Trading Metrics calculated at close of trading on 19-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2003 |
19-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,322.67 |
9,293.80 |
-28.87 |
-0.3% |
9,061.18 |
High |
9,333.66 |
9,313.29 |
-20.37 |
-0.2% |
9,236.11 |
Low |
9,232.05 |
9,154.74 |
-77.31 |
-0.8% |
8,945.59 |
Close |
9,293.80 |
9,179.53 |
-114.27 |
-1.2% |
9,117.12 |
Range |
101.61 |
158.55 |
56.94 |
56.0% |
290.52 |
ATR |
129.60 |
131.67 |
2.07 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,691.50 |
9,594.07 |
9,266.73 |
|
R3 |
9,532.95 |
9,435.52 |
9,223.13 |
|
R2 |
9,374.40 |
9,374.40 |
9,208.60 |
|
R1 |
9,276.97 |
9,276.97 |
9,194.06 |
9,246.41 |
PP |
9,215.85 |
9,215.85 |
9,215.85 |
9,200.58 |
S1 |
9,118.42 |
9,118.42 |
9,165.00 |
9,087.86 |
S2 |
9,057.30 |
9,057.30 |
9,150.46 |
|
S3 |
8,898.75 |
8,959.87 |
9,135.93 |
|
S4 |
8,740.20 |
8,801.32 |
9,092.33 |
|
|
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% |
138.79 |
1.5% |
38% |
False |
False |
|
10 |
9,352.77 |
8,945.59 |
407.18 |
4.4% |
132.82 |
1.4% |
57% |
False |
False |
|
20 |
9,352.77 |
8,509.22 |
843.55 |
9.2% |
132.94 |
1.4% |
79% |
False |
False |
|
40 |
9,352.77 |
8,288.49 |
1,064.28 |
11.6% |
129.26 |
1.4% |
84% |
False |
False |
|
60 |
9,352.77 |
7,929.31 |
1,423.46 |
15.5% |
133.28 |
1.5% |
88% |
False |
False |
|
80 |
9,352.77 |
7,416.64 |
1,936.13 |
21.1% |
143.10 |
1.6% |
91% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.1% |
146.02 |
1.6% |
91% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.1% |
147.11 |
1.6% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,987.13 |
2.618 |
9,728.37 |
1.618 |
9,569.82 |
1.000 |
9,471.84 |
0.618 |
9,411.27 |
HIGH |
9,313.29 |
0.618 |
9,252.72 |
0.500 |
9,234.02 |
0.382 |
9,215.31 |
LOW |
9,154.74 |
0.618 |
9,056.76 |
1.000 |
8,996.19 |
1.618 |
8,898.21 |
2.618 |
8,739.66 |
4.250 |
8,480.90 |
|
|
Fisher Pivots for day following 19-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,234.02 |
9,253.76 |
PP |
9,215.85 |
9,229.01 |
S1 |
9,197.69 |
9,204.27 |
|