Trading Metrics calculated at close of trading on 19-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2003 |
19-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,710.36 |
8,676.52 |
-33.84 |
-0.4% |
8,603.90 |
High |
8,742.58 |
8,676.59 |
-65.99 |
-0.8% |
8,743.47 |
Low |
8,644.82 |
8,483.31 |
-161.51 |
-1.9% |
8,569.44 |
Close |
8,678.97 |
8,493.39 |
-185.58 |
-2.1% |
8,678.97 |
Range |
97.76 |
193.28 |
95.52 |
97.7% |
174.03 |
ATR |
127.18 |
132.07 |
4.89 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,130.94 |
9,005.44 |
8,599.69 |
|
R3 |
8,937.66 |
8,812.16 |
8,546.54 |
|
R2 |
8,744.38 |
8,744.38 |
8,528.82 |
|
R1 |
8,618.88 |
8,618.88 |
8,511.11 |
8,584.99 |
PP |
8,551.10 |
8,551.10 |
8,551.10 |
8,534.15 |
S1 |
8,425.60 |
8,425.60 |
8,475.67 |
8,391.71 |
S2 |
8,357.82 |
8,357.82 |
8,457.96 |
|
S3 |
8,164.54 |
8,232.32 |
8,440.24 |
|
S4 |
7,971.26 |
8,039.04 |
8,387.09 |
|
|
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 |
8,742.58 |
8,483.31 |
259.27 |
3.1% |
114.30 |
1.3% |
4% |
False |
True |
|
10 |
8,743.47 |
8,477.36 |
266.11 |
3.1% |
118.49 |
1.4% |
6% |
False |
False |
|
20 |
8,743.47 |
8,263.98 |
479.49 |
5.6% |
129.23 |
1.5% |
48% |
False |
False |
|
40 |
8,743.47 |
7,929.31 |
814.16 |
9.6% |
139.98 |
1.6% |
69% |
False |
False |
|
60 |
8,743.47 |
7,416.64 |
1,326.83 |
15.6% |
148.84 |
1.8% |
81% |
False |
False |
|
80 |
8,743.47 |
7,416.64 |
1,326.83 |
15.6% |
152.07 |
1.8% |
81% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
17.1% |
149.73 |
1.8% |
74% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.2% |
149.61 |
1.8% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,498.03 |
2.618 |
9,182.60 |
1.618 |
8,989.32 |
1.000 |
8,869.87 |
0.618 |
8,796.04 |
HIGH |
8,676.59 |
0.618 |
8,602.76 |
0.500 |
8,579.95 |
0.382 |
8,557.14 |
LOW |
8,483.31 |
0.618 |
8,363.86 |
1.000 |
8,290.03 |
1.618 |
8,170.58 |
2.618 |
7,977.30 |
4.250 |
7,661.87 |
|
|
Fisher Pivots for day following 19-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,579.95 |
8,612.95 |
PP |
8,551.10 |
8,573.09 |
S1 |
8,522.24 |
8,533.24 |
|