Trading Metrics calculated at close of trading on 23-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2003 |
23-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,180.93 |
9,199.49 |
18.56 |
0.2% |
9,117.56 |
High |
9,276.51 |
9,199.70 |
-76.81 |
-0.8% |
9,352.77 |
Low |
9,180.93 |
9,038.29 |
-142.64 |
-1.6% |
9,117.56 |
Close |
9,200.75 |
9,072.95 |
-127.80 |
-1.4% |
9,200.75 |
Range |
95.58 |
161.41 |
65.83 |
68.9% |
235.21 |
ATR |
129.19 |
131.57 |
2.38 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,587.88 |
9,491.82 |
9,161.73 |
|
R3 |
9,426.47 |
9,330.41 |
9,117.34 |
|
R2 |
9,265.06 |
9,265.06 |
9,102.54 |
|
R1 |
9,169.00 |
9,169.00 |
9,087.75 |
9,136.33 |
PP |
9,103.65 |
9,103.65 |
9,103.65 |
9,087.31 |
S1 |
9,007.59 |
9,007.59 |
9,058.15 |
8,974.92 |
S2 |
8,942.24 |
8,942.24 |
9,043.36 |
|
S3 |
8,780.83 |
8,846.18 |
9,028.56 |
|
S4 |
8,619.42 |
8,684.77 |
8,984.17 |
|
|
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 |
9,038.29 |
314.48 |
3.5% |
120.19 |
1.3% |
11% |
False |
True |
|
10 |
9,352.77 |
8,980.65 |
372.12 |
4.1% |
129.40 |
1.4% |
25% |
False |
False |
|
20 |
9,352.77 |
8,540.59 |
812.18 |
9.0% |
135.64 |
1.5% |
66% |
False |
False |
|
40 |
9,352.77 |
8,305.03 |
1,047.74 |
11.5% |
129.00 |
1.4% |
73% |
False |
False |
|
60 |
9,352.77 |
7,929.31 |
1,423.46 |
15.7% |
133.48 |
1.5% |
80% |
False |
False |
|
80 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
142.98 |
1.6% |
86% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
145.23 |
1.6% |
86% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
146.94 |
1.6% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,885.69 |
2.618 |
9,622.27 |
1.618 |
9,460.86 |
1.000 |
9,361.11 |
0.618 |
9,299.45 |
HIGH |
9,199.70 |
0.618 |
9,138.04 |
0.500 |
9,119.00 |
0.382 |
9,099.95 |
LOW |
9,038.29 |
0.618 |
8,938.54 |
1.000 |
8,876.88 |
1.618 |
8,777.13 |
2.618 |
8,615.72 |
4.250 |
8,352.30 |
|
|
Fisher Pivots for day following 23-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,119.00 |
9,175.79 |
PP |
9,103.65 |
9,141.51 |
S1 |
9,088.30 |
9,107.23 |
|