Trading Metrics calculated at close of trading on 16-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2004 |
16-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,238.50 |
10,103.40 |
-135.10 |
-1.3% |
10,595.40 |
High |
10,241.10 |
10,221.10 |
-20.00 |
-0.2% |
10,634.30 |
Low |
10,092.50 |
10,103.40 |
10.90 |
0.1% |
10,120.40 |
Close |
10,102.90 |
10,184.70 |
81.80 |
0.8% |
10,240.10 |
Range |
148.60 |
117.70 |
-30.90 |
-20.8% |
513.90 |
ATR |
111.63 |
112.10 |
0.47 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,522.83 |
10,471.47 |
10,249.44 |
|
R3 |
10,405.13 |
10,353.77 |
10,217.07 |
|
R2 |
10,287.43 |
10,287.43 |
10,206.28 |
|
R1 |
10,236.07 |
10,236.07 |
10,195.49 |
10,261.75 |
PP |
10,169.73 |
10,169.73 |
10,169.73 |
10,182.58 |
S1 |
10,118.37 |
10,118.37 |
10,173.91 |
10,144.05 |
S2 |
10,052.03 |
10,052.03 |
10,163.12 |
|
S3 |
9,934.33 |
10,000.67 |
10,152.33 |
|
S4 |
9,816.63 |
9,882.97 |
10,119.97 |
|
|
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 |
10,473.90 |
10,092.50 |
381.40 |
3.7% |
153.40 |
1.5% |
24% |
False |
False |
|
10 |
10,651.30 |
10,092.50 |
558.80 |
5.5% |
120.72 |
1.2% |
16% |
False |
False |
|
20 |
10,753.60 |
10,092.50 |
661.10 |
6.5% |
106.26 |
1.0% |
14% |
False |
False |
|
40 |
10,753.60 |
10,092.50 |
661.10 |
6.5% |
106.04 |
1.0% |
14% |
False |
False |
|
60 |
10,753.60 |
10,092.50 |
661.10 |
6.5% |
99.61 |
1.0% |
14% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.5% |
96.50 |
0.9% |
51% |
False |
False |
|
100 |
10,753.60 |
9,497.72 |
1,255.88 |
12.3% |
96.47 |
0.9% |
55% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
15.0% |
97.83 |
1.0% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,721.33 |
2.618 |
10,529.24 |
1.618 |
10,411.54 |
1.000 |
10,338.80 |
0.618 |
10,293.84 |
HIGH |
10,221.10 |
0.618 |
10,176.14 |
0.500 |
10,162.25 |
0.382 |
10,148.36 |
LOW |
10,103.40 |
0.618 |
10,030.66 |
1.000 |
9,985.70 |
1.618 |
9,912.96 |
2.618 |
9,795.26 |
4.250 |
9,603.18 |
|
|
Fisher Pivots for day following 16-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,177.22 |
10,178.75 |
PP |
10,169.73 |
10,172.80 |
S1 |
10,162.25 |
10,166.85 |
|