Trading Metrics calculated at close of trading on 13-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2003 |
13-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,184.29 |
9,197.88 |
13.59 |
0.1% |
9,061.18 |
High |
9,236.11 |
9,222.67 |
-13.44 |
-0.1% |
9,236.11 |
Low |
9,116.86 |
9,074.08 |
-42.78 |
-0.5% |
8,945.59 |
Close |
9,196.55 |
9,117.12 |
-79.43 |
-0.9% |
9,117.12 |
Range |
119.25 |
148.59 |
29.34 |
24.6% |
290.52 |
ATR |
128.93 |
130.34 |
1.40 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,583.73 |
9,499.01 |
9,198.84 |
|
R3 |
9,435.14 |
9,350.42 |
9,157.98 |
|
R2 |
9,286.55 |
9,286.55 |
9,144.36 |
|
R1 |
9,201.83 |
9,201.83 |
9,130.74 |
9,169.90 |
PP |
9,137.96 |
9,137.96 |
9,137.96 |
9,121.99 |
S1 |
9,053.24 |
9,053.24 |
9,103.50 |
9,021.31 |
S2 |
8,989.37 |
8,989.37 |
9,089.88 |
|
S3 |
8,840.78 |
8,904.65 |
9,076.26 |
|
S4 |
8,692.19 |
8,756.06 |
9,035.40 |
|
|
Weekly Pivots for week ending 13-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,971.17 |
9,834.66 |
9,276.91 |
|
R3 |
9,680.65 |
9,544.14 |
9,197.01 |
|
R2 |
9,390.13 |
9,390.13 |
9,170.38 |
|
R1 |
9,253.62 |
9,253.62 |
9,143.75 |
9,321.88 |
PP |
9,099.61 |
9,099.61 |
9,099.61 |
9,133.73 |
S1 |
8,963.10 |
8,963.10 |
9,090.49 |
9,031.36 |
S2 |
8,809.09 |
8,809.09 |
9,063.86 |
|
S3 |
8,518.57 |
8,672.58 |
9,037.23 |
|
S4 |
8,228.05 |
8,382.06 |
8,957.33 |
|
|
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% |
122.50 |
1.3% |
59% |
False |
False |
|
10 |
9,236.11 |
8,851.45 |
384.66 |
4.2% |
123.80 |
1.4% |
69% |
False |
False |
|
20 |
9,236.11 |
8,416.72 |
819.39 |
9.0% |
131.50 |
1.4% |
85% |
False |
False |
|
40 |
9,236.11 |
8,235.41 |
1,000.70 |
11.0% |
128.29 |
1.4% |
88% |
False |
False |
|
60 |
9,236.11 |
7,929.31 |
1,306.80 |
14.3% |
139.30 |
1.5% |
91% |
False |
False |
|
80 |
9,236.11 |
7,416.64 |
1,819.47 |
20.0% |
144.85 |
1.6% |
93% |
False |
False |
|
100 |
9,236.11 |
7,416.64 |
1,819.47 |
20.0% |
147.74 |
1.6% |
93% |
False |
False |
|
120 |
9,236.11 |
7,416.64 |
1,819.47 |
20.0% |
146.25 |
1.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,854.18 |
2.618 |
9,611.68 |
1.618 |
9,463.09 |
1.000 |
9,371.26 |
0.618 |
9,314.50 |
HIGH |
9,222.67 |
0.618 |
9,165.91 |
0.500 |
9,148.38 |
0.382 |
9,130.84 |
LOW |
9,074.08 |
0.618 |
8,982.25 |
1.000 |
8,925.49 |
1.618 |
8,833.66 |
2.618 |
8,685.07 |
4.250 |
8,442.57 |
|
|
Fisher Pivots for day following 13-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,148.38 |
9,137.09 |
PP |
9,137.96 |
9,130.43 |
S1 |
9,127.54 |
9,123.78 |
|