Trading Metrics calculated at close of trading on 12-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2003 |
12-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,048.85 |
9,184.29 |
135.44 |
1.5% |
8,851.45 |
High |
9,183.22 |
9,236.11 |
52.89 |
0.6% |
9,215.88 |
Low |
9,038.07 |
9,116.86 |
78.79 |
0.9% |
8,851.45 |
Close |
9,183.22 |
9,196.55 |
13.33 |
0.1% |
9,062.79 |
Range |
145.15 |
119.25 |
-25.90 |
-17.8% |
364.43 |
ATR |
129.68 |
128.93 |
-0.74 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,540.92 |
9,487.99 |
9,262.14 |
|
R3 |
9,421.67 |
9,368.74 |
9,229.34 |
|
R2 |
9,302.42 |
9,302.42 |
9,218.41 |
|
R1 |
9,249.49 |
9,249.49 |
9,207.48 |
9,275.96 |
PP |
9,183.17 |
9,183.17 |
9,183.17 |
9,196.41 |
S1 |
9,130.24 |
9,130.24 |
9,185.62 |
9,156.71 |
S2 |
9,063.92 |
9,063.92 |
9,174.69 |
|
S3 |
8,944.67 |
9,010.99 |
9,163.76 |
|
S4 |
8,825.42 |
8,891.74 |
9,130.96 |
|
|
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 |
9,236.11 |
8,945.59 |
290.52 |
3.2% |
126.84 |
1.4% |
86% |
True |
False |
|
10 |
9,236.11 |
8,711.39 |
524.72 |
5.7% |
124.63 |
1.4% |
92% |
True |
False |
|
20 |
9,236.11 |
8,416.72 |
819.39 |
8.9% |
128.31 |
1.4% |
95% |
True |
False |
|
40 |
9,236.11 |
8,233.73 |
1,002.38 |
10.9% |
129.89 |
1.4% |
96% |
True |
False |
|
60 |
9,236.11 |
7,929.31 |
1,306.80 |
14.2% |
139.09 |
1.5% |
97% |
True |
False |
|
80 |
9,236.11 |
7,416.64 |
1,819.47 |
19.8% |
144.34 |
1.6% |
98% |
True |
False |
|
100 |
9,236.11 |
7,416.64 |
1,819.47 |
19.8% |
148.10 |
1.6% |
98% |
True |
False |
|
120 |
9,236.11 |
7,416.64 |
1,819.47 |
19.8% |
146.49 |
1.6% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,742.92 |
2.618 |
9,548.31 |
1.618 |
9,429.06 |
1.000 |
9,355.36 |
0.618 |
9,309.81 |
HIGH |
9,236.11 |
0.618 |
9,190.56 |
0.500 |
9,176.49 |
0.382 |
9,162.41 |
LOW |
9,116.86 |
0.618 |
9,043.16 |
1.000 |
8,997.61 |
1.618 |
8,923.91 |
2.618 |
8,804.66 |
4.250 |
8,610.05 |
|
|
Fisher Pivots for day following 12-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,189.86 |
9,167.16 |
PP |
9,183.17 |
9,137.77 |
S1 |
9,176.49 |
9,108.38 |
|