Trading Metrics calculated at close of trading on 18-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2003 |
18-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,319.66 |
9,322.67 |
3.01 |
0.0% |
9,061.18 |
High |
9,352.77 |
9,333.66 |
-19.11 |
-0.2% |
9,236.11 |
Low |
9,268.96 |
9,232.05 |
-36.91 |
-0.4% |
8,945.59 |
Close |
9,323.02 |
9,293.80 |
-29.22 |
-0.3% |
9,117.12 |
Range |
83.81 |
101.61 |
17.80 |
21.2% |
290.52 |
ATR |
131.76 |
129.60 |
-2.15 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,591.33 |
9,544.18 |
9,349.69 |
|
R3 |
9,489.72 |
9,442.57 |
9,321.74 |
|
R2 |
9,388.11 |
9,388.11 |
9,312.43 |
|
R1 |
9,340.96 |
9,340.96 |
9,303.11 |
9,313.73 |
PP |
9,286.50 |
9,286.50 |
9,286.50 |
9,272.89 |
S1 |
9,239.35 |
9,239.35 |
9,284.49 |
9,212.12 |
S2 |
9,184.89 |
9,184.89 |
9,275.17 |
|
S3 |
9,083.28 |
9,137.74 |
9,265.86 |
|
S4 |
8,981.67 |
9,036.13 |
9,237.91 |
|
|
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 |
9,074.08 |
278.69 |
3.0% |
130.93 |
1.4% |
79% |
False |
False |
|
10 |
9,352.77 |
8,945.59 |
407.18 |
4.4% |
124.55 |
1.3% |
86% |
False |
False |
|
20 |
9,352.77 |
8,431.21 |
921.56 |
9.9% |
129.61 |
1.4% |
94% |
False |
False |
|
40 |
9,352.77 |
8,288.49 |
1,064.28 |
11.5% |
127.17 |
1.4% |
94% |
False |
False |
|
60 |
9,352.77 |
7,929.31 |
1,423.46 |
15.3% |
133.25 |
1.4% |
96% |
False |
False |
|
80 |
9,352.77 |
7,416.64 |
1,936.13 |
20.8% |
143.63 |
1.5% |
97% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
20.8% |
146.36 |
1.6% |
97% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
20.8% |
147.09 |
1.6% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,765.50 |
2.618 |
9,599.67 |
1.618 |
9,498.06 |
1.000 |
9,435.27 |
0.618 |
9,396.45 |
HIGH |
9,333.66 |
0.618 |
9,294.84 |
0.500 |
9,282.86 |
0.382 |
9,270.87 |
LOW |
9,232.05 |
0.618 |
9,169.26 |
1.000 |
9,130.44 |
1.618 |
9,067.65 |
2.618 |
8,966.04 |
4.250 |
8,800.21 |
|
|
Fisher Pivots for day following 18-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,290.15 |
9,274.26 |
PP |
9,286.50 |
9,254.71 |
S1 |
9,282.86 |
9,235.17 |
|