Trading Metrics calculated at close of trading on 16-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2003 |
16-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,649.22 |
8,710.36 |
61.14 |
0.7% |
8,603.90 |
High |
8,727.78 |
8,742.58 |
14.80 |
0.2% |
8,743.47 |
Low |
8,643.11 |
8,644.82 |
1.71 |
0.0% |
8,569.44 |
Close |
8,713.14 |
8,678.97 |
-34.17 |
-0.4% |
8,678.97 |
Range |
84.67 |
97.76 |
13.09 |
15.5% |
174.03 |
ATR |
129.44 |
127.18 |
-2.26 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,982.07 |
8,928.28 |
8,732.74 |
|
R3 |
8,884.31 |
8,830.52 |
8,705.85 |
|
R2 |
8,786.55 |
8,786.55 |
8,696.89 |
|
R1 |
8,732.76 |
8,732.76 |
8,687.93 |
8,710.78 |
PP |
8,688.79 |
8,688.79 |
8,688.79 |
8,677.80 |
S1 |
8,635.00 |
8,635.00 |
8,670.01 |
8,613.02 |
S2 |
8,591.03 |
8,591.03 |
8,661.05 |
|
S3 |
8,493.27 |
8,537.24 |
8,652.09 |
|
S4 |
8,395.51 |
8,439.48 |
8,625.20 |
|
|
Weekly Pivots for week ending 16-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,186.05 |
9,106.54 |
8,774.69 |
|
R3 |
9,012.02 |
8,932.51 |
8,726.83 |
|
R2 |
8,837.99 |
8,837.99 |
8,710.88 |
|
R1 |
8,758.48 |
8,758.48 |
8,694.92 |
8,798.24 |
PP |
8,663.96 |
8,663.96 |
8,663.96 |
8,683.84 |
S1 |
8,584.45 |
8,584.45 |
8,663.02 |
8,624.21 |
S2 |
8,489.93 |
8,489.93 |
8,647.06 |
|
S3 |
8,315.90 |
8,410.42 |
8,631.11 |
|
S4 |
8,141.87 |
8,236.39 |
8,583.25 |
|
|
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 |
8,569.44 |
174.03 |
2.0% |
110.45 |
1.3% |
63% |
False |
False |
|
10 |
8,743.47 |
8,477.36 |
266.11 |
3.1% |
108.24 |
1.2% |
76% |
False |
False |
|
20 |
8,743.47 |
8,263.98 |
479.49 |
5.5% |
124.36 |
1.4% |
87% |
False |
False |
|
40 |
8,743.47 |
7,929.31 |
814.16 |
9.4% |
140.94 |
1.6% |
92% |
False |
False |
|
60 |
8,743.47 |
7,416.64 |
1,326.83 |
15.3% |
148.70 |
1.7% |
95% |
False |
False |
|
80 |
8,743.47 |
7,416.64 |
1,326.83 |
15.3% |
151.29 |
1.7% |
95% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.7% |
148.71 |
1.7% |
87% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
18.7% |
148.66 |
1.7% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,158.06 |
2.618 |
8,998.52 |
1.618 |
8,900.76 |
1.000 |
8,840.34 |
0.618 |
8,803.00 |
HIGH |
8,742.58 |
0.618 |
8,705.24 |
0.500 |
8,693.70 |
0.382 |
8,682.16 |
LOW |
8,644.82 |
0.618 |
8,584.40 |
1.000 |
8,547.06 |
1.618 |
8,486.64 |
2.618 |
8,388.88 |
4.250 |
8,229.34 |
|
|
Fisher Pivots for day following 16-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,693.70 |
8,677.80 |
PP |
8,688.79 |
8,676.62 |
S1 |
8,683.88 |
8,675.45 |
|