Trading Metrics calculated at close of trading on 11-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2003 |
11-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
8,980.79 |
9,048.85 |
68.06 |
0.8% |
8,851.45 |
High |
9,059.29 |
9,183.22 |
123.93 |
1.4% |
9,215.88 |
Low |
8,980.65 |
9,038.07 |
57.42 |
0.6% |
8,851.45 |
Close |
9,054.89 |
9,183.22 |
128.33 |
1.4% |
9,062.79 |
Range |
78.64 |
145.15 |
66.51 |
84.6% |
364.43 |
ATR |
128.49 |
129.68 |
1.19 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,570.29 |
9,521.90 |
9,263.05 |
|
R3 |
9,425.14 |
9,376.75 |
9,223.14 |
|
R2 |
9,279.99 |
9,279.99 |
9,209.83 |
|
R1 |
9,231.60 |
9,231.60 |
9,196.53 |
9,255.80 |
PP |
9,134.84 |
9,134.84 |
9,134.84 |
9,146.93 |
S1 |
9,086.45 |
9,086.45 |
9,169.91 |
9,110.65 |
S2 |
8,989.69 |
8,989.69 |
9,156.61 |
|
S3 |
8,844.54 |
8,941.30 |
9,143.30 |
|
S4 |
8,699.39 |
8,796.15 |
9,103.39 |
|
|
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 |
8,945.59 |
270.29 |
2.9% |
118.17 |
1.3% |
88% |
False |
False |
|
10 |
9,215.88 |
8,679.60 |
536.28 |
5.8% |
131.01 |
1.4% |
94% |
False |
False |
|
20 |
9,215.88 |
8,416.72 |
799.16 |
8.7% |
128.35 |
1.4% |
96% |
False |
False |
|
40 |
9,215.88 |
8,233.73 |
982.15 |
10.7% |
129.28 |
1.4% |
97% |
False |
False |
|
60 |
9,215.88 |
7,929.31 |
1,286.57 |
14.0% |
138.99 |
1.5% |
97% |
False |
False |
|
80 |
9,215.88 |
7,416.64 |
1,799.24 |
19.6% |
144.93 |
1.6% |
98% |
False |
False |
|
100 |
9,215.88 |
7,416.64 |
1,799.24 |
19.6% |
148.28 |
1.6% |
98% |
False |
False |
|
120 |
9,215.88 |
7,416.64 |
1,799.24 |
19.6% |
146.52 |
1.6% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,800.11 |
2.618 |
9,563.22 |
1.618 |
9,418.07 |
1.000 |
9,328.37 |
0.618 |
9,272.92 |
HIGH |
9,183.22 |
0.618 |
9,127.77 |
0.500 |
9,110.65 |
0.382 |
9,093.52 |
LOW |
9,038.07 |
0.618 |
8,948.37 |
1.000 |
8,892.92 |
1.618 |
8,803.22 |
2.618 |
8,658.07 |
4.250 |
8,421.18 |
|
|
Fisher Pivots for day following 11-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,159.03 |
9,143.62 |
PP |
9,134.84 |
9,104.01 |
S1 |
9,110.65 |
9,064.41 |
|