Trading Metrics calculated at close of trading on 30-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2003 |
30-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,079.74 |
8,990.74 |
-89.00 |
-1.0% |
9,199.49 |
High |
9,105.51 |
9,068.05 |
-37.46 |
-0.4% |
9,199.70 |
Low |
8,970.28 |
8,970.43 |
0.15 |
0.0% |
8,970.28 |
Close |
8,989.05 |
8,985.44 |
-3.61 |
0.0% |
8,989.05 |
Range |
135.23 |
97.62 |
-37.61 |
-27.8% |
229.42 |
ATR |
129.11 |
126.86 |
-2.25 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,300.83 |
9,240.76 |
9,039.13 |
|
R3 |
9,203.21 |
9,143.14 |
9,012.29 |
|
R2 |
9,105.59 |
9,105.59 |
9,003.34 |
|
R1 |
9,045.52 |
9,045.52 |
8,994.39 |
9,026.75 |
PP |
9,007.97 |
9,007.97 |
9,007.97 |
8,998.59 |
S1 |
8,947.90 |
8,947.90 |
8,976.49 |
8,929.13 |
S2 |
8,910.35 |
8,910.35 |
8,967.54 |
|
S3 |
8,812.73 |
8,850.28 |
8,958.59 |
|
S4 |
8,715.11 |
8,752.66 |
8,931.75 |
|
|
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 |
9,161.74 |
8,970.28 |
191.46 |
2.1% |
116.38 |
1.3% |
8% |
False |
False |
|
10 |
9,352.77 |
8,970.28 |
382.49 |
4.3% |
118.28 |
1.3% |
4% |
False |
False |
|
20 |
9,352.77 |
8,861.32 |
491.45 |
5.5% |
123.52 |
1.4% |
25% |
False |
False |
|
40 |
9,352.77 |
8,416.72 |
936.05 |
10.4% |
124.97 |
1.4% |
61% |
False |
False |
|
60 |
9,352.77 |
8,145.87 |
1,206.90 |
13.4% |
130.22 |
1.4% |
70% |
False |
False |
|
80 |
9,352.77 |
7,416.64 |
1,936.13 |
21.5% |
142.21 |
1.6% |
81% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.5% |
142.77 |
1.6% |
81% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.5% |
145.50 |
1.6% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,482.94 |
2.618 |
9,323.62 |
1.618 |
9,226.00 |
1.000 |
9,165.67 |
0.618 |
9,128.38 |
HIGH |
9,068.05 |
0.618 |
9,030.76 |
0.500 |
9,019.24 |
0.382 |
9,007.72 |
LOW |
8,970.43 |
0.618 |
8,910.10 |
1.000 |
8,872.81 |
1.618 |
8,812.48 |
2.618 |
8,714.86 |
4.250 |
8,555.55 |
|
|
Fisher Pivots for day following 30-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,019.24 |
9,037.90 |
PP |
9,007.97 |
9,020.41 |
S1 |
8,996.71 |
9,002.93 |
|