Trading Metrics calculated at close of trading on 25-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2004 |
25-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,065.40 |
10,049.60 |
-15.80 |
-0.2% |
10,238.50 |
High |
10,108.20 |
10,226.10 |
117.90 |
1.2% |
10,328.80 |
Low |
10,007.50 |
10,049.50 |
42.00 |
0.4% |
10,092.50 |
Close |
10,048.20 |
10,218.80 |
170.60 |
1.7% |
10,186.60 |
Range |
100.70 |
176.60 |
75.90 |
75.4% |
236.30 |
ATR |
116.01 |
120.43 |
4.42 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,694.60 |
10,633.30 |
10,315.93 |
|
R3 |
10,518.00 |
10,456.70 |
10,267.37 |
|
R2 |
10,341.40 |
10,341.40 |
10,251.18 |
|
R1 |
10,280.10 |
10,280.10 |
10,234.99 |
10,310.75 |
PP |
10,164.80 |
10,164.80 |
10,164.80 |
10,180.13 |
S1 |
10,103.50 |
10,103.50 |
10,202.61 |
10,134.15 |
S2 |
9,988.20 |
9,988.20 |
10,186.42 |
|
S3 |
9,811.60 |
9,926.90 |
10,170.24 |
|
S4 |
9,635.00 |
9,750.30 |
10,121.67 |
|
|
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 |
10,314.60 |
10,007.50 |
307.10 |
3.0% |
133.46 |
1.3% |
69% |
False |
False |
|
10 |
10,328.80 |
10,007.50 |
321.30 |
3.1% |
130.09 |
1.3% |
66% |
False |
False |
|
20 |
10,695.50 |
10,007.50 |
688.00 |
6.7% |
122.15 |
1.2% |
31% |
False |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.3% |
107.17 |
1.0% |
28% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.3% |
105.92 |
1.0% |
28% |
False |
False |
|
80 |
10,753.60 |
9,785.35 |
968.25 |
9.5% |
100.67 |
1.0% |
45% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.4% |
98.69 |
1.0% |
54% |
False |
False |
|
120 |
10,753.60 |
9,492.54 |
1,261.06 |
12.3% |
98.30 |
1.0% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,976.65 |
2.618 |
10,688.44 |
1.618 |
10,511.84 |
1.000 |
10,402.70 |
0.618 |
10,335.24 |
HIGH |
10,226.10 |
0.618 |
10,158.64 |
0.500 |
10,137.80 |
0.382 |
10,116.96 |
LOW |
10,049.50 |
0.618 |
9,940.36 |
1.000 |
9,872.90 |
1.618 |
9,763.76 |
2.618 |
9,587.16 |
4.250 |
9,298.95 |
|
|
Fisher Pivots for day following 25-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,191.80 |
10,184.80 |
PP |
10,164.80 |
10,150.80 |
S1 |
10,137.80 |
10,116.80 |
|