Trading Metrics calculated at close of trading on 29-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2004 |
29-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,218.40 |
10,212.90 |
-5.50 |
-0.1% |
10,185.90 |
High |
10,271.80 |
10,350.50 |
78.70 |
0.8% |
10,271.80 |
Low |
10,181.00 |
10,212.90 |
31.90 |
0.3% |
10,007.50 |
Close |
10,213.00 |
10,329.60 |
116.60 |
1.1% |
10,213.00 |
Range |
90.80 |
137.60 |
46.80 |
51.5% |
264.30 |
ATR |
118.32 |
119.69 |
1.38 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,710.47 |
10,657.63 |
10,405.28 |
|
R3 |
10,572.87 |
10,520.03 |
10,367.44 |
|
R2 |
10,435.27 |
10,435.27 |
10,354.83 |
|
R1 |
10,382.43 |
10,382.43 |
10,342.21 |
10,408.85 |
PP |
10,297.67 |
10,297.67 |
10,297.67 |
10,310.88 |
S1 |
10,244.83 |
10,244.83 |
10,316.99 |
10,271.25 |
S2 |
10,160.07 |
10,160.07 |
10,304.37 |
|
S3 |
10,022.47 |
10,107.23 |
10,291.76 |
|
S4 |
9,884.87 |
9,969.63 |
10,253.92 |
|
|
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 |
10,350.50 |
10,007.50 |
343.00 |
3.3% |
117.94 |
1.1% |
94% |
True |
False |
|
10 |
10,350.50 |
10,007.50 |
343.00 |
3.3% |
127.02 |
1.2% |
94% |
True |
False |
|
20 |
10,678.40 |
10,007.50 |
670.90 |
6.5% |
123.46 |
1.2% |
48% |
False |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
108.47 |
1.1% |
43% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
107.97 |
1.0% |
43% |
False |
False |
|
80 |
10,753.60 |
9,846.31 |
907.29 |
8.8% |
101.28 |
1.0% |
53% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.3% |
99.51 |
1.0% |
64% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
12.2% |
98.23 |
1.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,935.30 |
2.618 |
10,710.74 |
1.618 |
10,573.14 |
1.000 |
10,488.10 |
0.618 |
10,435.54 |
HIGH |
10,350.50 |
0.618 |
10,297.94 |
0.500 |
10,281.70 |
0.382 |
10,265.46 |
LOW |
10,212.90 |
0.618 |
10,127.86 |
1.000 |
10,075.30 |
1.618 |
9,990.26 |
2.618 |
9,852.66 |
4.250 |
9,628.10 |
|
|
Fisher Pivots for day following 29-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,313.63 |
10,286.40 |
PP |
10,297.67 |
10,243.20 |
S1 |
10,281.70 |
10,200.00 |
|