Trading Metrics calculated at close of trading on 17-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2004 |
17-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,103.40 |
10,184.30 |
80.90 |
0.8% |
10,595.40 |
High |
10,221.10 |
10,326.50 |
105.40 |
1.0% |
10,634.30 |
Low |
10,103.40 |
10,184.30 |
80.90 |
0.8% |
10,120.40 |
Close |
10,184.70 |
10,300.30 |
115.60 |
1.1% |
10,240.10 |
Range |
117.70 |
142.20 |
24.50 |
20.8% |
513.90 |
ATR |
112.10 |
114.25 |
2.15 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,696.97 |
10,640.83 |
10,378.51 |
|
R3 |
10,554.77 |
10,498.63 |
10,339.41 |
|
R2 |
10,412.57 |
10,412.57 |
10,326.37 |
|
R1 |
10,356.43 |
10,356.43 |
10,313.34 |
10,384.50 |
PP |
10,270.37 |
10,270.37 |
10,270.37 |
10,284.40 |
S1 |
10,214.23 |
10,214.23 |
10,287.27 |
10,242.30 |
S2 |
10,128.17 |
10,128.17 |
10,274.23 |
|
S3 |
9,985.97 |
10,072.03 |
10,261.20 |
|
S4 |
9,843.77 |
9,929.83 |
10,222.09 |
|
|
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 |
10,326.50 |
10,092.50 |
234.00 |
2.3% |
144.00 |
1.4% |
89% |
True |
False |
|
10 |
10,651.30 |
10,092.50 |
558.80 |
5.4% |
128.95 |
1.3% |
37% |
False |
False |
|
20 |
10,753.60 |
10,092.50 |
661.10 |
6.4% |
109.69 |
1.1% |
31% |
False |
False |
|
40 |
10,753.60 |
10,092.50 |
661.10 |
6.4% |
107.16 |
1.0% |
31% |
False |
False |
|
60 |
10,753.60 |
10,092.50 |
661.10 |
6.4% |
100.03 |
1.0% |
31% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.3% |
97.11 |
0.9% |
61% |
False |
False |
|
100 |
10,753.60 |
9,497.72 |
1,255.88 |
12.2% |
96.28 |
0.9% |
64% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.8% |
97.61 |
0.9% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,930.85 |
2.618 |
10,698.78 |
1.618 |
10,556.58 |
1.000 |
10,468.70 |
0.618 |
10,414.38 |
HIGH |
10,326.50 |
0.618 |
10,272.18 |
0.500 |
10,255.40 |
0.382 |
10,238.62 |
LOW |
10,184.30 |
0.618 |
10,096.42 |
1.000 |
10,042.10 |
1.618 |
9,954.22 |
2.618 |
9,812.02 |
4.250 |
9,579.95 |
|
|
Fisher Pivots for day following 17-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,285.33 |
10,270.03 |
PP |
10,270.37 |
10,239.77 |
S1 |
10,255.40 |
10,209.50 |
|