Trading Metrics calculated at close of trading on 28-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2003 |
28-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,600.54 |
8,781.84 |
181.30 |
2.1% |
8,676.52 |
High |
8,792.44 |
8,854.53 |
62.09 |
0.7% |
8,676.59 |
Low |
8,540.59 |
8,773.93 |
233.34 |
2.7% |
8,416.72 |
Close |
8,781.35 |
8,793.12 |
11.77 |
0.1% |
8,601.38 |
Range |
251.85 |
80.60 |
-171.25 |
-68.0% |
259.87 |
ATR |
134.43 |
130.58 |
-3.84 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,048.99 |
9,001.66 |
8,837.45 |
|
R3 |
8,968.39 |
8,921.06 |
8,815.29 |
|
R2 |
8,887.79 |
8,887.79 |
8,807.90 |
|
R1 |
8,840.46 |
8,840.46 |
8,800.51 |
8,864.13 |
PP |
8,807.19 |
8,807.19 |
8,807.19 |
8,819.03 |
S1 |
8,759.86 |
8,759.86 |
8,785.73 |
8,783.53 |
S2 |
8,726.59 |
8,726.59 |
8,778.34 |
|
S3 |
8,645.99 |
8,679.26 |
8,770.96 |
|
S4 |
8,565.39 |
8,598.66 |
8,748.79 |
|
|
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 |
8,854.53 |
8,431.21 |
423.32 |
4.8% |
125.51 |
1.4% |
85% |
True |
False |
|
10 |
8,854.53 |
8,416.72 |
437.81 |
5.0% |
125.69 |
1.4% |
86% |
True |
False |
|
20 |
8,854.53 |
8,340.23 |
514.30 |
5.8% |
123.28 |
1.4% |
88% |
True |
False |
|
40 |
8,854.53 |
7,979.69 |
874.84 |
9.9% |
132.89 |
1.5% |
93% |
True |
False |
|
60 |
8,854.53 |
7,416.64 |
1,437.89 |
16.4% |
146.48 |
1.7% |
96% |
True |
False |
|
80 |
8,854.53 |
7,416.64 |
1,437.89 |
16.4% |
147.10 |
1.7% |
96% |
True |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.5% |
148.69 |
1.7% |
95% |
False |
False |
|
120 |
8,869.29 |
7,416.64 |
1,452.65 |
16.5% |
147.60 |
1.7% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,197.08 |
2.618 |
9,065.54 |
1.618 |
8,984.94 |
1.000 |
8,935.13 |
0.618 |
8,904.34 |
HIGH |
8,854.53 |
0.618 |
8,823.74 |
0.500 |
8,814.23 |
0.382 |
8,804.72 |
LOW |
8,773.93 |
0.618 |
8,724.12 |
1.000 |
8,693.33 |
1.618 |
8,643.52 |
2.618 |
8,562.92 |
4.250 |
8,431.38 |
|
|
Fisher Pivots for day following 28-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,814.23 |
8,761.27 |
PP |
8,807.19 |
8,729.41 |
S1 |
8,800.16 |
8,697.56 |
|