Trading Metrics calculated at close of trading on 05-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2003 |
05-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
8,919.94 |
9,036.67 |
116.73 |
1.3% |
8,600.54 |
High |
9,057.40 |
9,045.15 |
-12.25 |
-0.1% |
8,868.33 |
Low |
8,909.01 |
8,969.24 |
60.23 |
0.7% |
8,540.59 |
Close |
9,038.98 |
9,041.30 |
2.32 |
0.0% |
8,850.26 |
Range |
148.39 |
75.91 |
-72.48 |
-48.8% |
327.74 |
ATR |
134.12 |
129.96 |
-4.16 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,246.29 |
9,219.71 |
9,083.05 |
|
R3 |
9,170.38 |
9,143.80 |
9,062.18 |
|
R2 |
9,094.47 |
9,094.47 |
9,055.22 |
|
R1 |
9,067.89 |
9,067.89 |
9,048.26 |
9,081.18 |
PP |
9,018.56 |
9,018.56 |
9,018.56 |
9,025.21 |
S1 |
8,991.98 |
8,991.98 |
9,034.34 |
9,005.27 |
S2 |
8,942.65 |
8,942.65 |
9,027.38 |
|
S3 |
8,866.74 |
8,916.07 |
9,020.42 |
|
S4 |
8,790.83 |
8,840.16 |
8,999.55 |
|
|
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 |
8,711.39 |
346.01 |
3.8% |
122.42 |
1.4% |
95% |
False |
False |
|
10 |
9,057.40 |
8,509.22 |
548.18 |
6.1% |
133.07 |
1.5% |
97% |
False |
False |
|
20 |
9,057.40 |
8,416.72 |
640.68 |
7.1% |
125.98 |
1.4% |
97% |
False |
False |
|
40 |
9,057.40 |
8,145.87 |
911.53 |
10.1% |
130.93 |
1.4% |
98% |
False |
False |
|
60 |
9,057.40 |
7,416.64 |
1,640.76 |
18.1% |
145.45 |
1.6% |
99% |
False |
False |
|
80 |
9,057.40 |
7,416.64 |
1,640.76 |
18.1% |
146.20 |
1.6% |
99% |
False |
False |
|
100 |
9,057.40 |
7,416.64 |
1,640.76 |
18.1% |
148.17 |
1.6% |
99% |
False |
False |
|
120 |
9,057.40 |
7,416.64 |
1,640.76 |
18.1% |
146.60 |
1.6% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,367.77 |
2.618 |
9,243.88 |
1.618 |
9,167.97 |
1.000 |
9,121.06 |
0.618 |
9,092.06 |
HIGH |
9,045.15 |
0.618 |
9,016.15 |
0.500 |
9,007.20 |
0.382 |
8,998.24 |
LOW |
8,969.24 |
0.618 |
8,922.33 |
1.000 |
8,893.33 |
1.618 |
8,846.42 |
2.618 |
8,770.51 |
4.250 |
8,646.62 |
|
|
Fisher Pivots for day following 05-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,029.93 |
9,013.99 |
PP |
9,018.56 |
8,986.67 |
S1 |
9,007.20 |
8,959.36 |
|