Trading Metrics calculated at close of trading on 23-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2004 |
23-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,185.90 |
10,066.70 |
-119.20 |
-1.2% |
10,238.50 |
High |
10,186.20 |
10,131.40 |
-54.80 |
-0.5% |
10,328.80 |
Low |
10,012.20 |
10,047.40 |
35.20 |
0.4% |
10,092.50 |
Close |
10,064.80 |
10,063.60 |
-1.20 |
0.0% |
10,186.60 |
Range |
174.00 |
84.00 |
-90.00 |
-51.7% |
236.30 |
ATR |
119.74 |
117.19 |
-2.55 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,332.80 |
10,282.20 |
10,109.80 |
|
R3 |
10,248.80 |
10,198.20 |
10,086.70 |
|
R2 |
10,164.80 |
10,164.80 |
10,079.00 |
|
R1 |
10,114.20 |
10,114.20 |
10,071.30 |
10,097.50 |
PP |
10,080.80 |
10,080.80 |
10,080.80 |
10,072.45 |
S1 |
10,030.20 |
10,030.20 |
10,055.90 |
10,013.50 |
S2 |
9,996.80 |
9,996.80 |
10,048.20 |
|
S3 |
9,912.80 |
9,946.20 |
10,040.50 |
|
S4 |
9,828.80 |
9,862.20 |
10,017.40 |
|
|
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 |
10,012.20 |
316.60 |
3.1% |
129.36 |
1.3% |
16% |
False |
False |
|
10 |
10,473.90 |
10,012.20 |
461.70 |
4.6% |
141.38 |
1.4% |
11% |
False |
False |
|
20 |
10,695.50 |
10,012.20 |
683.30 |
6.8% |
114.70 |
1.1% |
8% |
False |
False |
|
40 |
10,753.60 |
10,012.20 |
741.40 |
7.4% |
108.05 |
1.1% |
7% |
False |
False |
|
60 |
10,753.60 |
10,012.20 |
741.40 |
7.4% |
104.08 |
1.0% |
7% |
False |
False |
|
80 |
10,753.60 |
9,706.01 |
1,047.59 |
10.4% |
98.82 |
1.0% |
34% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.6% |
97.39 |
1.0% |
41% |
False |
False |
|
120 |
10,753.60 |
9,276.80 |
1,476.80 |
14.7% |
98.31 |
1.0% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,488.40 |
2.618 |
10,351.31 |
1.618 |
10,267.31 |
1.000 |
10,215.40 |
0.618 |
10,183.31 |
HIGH |
10,131.40 |
0.618 |
10,099.31 |
0.500 |
10,089.40 |
0.382 |
10,079.49 |
LOW |
10,047.40 |
0.618 |
9,995.49 |
1.000 |
9,963.40 |
1.618 |
9,911.49 |
2.618 |
9,827.49 |
4.250 |
9,690.40 |
|
|
Fisher Pivots for day following 23-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,089.40 |
10,163.40 |
PP |
10,080.80 |
10,130.13 |
S1 |
10,072.20 |
10,096.87 |
|