Trading Metrics calculated at close of trading on 20-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2003 |
20-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,676.52 |
8,494.09 |
-182.43 |
-2.1% |
8,603.90 |
High |
8,676.59 |
8,550.26 |
-126.33 |
-1.5% |
8,743.47 |
Low |
8,483.31 |
8,416.72 |
-66.59 |
-0.8% |
8,569.44 |
Close |
8,493.39 |
8,491.36 |
-2.03 |
0.0% |
8,678.97 |
Range |
193.28 |
133.54 |
-59.74 |
-30.9% |
174.03 |
ATR |
132.07 |
132.17 |
0.11 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,886.73 |
8,822.59 |
8,564.81 |
|
R3 |
8,753.19 |
8,689.05 |
8,528.08 |
|
R2 |
8,619.65 |
8,619.65 |
8,515.84 |
|
R1 |
8,555.51 |
8,555.51 |
8,503.60 |
8,520.81 |
PP |
8,486.11 |
8,486.11 |
8,486.11 |
8,468.77 |
S1 |
8,421.97 |
8,421.97 |
8,479.12 |
8,387.27 |
S2 |
8,352.57 |
8,352.57 |
8,466.88 |
|
S3 |
8,219.03 |
8,288.43 |
8,454.64 |
|
S4 |
8,085.49 |
8,154.89 |
8,417.91 |
|
|
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 |
8,416.72 |
325.86 |
3.8% |
125.87 |
1.5% |
23% |
False |
True |
|
10 |
8,743.47 |
8,416.72 |
326.75 |
3.8% |
120.29 |
1.4% |
23% |
False |
True |
|
20 |
8,743.47 |
8,288.49 |
454.98 |
5.4% |
124.73 |
1.5% |
45% |
False |
False |
|
40 |
8,743.47 |
7,929.31 |
814.16 |
9.6% |
135.07 |
1.6% |
69% |
False |
False |
|
60 |
8,743.47 |
7,416.64 |
1,326.83 |
15.6% |
148.30 |
1.7% |
81% |
False |
False |
|
80 |
8,743.47 |
7,416.64 |
1,326.83 |
15.6% |
150.55 |
1.8% |
81% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
17.1% |
150.58 |
1.8% |
74% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.2% |
149.78 |
1.8% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,117.81 |
2.618 |
8,899.87 |
1.618 |
8,766.33 |
1.000 |
8,683.80 |
0.618 |
8,632.79 |
HIGH |
8,550.26 |
0.618 |
8,499.25 |
0.500 |
8,483.49 |
0.382 |
8,467.73 |
LOW |
8,416.72 |
0.618 |
8,334.19 |
1.000 |
8,283.18 |
1.618 |
8,200.65 |
2.618 |
8,067.11 |
4.250 |
7,849.18 |
|
|
Fisher Pivots for day following 20-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,488.74 |
8,579.65 |
PP |
8,486.11 |
8,550.22 |
S1 |
8,483.49 |
8,520.79 |
|