Trading Metrics calculated at close of trading on 12-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2004 |
12-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,288.90 |
10,130.70 |
-158.20 |
-1.5% |
10,595.40 |
High |
10,321.40 |
10,241.20 |
-80.20 |
-0.8% |
10,634.30 |
Low |
10,120.40 |
10,130.70 |
10.30 |
0.1% |
10,120.40 |
Close |
10,128.40 |
10,240.10 |
111.70 |
1.1% |
10,240.10 |
Range |
201.00 |
110.50 |
-90.50 |
-45.0% |
513.90 |
ATR |
108.48 |
108.78 |
0.31 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,535.50 |
10,498.30 |
10,300.88 |
|
R3 |
10,425.00 |
10,387.80 |
10,270.49 |
|
R2 |
10,314.50 |
10,314.50 |
10,260.36 |
|
R1 |
10,277.30 |
10,277.30 |
10,250.23 |
10,295.90 |
PP |
10,204.00 |
10,204.00 |
10,204.00 |
10,213.30 |
S1 |
10,166.80 |
10,166.80 |
10,229.97 |
10,185.40 |
S2 |
10,093.50 |
10,093.50 |
10,219.84 |
|
S3 |
9,983.00 |
10,056.30 |
10,209.71 |
|
S4 |
9,872.50 |
9,945.80 |
10,179.33 |
|
|
Weekly Pivots for week ending 12-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,873.30 |
11,570.60 |
10,522.75 |
|
R3 |
11,359.40 |
11,056.70 |
10,381.42 |
|
R2 |
10,845.50 |
10,845.50 |
10,334.32 |
|
R1 |
10,542.80 |
10,542.80 |
10,287.21 |
10,437.20 |
PP |
10,331.60 |
10,331.60 |
10,331.60 |
10,278.80 |
S1 |
10,028.90 |
10,028.90 |
10,192.99 |
9,923.30 |
S2 |
9,817.70 |
9,817.70 |
10,145.89 |
|
S3 |
9,303.80 |
9,515.00 |
10,098.78 |
|
S4 |
8,789.90 |
9,001.10 |
9,957.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,634.30 |
10,120.40 |
513.90 |
5.0% |
142.74 |
1.4% |
23% |
False |
False |
|
10 |
10,695.50 |
10,120.40 |
575.10 |
5.6% |
116.37 |
1.1% |
21% |
False |
False |
|
20 |
10,753.60 |
10,120.40 |
633.20 |
6.2% |
104.80 |
1.0% |
19% |
False |
False |
|
40 |
10,753.60 |
10,120.40 |
633.20 |
6.2% |
103.72 |
1.0% |
19% |
False |
False |
|
60 |
10,753.60 |
10,023.30 |
730.30 |
7.1% |
97.94 |
1.0% |
30% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.4% |
96.47 |
0.9% |
56% |
False |
False |
|
100 |
10,753.60 |
9,497.72 |
1,255.88 |
12.3% |
95.01 |
0.9% |
59% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.9% |
97.38 |
1.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,710.83 |
2.618 |
10,530.49 |
1.618 |
10,419.99 |
1.000 |
10,351.70 |
0.618 |
10,309.49 |
HIGH |
10,241.20 |
0.618 |
10,198.99 |
0.500 |
10,185.95 |
0.382 |
10,172.91 |
LOW |
10,130.70 |
0.618 |
10,062.41 |
1.000 |
10,020.20 |
1.618 |
9,951.91 |
2.618 |
9,841.41 |
4.250 |
9,661.08 |
|
|
Fisher Pivots for day following 12-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,222.05 |
10,297.15 |
PP |
10,204.00 |
10,278.13 |
S1 |
10,185.95 |
10,259.12 |
|