Trading Metrics calculated at close of trading on 27-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2003 |
27-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,594.02 |
8,600.54 |
6.52 |
0.1% |
8,676.52 |
High |
8,625.82 |
8,792.44 |
166.62 |
1.9% |
8,676.59 |
Low |
8,541.57 |
8,540.59 |
-0.98 |
0.0% |
8,416.72 |
Close |
8,601.38 |
8,781.35 |
179.97 |
2.1% |
8,601.38 |
Range |
84.25 |
251.85 |
167.60 |
198.9% |
259.87 |
ATR |
125.39 |
134.43 |
9.03 |
7.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,460.34 |
9,372.70 |
8,919.87 |
|
R3 |
9,208.49 |
9,120.85 |
8,850.61 |
|
R2 |
8,956.64 |
8,956.64 |
8,827.52 |
|
R1 |
8,869.00 |
8,869.00 |
8,804.44 |
8,912.82 |
PP |
8,704.79 |
8,704.79 |
8,704.79 |
8,726.71 |
S1 |
8,617.15 |
8,617.15 |
8,758.26 |
8,660.97 |
S2 |
8,452.94 |
8,452.94 |
8,735.18 |
|
S3 |
8,201.09 |
8,365.30 |
8,712.09 |
|
S4 |
7,949.24 |
8,113.45 |
8,642.83 |
|
|
Weekly Pivots for week ending 23-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,344.51 |
9,232.81 |
8,744.31 |
|
R3 |
9,084.64 |
8,972.94 |
8,672.84 |
|
R2 |
8,824.77 |
8,824.77 |
8,649.02 |
|
R1 |
8,713.07 |
8,713.07 |
8,625.20 |
8,638.99 |
PP |
8,564.90 |
8,564.90 |
8,564.90 |
8,527.85 |
S1 |
8,453.20 |
8,453.20 |
8,577.56 |
8,379.12 |
S2 |
8,305.03 |
8,305.03 |
8,553.74 |
|
S3 |
8,045.16 |
8,193.33 |
8,529.92 |
|
S4 |
7,785.29 |
7,933.46 |
8,458.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,792.44 |
8,416.72 |
375.72 |
4.3% |
136.10 |
1.5% |
97% |
True |
False |
|
10 |
8,792.44 |
8,416.72 |
375.72 |
4.3% |
125.20 |
1.4% |
97% |
True |
False |
|
20 |
8,792.44 |
8,340.23 |
452.21 |
5.1% |
125.12 |
1.4% |
98% |
True |
False |
|
40 |
8,792.44 |
7,929.31 |
863.13 |
9.8% |
136.22 |
1.6% |
99% |
True |
False |
|
60 |
8,792.44 |
7,416.64 |
1,375.80 |
15.7% |
147.78 |
1.7% |
99% |
True |
False |
|
80 |
8,792.44 |
7,416.64 |
1,375.80 |
15.7% |
148.25 |
1.7% |
99% |
True |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.5% |
150.54 |
1.7% |
94% |
False |
False |
|
120 |
8,869.29 |
7,416.64 |
1,452.65 |
16.5% |
148.09 |
1.7% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,862.80 |
2.618 |
9,451.78 |
1.618 |
9,199.93 |
1.000 |
9,044.29 |
0.618 |
8,948.08 |
HIGH |
8,792.44 |
0.618 |
8,696.23 |
0.500 |
8,666.52 |
0.382 |
8,636.80 |
LOW |
8,540.59 |
0.618 |
8,384.95 |
1.000 |
8,288.74 |
1.618 |
8,133.10 |
2.618 |
7,881.25 |
4.250 |
7,470.23 |
|
|
Fisher Pivots for day following 27-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,743.07 |
8,737.84 |
PP |
8,704.79 |
8,694.34 |
S1 |
8,666.52 |
8,650.83 |
|