Trading Metrics calculated at close of trading on 17-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2003 |
17-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,117.56 |
9,319.66 |
202.10 |
2.2% |
9,061.18 |
High |
9,318.96 |
9,352.77 |
33.81 |
0.4% |
9,236.11 |
Low |
9,117.56 |
9,268.96 |
151.40 |
1.7% |
8,945.59 |
Close |
9,318.96 |
9,323.02 |
4.06 |
0.0% |
9,117.12 |
Range |
201.40 |
83.81 |
-117.59 |
-58.4% |
290.52 |
ATR |
135.44 |
131.76 |
-3.69 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,566.35 |
9,528.49 |
9,369.12 |
|
R3 |
9,482.54 |
9,444.68 |
9,346.07 |
|
R2 |
9,398.73 |
9,398.73 |
9,338.39 |
|
R1 |
9,360.87 |
9,360.87 |
9,330.70 |
9,379.80 |
PP |
9,314.92 |
9,314.92 |
9,314.92 |
9,324.38 |
S1 |
9,277.06 |
9,277.06 |
9,315.34 |
9,295.99 |
S2 |
9,231.11 |
9,231.11 |
9,307.65 |
|
S3 |
9,147.30 |
9,193.25 |
9,299.97 |
|
S4 |
9,063.49 |
9,109.44 |
9,276.92 |
|
|
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 |
9,352.77 |
9,038.07 |
314.70 |
3.4% |
139.64 |
1.5% |
91% |
True |
False |
|
10 |
9,352.77 |
8,909.01 |
443.76 |
4.8% |
129.23 |
1.4% |
93% |
True |
False |
|
20 |
9,352.77 |
8,416.72 |
936.05 |
10.0% |
131.21 |
1.4% |
97% |
True |
False |
|
40 |
9,352.77 |
8,263.98 |
1,088.79 |
11.7% |
130.22 |
1.4% |
97% |
True |
False |
|
60 |
9,352.77 |
7,929.31 |
1,423.46 |
15.3% |
137.05 |
1.5% |
98% |
True |
False |
|
80 |
9,352.77 |
7,416.64 |
1,936.13 |
20.8% |
144.43 |
1.5% |
98% |
True |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
20.8% |
147.90 |
1.6% |
98% |
True |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
20.8% |
146.64 |
1.6% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,708.96 |
2.618 |
9,572.18 |
1.618 |
9,488.37 |
1.000 |
9,436.58 |
0.618 |
9,404.56 |
HIGH |
9,352.77 |
0.618 |
9,320.75 |
0.500 |
9,310.87 |
0.382 |
9,300.98 |
LOW |
9,268.96 |
0.618 |
9,217.17 |
1.000 |
9,185.15 |
1.618 |
9,133.36 |
2.618 |
9,049.55 |
4.250 |
8,912.77 |
|
|
Fisher Pivots for day following 17-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,318.97 |
9,286.49 |
PP |
9,314.92 |
9,249.96 |
S1 |
9,310.87 |
9,213.43 |
|