Trading Metrics calculated at close of trading on 25-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2003 |
25-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,071.48 |
9,109.57 |
38.09 |
0.4% |
9,117.56 |
High |
9,140.81 |
9,161.74 |
20.93 |
0.2% |
9,352.77 |
Low |
9,057.89 |
9,000.68 |
-57.21 |
-0.6% |
9,117.56 |
Close |
9,109.85 |
9,011.53 |
-98.32 |
-1.1% |
9,200.75 |
Range |
82.92 |
161.06 |
78.14 |
94.2% |
235.21 |
ATR |
128.09 |
130.45 |
2.35 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,541.16 |
9,437.41 |
9,100.11 |
|
R3 |
9,380.10 |
9,276.35 |
9,055.82 |
|
R2 |
9,219.04 |
9,219.04 |
9,041.06 |
|
R1 |
9,115.29 |
9,115.29 |
9,026.29 |
9,086.64 |
PP |
9,057.98 |
9,057.98 |
9,057.98 |
9,043.66 |
S1 |
8,954.23 |
8,954.23 |
8,996.77 |
8,925.58 |
S2 |
8,896.92 |
8,896.92 |
8,982.00 |
|
S3 |
8,735.86 |
8,793.17 |
8,967.24 |
|
S4 |
8,574.80 |
8,632.11 |
8,922.95 |
|
|
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 |
9,313.29 |
9,000.68 |
312.61 |
3.5% |
131.90 |
1.5% |
3% |
False |
True |
|
10 |
9,352.77 |
9,000.68 |
352.09 |
3.9% |
131.42 |
1.5% |
3% |
False |
True |
|
20 |
9,352.77 |
8,679.60 |
673.17 |
7.5% |
131.21 |
1.5% |
49% |
False |
False |
|
40 |
9,352.77 |
8,340.23 |
1,012.54 |
11.2% |
127.24 |
1.4% |
66% |
False |
False |
|
60 |
9,352.77 |
7,979.69 |
1,373.08 |
15.2% |
132.33 |
1.5% |
75% |
False |
False |
|
80 |
9,352.77 |
7,416.64 |
1,936.13 |
21.5% |
142.66 |
1.6% |
82% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.5% |
143.92 |
1.6% |
82% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.5% |
145.77 |
1.6% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,846.25 |
2.618 |
9,583.40 |
1.618 |
9,422.34 |
1.000 |
9,322.80 |
0.618 |
9,261.28 |
HIGH |
9,161.74 |
0.618 |
9,100.22 |
0.500 |
9,081.21 |
0.382 |
9,062.20 |
LOW |
9,000.68 |
0.618 |
8,901.14 |
1.000 |
8,839.62 |
1.618 |
8,740.08 |
2.618 |
8,579.02 |
4.250 |
8,316.18 |
|
|
Fisher Pivots for day following 25-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,081.21 |
9,100.19 |
PP |
9,057.98 |
9,070.64 |
S1 |
9,034.76 |
9,041.08 |
|