Trading Metrics calculated at close of trading on 26-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2004 |
26-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,049.60 |
10,218.40 |
168.80 |
1.7% |
10,185.90 |
High |
10,226.10 |
10,271.80 |
45.70 |
0.4% |
10,271.80 |
Low |
10,049.50 |
10,181.00 |
131.50 |
1.3% |
10,007.50 |
Close |
10,218.80 |
10,213.00 |
-5.80 |
-0.1% |
10,213.00 |
Range |
176.60 |
90.80 |
-85.80 |
-48.6% |
264.30 |
ATR |
120.43 |
118.32 |
-2.12 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,494.33 |
10,444.47 |
10,262.94 |
|
R3 |
10,403.53 |
10,353.67 |
10,237.97 |
|
R2 |
10,312.73 |
10,312.73 |
10,229.65 |
|
R1 |
10,262.87 |
10,262.87 |
10,221.32 |
10,242.40 |
PP |
10,221.93 |
10,221.93 |
10,221.93 |
10,211.70 |
S1 |
10,172.07 |
10,172.07 |
10,204.68 |
10,151.60 |
S2 |
10,131.13 |
10,131.13 |
10,196.35 |
|
S3 |
10,040.33 |
10,081.27 |
10,188.03 |
|
S4 |
9,949.53 |
9,990.47 |
10,163.06 |
|
|
Weekly Pivots for week ending 26-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,957.00 |
10,849.30 |
10,358.37 |
|
R3 |
10,692.70 |
10,585.00 |
10,285.68 |
|
R2 |
10,428.40 |
10,428.40 |
10,261.46 |
|
R1 |
10,320.70 |
10,320.70 |
10,237.23 |
10,374.55 |
PP |
10,164.10 |
10,164.10 |
10,164.10 |
10,191.03 |
S1 |
10,056.40 |
10,056.40 |
10,188.77 |
10,110.25 |
S2 |
9,899.80 |
9,899.80 |
10,164.55 |
|
S3 |
9,635.50 |
9,792.10 |
10,140.32 |
|
S4 |
9,371.20 |
9,527.80 |
10,067.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,271.80 |
10,007.50 |
264.30 |
2.6% |
125.22 |
1.2% |
78% |
True |
False |
|
10 |
10,328.80 |
10,007.50 |
321.30 |
3.1% |
128.12 |
1.3% |
64% |
False |
False |
|
20 |
10,695.50 |
10,007.50 |
688.00 |
6.7% |
122.25 |
1.2% |
30% |
False |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.3% |
106.82 |
1.0% |
28% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.3% |
106.60 |
1.0% |
28% |
False |
False |
|
80 |
10,753.60 |
9,837.27 |
916.33 |
9.0% |
100.35 |
1.0% |
41% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.4% |
99.07 |
1.0% |
54% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
12.3% |
97.60 |
1.0% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,657.70 |
2.618 |
10,509.51 |
1.618 |
10,418.71 |
1.000 |
10,362.60 |
0.618 |
10,327.91 |
HIGH |
10,271.80 |
0.618 |
10,237.11 |
0.500 |
10,226.40 |
0.382 |
10,215.69 |
LOW |
10,181.00 |
0.618 |
10,124.89 |
1.000 |
10,090.20 |
1.618 |
10,034.09 |
2.618 |
9,943.29 |
4.250 |
9,795.10 |
|
|
Fisher Pivots for day following 26-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,226.40 |
10,188.55 |
PP |
10,221.93 |
10,164.10 |
S1 |
10,217.47 |
10,139.65 |
|