Trading Metrics calculated at close of trading on 30-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2004 |
30-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,212.90 |
10,327.60 |
114.70 |
1.1% |
10,185.90 |
High |
10,350.50 |
10,387.30 |
36.80 |
0.4% |
10,271.80 |
Low |
10,212.90 |
10,306.20 |
93.30 |
0.9% |
10,007.50 |
Close |
10,329.60 |
10,381.70 |
52.10 |
0.5% |
10,213.00 |
Range |
137.60 |
81.10 |
-56.50 |
-41.1% |
264.30 |
ATR |
119.69 |
116.94 |
-2.76 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,601.70 |
10,572.80 |
10,426.31 |
|
R3 |
10,520.60 |
10,491.70 |
10,404.00 |
|
R2 |
10,439.50 |
10,439.50 |
10,396.57 |
|
R1 |
10,410.60 |
10,410.60 |
10,389.13 |
10,425.05 |
PP |
10,358.40 |
10,358.40 |
10,358.40 |
10,365.63 |
S1 |
10,329.50 |
10,329.50 |
10,374.27 |
10,343.95 |
S2 |
10,277.30 |
10,277.30 |
10,366.83 |
|
S3 |
10,196.20 |
10,248.40 |
10,359.40 |
|
S4 |
10,115.10 |
10,167.30 |
10,337.10 |
|
|
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 |
10,387.30 |
10,007.50 |
379.80 |
3.7% |
117.36 |
1.1% |
99% |
True |
False |
|
10 |
10,387.30 |
10,007.50 |
379.80 |
3.7% |
123.36 |
1.2% |
99% |
True |
False |
|
20 |
10,651.30 |
10,007.50 |
643.80 |
6.2% |
122.04 |
1.2% |
58% |
False |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
107.14 |
1.0% |
50% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
106.94 |
1.0% |
50% |
False |
False |
|
80 |
10,753.60 |
9,846.31 |
907.29 |
8.7% |
101.16 |
1.0% |
59% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.3% |
99.77 |
1.0% |
68% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
12.1% |
97.92 |
0.9% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,731.98 |
2.618 |
10,599.62 |
1.618 |
10,518.52 |
1.000 |
10,468.40 |
0.618 |
10,437.42 |
HIGH |
10,387.30 |
0.618 |
10,356.32 |
0.500 |
10,346.75 |
0.382 |
10,337.18 |
LOW |
10,306.20 |
0.618 |
10,256.08 |
1.000 |
10,225.10 |
1.618 |
10,174.98 |
2.618 |
10,093.88 |
4.250 |
9,961.53 |
|
|
Fisher Pivots for day following 30-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,370.05 |
10,349.18 |
PP |
10,358.40 |
10,316.67 |
S1 |
10,346.75 |
10,284.15 |
|