Trading Metrics calculated at close of trading on 19-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2004 |
19-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,299.00 |
10,295.90 |
-3.10 |
0.0% |
10,238.50 |
High |
10,328.80 |
10,314.60 |
-14.20 |
-0.1% |
10,328.80 |
Low |
10,214.20 |
10,182.60 |
-31.60 |
-0.3% |
10,092.50 |
Close |
10,295.80 |
10,186.60 |
-109.20 |
-1.1% |
10,186.60 |
Range |
114.60 |
132.00 |
17.40 |
15.2% |
236.30 |
ATR |
114.27 |
115.54 |
1.27 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,623.93 |
10,537.27 |
10,259.20 |
|
R3 |
10,491.93 |
10,405.27 |
10,222.90 |
|
R2 |
10,359.93 |
10,359.93 |
10,210.80 |
|
R1 |
10,273.27 |
10,273.27 |
10,198.70 |
10,250.60 |
PP |
10,227.93 |
10,227.93 |
10,227.93 |
10,216.60 |
S1 |
10,141.27 |
10,141.27 |
10,174.50 |
10,118.60 |
S2 |
10,095.93 |
10,095.93 |
10,162.40 |
|
S3 |
9,963.93 |
10,009.27 |
10,150.30 |
|
S4 |
9,831.93 |
9,877.27 |
10,114.00 |
|
|
Weekly Pivots for week ending 19-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,911.53 |
10,785.37 |
10,316.57 |
|
R3 |
10,675.23 |
10,549.07 |
10,251.58 |
|
R2 |
10,438.93 |
10,438.93 |
10,229.92 |
|
R1 |
10,312.77 |
10,312.77 |
10,208.26 |
10,257.70 |
PP |
10,202.63 |
10,202.63 |
10,202.63 |
10,175.10 |
S1 |
10,076.47 |
10,076.47 |
10,164.94 |
10,021.40 |
S2 |
9,966.33 |
9,966.33 |
10,143.28 |
|
S3 |
9,730.03 |
9,840.17 |
10,121.62 |
|
S4 |
9,493.73 |
9,603.87 |
10,056.64 |
|
|
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% |
131.02 |
1.3% |
40% |
False |
False |
|
10 |
10,634.30 |
10,092.50 |
541.80 |
5.3% |
136.88 |
1.3% |
17% |
False |
False |
|
20 |
10,695.50 |
10,092.50 |
603.00 |
5.9% |
111.80 |
1.1% |
16% |
False |
False |
|
40 |
10,753.60 |
10,092.50 |
661.10 |
6.5% |
108.17 |
1.1% |
14% |
False |
False |
|
60 |
10,753.60 |
10,092.50 |
661.10 |
6.5% |
101.71 |
1.0% |
14% |
False |
False |
|
80 |
10,753.60 |
9,629.87 |
1,123.73 |
11.0% |
97.98 |
1.0% |
50% |
False |
False |
|
100 |
10,753.60 |
9,584.54 |
1,169.06 |
11.5% |
97.01 |
1.0% |
51% |
False |
False |
|
120 |
10,753.60 |
9,230.47 |
1,523.13 |
15.0% |
98.24 |
1.0% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,875.60 |
2.618 |
10,660.18 |
1.618 |
10,528.18 |
1.000 |
10,446.60 |
0.618 |
10,396.18 |
HIGH |
10,314.60 |
0.618 |
10,264.18 |
0.500 |
10,248.60 |
0.382 |
10,233.02 |
LOW |
10,182.60 |
0.618 |
10,101.02 |
1.000 |
10,050.60 |
1.618 |
9,969.02 |
2.618 |
9,837.02 |
4.250 |
9,621.60 |
|
|
Fisher Pivots for day following 19-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,248.60 |
10,255.70 |
PP |
10,227.93 |
10,232.67 |
S1 |
10,207.27 |
10,209.63 |
|