Trading Metrics calculated at close of trading on 29-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2003 |
29-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,781.84 |
8,787.23 |
5.39 |
0.1% |
8,676.52 |
High |
8,854.53 |
8,862.58 |
8.05 |
0.1% |
8,676.59 |
Low |
8,773.93 |
8,679.60 |
-94.33 |
-1.1% |
8,416.72 |
Close |
8,793.12 |
8,711.18 |
-81.94 |
-0.9% |
8,601.38 |
Range |
80.60 |
182.98 |
102.38 |
127.0% |
259.87 |
ATR |
130.58 |
134.32 |
3.74 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,300.06 |
9,188.60 |
8,811.82 |
|
R3 |
9,117.08 |
9,005.62 |
8,761.50 |
|
R2 |
8,934.10 |
8,934.10 |
8,744.73 |
|
R1 |
8,822.64 |
8,822.64 |
8,727.95 |
8,786.88 |
PP |
8,751.12 |
8,751.12 |
8,751.12 |
8,733.24 |
S1 |
8,639.66 |
8,639.66 |
8,694.41 |
8,603.90 |
S2 |
8,568.14 |
8,568.14 |
8,677.63 |
|
S3 |
8,385.16 |
8,456.68 |
8,660.86 |
|
S4 |
8,202.18 |
8,273.70 |
8,610.54 |
|
|
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 |
8,862.58 |
8,509.22 |
353.36 |
4.1% |
143.72 |
1.6% |
57% |
True |
False |
|
10 |
8,862.58 |
8,416.72 |
445.86 |
5.1% |
131.98 |
1.5% |
66% |
True |
False |
|
20 |
8,862.58 |
8,340.23 |
522.35 |
6.0% |
127.59 |
1.5% |
71% |
True |
False |
|
40 |
8,862.58 |
8,070.98 |
791.60 |
9.1% |
134.45 |
1.5% |
81% |
True |
False |
|
60 |
8,862.58 |
7,416.64 |
1,445.94 |
16.6% |
147.17 |
1.7% |
90% |
True |
False |
|
80 |
8,862.58 |
7,416.64 |
1,445.94 |
16.6% |
148.16 |
1.7% |
90% |
True |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.7% |
149.69 |
1.7% |
89% |
False |
False |
|
120 |
8,869.29 |
7,416.64 |
1,452.65 |
16.7% |
147.80 |
1.7% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,640.25 |
2.618 |
9,341.62 |
1.618 |
9,158.64 |
1.000 |
9,045.56 |
0.618 |
8,975.66 |
HIGH |
8,862.58 |
0.618 |
8,792.68 |
0.500 |
8,771.09 |
0.382 |
8,749.50 |
LOW |
8,679.60 |
0.618 |
8,566.52 |
1.000 |
8,496.62 |
1.618 |
8,383.54 |
2.618 |
8,200.56 |
4.250 |
7,901.94 |
|
|
Fisher Pivots for day following 29-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,771.09 |
8,707.98 |
PP |
8,751.12 |
8,704.78 |
S1 |
8,731.15 |
8,701.59 |
|