Trading Metrics calculated at close of trading on 27-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2003 |
27-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,011.06 |
9,079.74 |
68.68 |
0.8% |
9,199.49 |
High |
9,092.21 |
9,105.51 |
13.30 |
0.1% |
9,199.70 |
Low |
8,987.16 |
8,970.28 |
-16.88 |
-0.2% |
8,970.28 |
Close |
9,079.04 |
8,989.05 |
-89.99 |
-1.0% |
8,989.05 |
Range |
105.05 |
135.23 |
30.18 |
28.7% |
229.42 |
ATR |
128.63 |
129.11 |
0.47 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,427.30 |
9,343.41 |
9,063.43 |
|
R3 |
9,292.07 |
9,208.18 |
9,026.24 |
|
R2 |
9,156.84 |
9,156.84 |
9,013.84 |
|
R1 |
9,072.95 |
9,072.95 |
9,001.45 |
9,047.28 |
PP |
9,021.61 |
9,021.61 |
9,021.61 |
9,008.78 |
S1 |
8,937.72 |
8,937.72 |
8,976.65 |
8,912.05 |
S2 |
8,886.38 |
8,886.38 |
8,964.26 |
|
S3 |
8,751.15 |
8,802.49 |
8,951.86 |
|
S4 |
8,615.92 |
8,667.26 |
8,914.67 |
|
|
Weekly Pivots for week ending 27-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,741.27 |
9,594.58 |
9,115.23 |
|
R3 |
9,511.85 |
9,365.16 |
9,052.14 |
|
R2 |
9,282.43 |
9,282.43 |
9,031.11 |
|
R1 |
9,135.74 |
9,135.74 |
9,010.08 |
9,094.38 |
PP |
9,053.01 |
9,053.01 |
9,053.01 |
9,032.33 |
S1 |
8,906.32 |
8,906.32 |
8,968.02 |
8,864.96 |
S2 |
8,823.59 |
8,823.59 |
8,946.99 |
|
S3 |
8,594.17 |
8,676.90 |
8,925.96 |
|
S4 |
8,364.75 |
8,447.48 |
8,862.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,199.70 |
8,970.28 |
229.42 |
2.6% |
129.13 |
1.4% |
8% |
False |
True |
|
10 |
9,352.77 |
8,970.28 |
382.49 |
4.3% |
128.66 |
1.4% |
5% |
False |
True |
|
20 |
9,352.77 |
8,851.45 |
501.32 |
5.6% |
126.23 |
1.4% |
27% |
False |
False |
|
40 |
9,352.77 |
8,409.29 |
943.48 |
10.5% |
127.13 |
1.4% |
61% |
False |
False |
|
60 |
9,352.77 |
8,145.87 |
1,206.90 |
13.4% |
130.23 |
1.4% |
70% |
False |
False |
|
80 |
9,352.77 |
7,416.64 |
1,936.13 |
21.5% |
142.47 |
1.6% |
81% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.5% |
143.64 |
1.6% |
81% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.5% |
145.43 |
1.6% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,680.24 |
2.618 |
9,459.54 |
1.618 |
9,324.31 |
1.000 |
9,240.74 |
0.618 |
9,189.08 |
HIGH |
9,105.51 |
0.618 |
9,053.85 |
0.500 |
9,037.90 |
0.382 |
9,021.94 |
LOW |
8,970.28 |
0.618 |
8,886.71 |
1.000 |
8,835.05 |
1.618 |
8,751.48 |
2.618 |
8,616.25 |
4.250 |
8,395.55 |
|
|
Fisher Pivots for day following 27-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,037.90 |
9,066.01 |
PP |
9,021.61 |
9,040.36 |
S1 |
9,005.33 |
9,014.70 |
|