
5.8% |
125.08 |
1.4% |
94% |
False |
False |
|
40 |
8,743.47 |
7,929.31 |
814.16 |
9.3% |
143.19 |
1.6% |
96% |
False |
False |
|
60 |
8,743.47 |
7,416.64 |
1,326.83 |
15.2% |
149.30 |
1.7% |
98% |
False |
False |
|
80 |
8,743.47 |
7,416.64 |
1,326.83 |
15.2% |
151.79 |
1.7% |
98% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.7% |
149.20 |
1.7% |
89% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
18.7% |
149.77 |
1.7% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,087.63 |
2.618 |
8,949.45 |
1.618 |
8,864.78 |
1.000 |
8,812.45 |
0.618 |
8,780.11 |
HIGH |
8,727.78 |
0.618 |
8,695.44 |
0.500 |
8,685.45 |
0.382 |
8,675.45 |
LOW |
8,643.11 |
0.618 |
8,590.78 |
1.000 |
8,558.44 |
1.618 |
8,506.11 |
2.618 |
8,421.44 |
4.250 |
8,283.26 |
|
|
Fisher Pivots for day following 15-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,703.91 |
8,698.21 |
PP |
8,694.68 |
8,683.29 |
S1 |
8,685.45 |
8,668.36 |
|