Trading Metrics calculated at close of trading on 06-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2003 |
06-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,036.67 |
9,045.57 |
8.90 |
0.1% |
8,851.45 |
High |
9,045.15 |
9,215.88 |
170.73 |
1.9% |
9,215.88 |
Low |
8,969.24 |
9,045.57 |
76.33 |
0.9% |
8,851.45 |
Close |
9,041.30 |
9,062.79 |
21.49 |
0.2% |
9,062.79 |
Range |
75.91 |
170.31 |
94.40 |
124.4% |
364.43 |
ATR |
129.96 |
133.15 |
3.19 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,619.01 |
9,511.21 |
9,156.46 |
|
R3 |
9,448.70 |
9,340.90 |
9,109.63 |
|
R2 |
9,278.39 |
9,278.39 |
9,094.01 |
|
R1 |
9,170.59 |
9,170.59 |
9,078.40 |
9,224.49 |
PP |
9,108.08 |
9,108.08 |
9,108.08 |
9,135.03 |
S1 |
9,000.28 |
9,000.28 |
9,047.18 |
9,054.18 |
S2 |
8,937.77 |
8,937.77 |
9,031.57 |
|
S3 |
8,767.46 |
8,829.97 |
9,015.95 |
|
S4 |
8,597.15 |
8,659.66 |
8,969.12 |
|
|
Weekly Pivots for week ending 06-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,136.66 |
9,964.16 |
9,263.23 |
|
R3 |
9,772.23 |
9,599.73 |
9,163.01 |
|
R2 |
9,407.80 |
9,407.80 |
9,129.60 |
|
R1 |
9,235.30 |
9,235.30 |
9,096.20 |
9,321.55 |
PP |
9,043.37 |
9,043.37 |
9,043.37 |
9,086.50 |
S1 |
8,870.87 |
8,870.87 |
9,029.38 |
8,957.12 |
S2 |
8,678.94 |
8,678.94 |
8,995.98 |
|
S3 |
8,314.51 |
8,506.44 |
8,962.57 |
|
S4 |
7,950.08 |
8,142.01 |
8,862.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,215.88 |
8,851.45 |
364.43 |
4.0% |
125.10 |
1.4% |
58% |
True |
False |
|
10 |
9,215.88 |
8,540.59 |
675.29 |
7.5% |
138.21 |
1.5% |
77% |
True |
False |
|
20 |
9,215.88 |
8,416.72 |
799.16 |
8.8% |
129.61 |
1.4% |
81% |
True |
False |
|
40 |
9,215.88 |
8,145.87 |
1,070.01 |
11.8% |
130.35 |
1.4% |
86% |
True |
False |
|
60 |
9,215.88 |
7,555.29 |
1,660.59 |
18.3% |
146.03 |
1.6% |
91% |
True |
False |
|
80 |
9,215.88 |
7,416.64 |
1,799.24 |
19.9% |
146.09 |
1.6% |
91% |
True |
False |
|
100 |
9,215.88 |
7,416.64 |
1,799.24 |
19.9% |
148.65 |
1.6% |
91% |
True |
False |
|
120 |
9,215.88 |
7,416.64 |
1,799.24 |
19.9% |
147.15 |
1.6% |
91% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,939.70 |
2.618 |
9,661.75 |
1.618 |
9,491.44 |
1.000 |
9,386.19 |
0.618 |
9,321.13 |
HIGH |
9,215.88 |
0.618 |
9,150.82 |
0.500 |
9,130.73 |
0.382 |
9,110.63 |
LOW |
9,045.57 |
0.618 |
8,940.32 |
1.000 |
8,875.26 |
1.618 |
8,770.01 |
2.618 |
8,599.70 |
4.250 |
8,321.75 |
|
|
Fisher Pivots for day following 06-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,130.73 |
9,062.68 |
PP |
9,108.08 |
9,062.56 |
S1 |
9,085.44 |
9,062.45 |
|