Trading Metrics calculated at close of trading on 20-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2003 |
20-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,293.80 |
9,180.93 |
-112.87 |
-1.2% |
9,117.56 |
High |
9,313.29 |
9,276.51 |
-36.78 |
-0.4% |
9,352.77 |
Low |
9,154.74 |
9,180.93 |
26.19 |
0.3% |
9,117.56 |
Close |
9,179.53 |
9,200.75 |
21.22 |
0.2% |
9,200.75 |
Range |
158.55 |
95.58 |
-62.97 |
-39.7% |
235.21 |
ATR |
131.67 |
129.19 |
-2.48 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,506.14 |
9,449.02 |
9,253.32 |
|
R3 |
9,410.56 |
9,353.44 |
9,227.03 |
|
R2 |
9,314.98 |
9,314.98 |
9,218.27 |
|
R1 |
9,257.86 |
9,257.86 |
9,209.51 |
9,286.42 |
PP |
9,219.40 |
9,219.40 |
9,219.40 |
9,233.68 |
S1 |
9,162.28 |
9,162.28 |
9,191.99 |
9,190.84 |
S2 |
9,123.82 |
9,123.82 |
9,183.23 |
|
S3 |
9,028.24 |
9,066.70 |
9,174.47 |
|
S4 |
8,932.66 |
8,971.12 |
9,148.18 |
|
|
Weekly Pivots for week ending 20-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,929.32 |
9,800.25 |
9,330.12 |
|
R3 |
9,694.11 |
9,565.04 |
9,265.43 |
|
R2 |
9,458.90 |
9,458.90 |
9,243.87 |
|
R1 |
9,329.83 |
9,329.83 |
9,222.31 |
9,394.37 |
PP |
9,223.69 |
9,223.69 |
9,223.69 |
9,255.96 |
S1 |
9,094.62 |
9,094.62 |
9,179.19 |
9,159.16 |
S2 |
8,988.48 |
8,988.48 |
9,157.63 |
|
S3 |
8,753.27 |
8,859.41 |
9,136.07 |
|
S4 |
8,518.06 |
8,624.20 |
9,071.38 |
|
|
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 |
9,117.56 |
235.21 |
2.6% |
128.19 |
1.4% |
35% |
False |
False |
|
10 |
9,352.77 |
8,945.59 |
407.18 |
4.4% |
125.34 |
1.4% |
63% |
False |
False |
|
20 |
9,352.77 |
8,540.59 |
812.18 |
8.8% |
131.78 |
1.4% |
81% |
False |
False |
|
40 |
9,352.77 |
8,288.49 |
1,064.28 |
11.6% |
128.73 |
1.4% |
86% |
False |
False |
|
60 |
9,352.77 |
7,929.31 |
1,423.46 |
15.5% |
133.25 |
1.4% |
89% |
False |
False |
|
80 |
9,352.77 |
7,416.64 |
1,936.13 |
21.0% |
142.64 |
1.6% |
92% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.0% |
145.75 |
1.6% |
92% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.0% |
146.53 |
1.6% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,682.73 |
2.618 |
9,526.74 |
1.618 |
9,431.16 |
1.000 |
9,372.09 |
0.618 |
9,335.58 |
HIGH |
9,276.51 |
0.618 |
9,240.00 |
0.500 |
9,228.72 |
0.382 |
9,217.44 |
LOW |
9,180.93 |
0.618 |
9,121.86 |
1.000 |
9,085.35 |
1.618 |
9,026.28 |
2.618 |
8,930.70 |
4.250 |
8,774.72 |
|
|
Fisher Pivots for day following 20-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,228.72 |
9,244.20 |
PP |
9,219.40 |
9,229.72 |
S1 |
9,210.07 |
9,215.23 |
|