Trading Metrics calculated at close of trading on 04-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2003 |
04-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
8,898.23 |
8,919.94 |
21.71 |
0.2% |
8,600.54 |
High |
8,940.38 |
9,057.40 |
117.02 |
1.3% |
8,868.33 |
Low |
8,861.32 |
8,909.01 |
47.69 |
0.5% |
8,540.59 |
Close |
8,922.95 |
9,038.98 |
116.03 |
1.3% |
8,850.26 |
Range |
79.06 |
148.39 |
69.33 |
87.7% |
327.74 |
ATR |
133.02 |
134.12 |
1.10 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,446.97 |
9,391.36 |
9,120.59 |
|
R3 |
9,298.58 |
9,242.97 |
9,079.79 |
|
R2 |
9,150.19 |
9,150.19 |
9,066.18 |
|
R1 |
9,094.58 |
9,094.58 |
9,052.58 |
9,122.39 |
PP |
9,001.80 |
9,001.80 |
9,001.80 |
9,015.70 |
S1 |
8,946.19 |
8,946.19 |
9,025.38 |
8,974.00 |
S2 |
8,853.41 |
8,853.41 |
9,011.78 |
|
S3 |
8,705.02 |
8,797.80 |
8,998.17 |
|
S4 |
8,556.63 |
8,649.41 |
8,957.37 |
|
|
Weekly Pivots for week ending 30-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,736.28 |
9,621.01 |
9,030.52 |
|
R3 |
9,408.54 |
9,293.27 |
8,940.39 |
|
R2 |
9,080.80 |
9,080.80 |
8,910.35 |
|
R1 |
8,965.53 |
8,965.53 |
8,880.30 |
9,023.17 |
PP |
8,753.06 |
8,753.06 |
8,753.06 |
8,781.88 |
S1 |
8,637.79 |
8,637.79 |
8,820.22 |
8,695.43 |
S2 |
8,425.32 |
8,425.32 |
8,790.17 |
|
S3 |
8,097.58 |
8,310.05 |
8,760.13 |
|
S4 |
7,769.84 |
7,982.31 |
8,670.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,057.40 |
8,679.60 |
377.80 |
4.2% |
143.84 |
1.6% |
95% |
True |
False |
|
10 |
9,057.40 |
8,431.21 |
626.19 |
6.9% |
134.68 |
1.5% |
97% |
True |
False |
|
20 |
9,057.40 |
8,416.72 |
640.68 |
7.1% |
127.49 |
1.4% |
97% |
True |
False |
|
40 |
9,057.40 |
8,145.87 |
911.53 |
10.1% |
131.09 |
1.5% |
98% |
True |
False |
|
60 |
9,057.40 |
7,416.64 |
1,640.76 |
18.2% |
146.22 |
1.6% |
99% |
True |
False |
|
80 |
9,057.40 |
7,416.64 |
1,640.76 |
18.2% |
146.91 |
1.6% |
99% |
True |
False |
|
100 |
9,057.40 |
7,416.64 |
1,640.76 |
18.2% |
148.70 |
1.6% |
99% |
True |
False |
|
120 |
9,057.40 |
7,416.64 |
1,640.76 |
18.2% |
147.12 |
1.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,688.06 |
2.618 |
9,445.89 |
1.618 |
9,297.50 |
1.000 |
9,205.79 |
0.618 |
9,149.11 |
HIGH |
9,057.40 |
0.618 |
9,000.72 |
0.500 |
8,983.21 |
0.382 |
8,965.69 |
LOW |
8,909.01 |
0.618 |
8,817.30 |
1.000 |
8,760.62 |
1.618 |
8,668.91 |
2.618 |
8,520.52 |
4.250 |
8,278.35 |
|
|
Fisher Pivots for day following 04-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,020.39 |
9,010.80 |
PP |
9,001.80 |
8,982.61 |
S1 |
8,983.21 |
8,954.43 |
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