Trading Metrics calculated at close of trading on 22-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2003 |
22-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,485.62 |
8,516.99 |
31.37 |
0.4% |
8,603.90 |
High |
8,523.16 |
8,628.14 |
104.98 |
1.2% |
8,743.47 |
Low |
8,431.21 |
8,509.22 |
78.01 |
0.9% |
8,569.44 |
Close |
8,516.43 |
8,594.02 |
77.59 |
0.9% |
8,678.97 |
Range |
91.95 |
118.92 |
26.97 |
29.3% |
174.03 |
ATR |
129.30 |
128.56 |
-0.74 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,933.89 |
8,882.87 |
8,659.43 |
|
R3 |
8,814.97 |
8,763.95 |
8,626.72 |
|
R2 |
8,696.05 |
8,696.05 |
8,615.82 |
|
R1 |
8,645.03 |
8,645.03 |
8,604.92 |
8,670.54 |
PP |
8,577.13 |
8,577.13 |
8,577.13 |
8,589.88 |
S1 |
8,526.11 |
8,526.11 |
8,583.12 |
8,551.62 |
S2 |
8,458.21 |
8,458.21 |
8,572.22 |
|
S3 |
8,339.29 |
8,407.19 |
8,561.32 |
|
S4 |
8,220.37 |
8,288.27 |
8,528.61 |
|
|
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% |
127.09 |
1.5% |
54% |
False |
False |
|
10 |
8,743.47 |
8,416.72 |
326.75 |
3.8% |
121.00 |
1.4% |
54% |
False |
False |
|
20 |
8,743.47 |
8,288.49 |
454.98 |
5.3% |
125.69 |
1.5% |
67% |
False |
False |
|
40 |
8,743.47 |
7,929.31 |
814.16 |
9.5% |
133.99 |
1.6% |
82% |
False |
False |
|
60 |
8,743.47 |
7,416.64 |
1,326.83 |
15.4% |
146.26 |
1.7% |
89% |
False |
False |
|
80 |
8,743.47 |
7,416.64 |
1,326.83 |
15.4% |
149.24 |
1.7% |
89% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.9% |
149.48 |
1.7% |
81% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
18.9% |
147.91 |
1.7% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,133.55 |
2.618 |
8,939.47 |
1.618 |
8,820.55 |
1.000 |
8,747.06 |
0.618 |
8,701.63 |
HIGH |
8,628.14 |
0.618 |
8,582.71 |
0.500 |
8,568.68 |
0.382 |
8,554.65 |
LOW |
8,509.22 |
0.618 |
8,435.73 |
1.000 |
8,390.30 |
1.618 |
8,316.81 |
2.618 |
8,197.89 |
4.250 |
8,003.81 |
|
|
Fisher Pivots for day following 22-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,585.57 |
8,570.16 |
PP |
8,577.13 |
8,546.29 |
S1 |
8,568.68 |
8,522.43 |
|