Trading Metrics calculated at close of trading on 10-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2003 |
10-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,061.18 |
8,980.79 |
-80.39 |
-0.9% |
8,851.45 |
High |
9,066.45 |
9,059.29 |
-7.16 |
-0.1% |
9,215.88 |
Low |
8,945.59 |
8,980.65 |
35.06 |
0.4% |
8,851.45 |
Close |
8,980.00 |
9,054.89 |
74.89 |
0.8% |
9,062.79 |
Range |
120.86 |
78.64 |
-42.22 |
-34.9% |
364.43 |
ATR |
132.27 |
128.49 |
-3.78 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,267.53 |
9,239.85 |
9,098.14 |
|
R3 |
9,188.89 |
9,161.21 |
9,076.52 |
|
R2 |
9,110.25 |
9,110.25 |
9,069.31 |
|
R1 |
9,082.57 |
9,082.57 |
9,062.10 |
9,096.41 |
PP |
9,031.61 |
9,031.61 |
9,031.61 |
9,038.53 |
S1 |
9,003.93 |
9,003.93 |
9,047.68 |
9,017.77 |
S2 |
8,952.97 |
8,952.97 |
9,040.47 |
|
S3 |
8,874.33 |
8,925.29 |
9,033.26 |
|
S4 |
8,795.69 |
8,846.65 |
9,011.64 |
|
|
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 |
8,909.01 |
306.87 |
3.4% |
118.82 |
1.3% |
48% |
False |
False |
|
10 |
9,215.88 |
8,679.60 |
536.28 |
5.9% |
124.55 |
1.4% |
70% |
False |
False |
|
20 |
9,215.88 |
8,416.72 |
799.16 |
8.8% |
124.88 |
1.4% |
80% |
False |
False |
|
40 |
9,215.88 |
8,201.55 |
1,014.33 |
11.2% |
129.42 |
1.4% |
84% |
False |
False |
|
60 |
9,215.88 |
7,779.73 |
1,436.15 |
15.9% |
142.67 |
1.6% |
89% |
False |
False |
|
80 |
9,215.88 |
7,416.64 |
1,799.24 |
19.9% |
145.41 |
1.6% |
91% |
False |
False |
|
100 |
9,215.88 |
7,416.64 |
1,799.24 |
19.9% |
148.15 |
1.6% |
91% |
False |
False |
|
120 |
9,215.88 |
7,416.64 |
1,799.24 |
19.9% |
146.26 |
1.6% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,393.51 |
2.618 |
9,265.17 |
1.618 |
9,186.53 |
1.000 |
9,137.93 |
0.618 |
9,107.89 |
HIGH |
9,059.29 |
0.618 |
9,029.25 |
0.500 |
9,019.97 |
0.382 |
9,010.69 |
LOW |
8,980.65 |
0.618 |
8,932.05 |
1.000 |
8,902.01 |
1.618 |
8,853.41 |
2.618 |
8,774.77 |
4.250 |
8,646.43 |
|
|
Fisher Pivots for day following 10-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,043.25 |
9,080.74 |
PP |
9,031.61 |
9,072.12 |
S1 |
9,019.97 |
9,063.51 |
|