Trading Metrics calculated at close of trading on 18-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2004 |
18-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,184.30 |
10,299.00 |
114.70 |
1.1% |
10,595.40 |
High |
10,326.50 |
10,328.80 |
2.30 |
0.0% |
10,634.30 |
Low |
10,184.30 |
10,214.20 |
29.90 |
0.3% |
10,120.40 |
Close |
10,300.30 |
10,295.80 |
-4.50 |
0.0% |
10,240.10 |
Range |
142.20 |
114.60 |
-27.60 |
-19.4% |
513.90 |
ATR |
114.25 |
114.27 |
0.03 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,623.40 |
10,574.20 |
10,358.83 |
|
R3 |
10,508.80 |
10,459.60 |
10,327.32 |
|
R2 |
10,394.20 |
10,394.20 |
10,316.81 |
|
R1 |
10,345.00 |
10,345.00 |
10,306.31 |
10,312.30 |
PP |
10,279.60 |
10,279.60 |
10,279.60 |
10,263.25 |
S1 |
10,230.40 |
10,230.40 |
10,285.30 |
10,197.70 |
S2 |
10,165.00 |
10,165.00 |
10,274.79 |
|
S3 |
10,050.40 |
10,115.80 |
10,264.29 |
|
S4 |
9,935.80 |
10,001.20 |
10,232.77 |
|
|
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 |
10,328.80 |
10,092.50 |
236.30 |
2.3% |
126.72 |
1.2% |
86% |
True |
False |
|
10 |
10,651.30 |
10,092.50 |
558.80 |
5.4% |
136.35 |
1.3% |
36% |
False |
False |
|
20 |
10,695.50 |
10,092.50 |
603.00 |
5.9% |
110.57 |
1.1% |
34% |
False |
False |
|
40 |
10,753.60 |
10,092.50 |
661.10 |
6.4% |
106.21 |
1.0% |
31% |
False |
False |
|
60 |
10,753.60 |
10,092.50 |
661.10 |
6.4% |
100.89 |
1.0% |
31% |
False |
False |
|
80 |
10,753.60 |
9,585.50 |
1,168.10 |
11.3% |
97.14 |
0.9% |
61% |
False |
False |
|
100 |
10,753.60 |
9,497.72 |
1,255.88 |
12.2% |
96.72 |
0.9% |
64% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
14.8% |
97.60 |
0.9% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,815.85 |
2.618 |
10,628.82 |
1.618 |
10,514.22 |
1.000 |
10,443.40 |
0.618 |
10,399.62 |
HIGH |
10,328.80 |
0.618 |
10,285.02 |
0.500 |
10,271.50 |
0.382 |
10,257.98 |
LOW |
10,214.20 |
0.618 |
10,143.38 |
1.000 |
10,099.60 |
1.618 |
10,028.78 |
2.618 |
9,914.18 |
4.250 |
9,727.15 |
|
|
Fisher Pivots for day following 18-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,287.70 |
10,269.23 |
PP |
10,279.60 |
10,242.67 |
S1 |
10,271.50 |
10,216.10 |
|