Trading Metrics calculated at close of trading on 31-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2004 |
31-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,327.60 |
10,380.90 |
53.30 |
0.5% |
10,185.90 |
High |
10,387.30 |
10,401.70 |
14.40 |
0.1% |
10,271.80 |
Low |
10,306.20 |
10,314.90 |
8.70 |
0.1% |
10,007.50 |
Close |
10,381.70 |
10,357.70 |
-24.00 |
-0.2% |
10,213.00 |
Range |
81.10 |
86.80 |
5.70 |
7.0% |
264.30 |
ATR |
116.94 |
114.78 |
-2.15 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,618.50 |
10,574.90 |
10,405.44 |
|
R3 |
10,531.70 |
10,488.10 |
10,381.57 |
|
R2 |
10,444.90 |
10,444.90 |
10,373.61 |
|
R1 |
10,401.30 |
10,401.30 |
10,365.66 |
10,379.70 |
PP |
10,358.10 |
10,358.10 |
10,358.10 |
10,347.30 |
S1 |
10,314.50 |
10,314.50 |
10,349.74 |
10,292.90 |
S2 |
10,271.30 |
10,271.30 |
10,341.79 |
|
S3 |
10,184.50 |
10,227.70 |
10,333.83 |
|
S4 |
10,097.70 |
10,140.90 |
10,309.96 |
|
|
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 |
10,401.70 |
10,049.50 |
352.20 |
3.4% |
114.58 |
1.1% |
88% |
True |
False |
|
10 |
10,401.70 |
10,007.50 |
394.20 |
3.8% |
117.82 |
1.1% |
89% |
True |
False |
|
20 |
10,651.30 |
10,007.50 |
643.80 |
6.2% |
123.39 |
1.2% |
54% |
False |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
107.51 |
1.0% |
47% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
106.18 |
1.0% |
47% |
False |
False |
|
80 |
10,753.60 |
9,846.31 |
907.29 |
8.8% |
101.39 |
1.0% |
56% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.3% |
99.82 |
1.0% |
66% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
12.1% |
98.00 |
0.9% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,770.60 |
2.618 |
10,628.94 |
1.618 |
10,542.14 |
1.000 |
10,488.50 |
0.618 |
10,455.34 |
HIGH |
10,401.70 |
0.618 |
10,368.54 |
0.500 |
10,358.30 |
0.382 |
10,348.06 |
LOW |
10,314.90 |
0.618 |
10,261.26 |
1.000 |
10,228.10 |
1.618 |
10,174.46 |
2.618 |
10,087.66 |
4.250 |
9,946.00 |
|
|
Fisher Pivots for day following 31-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,358.30 |
10,340.90 |
PP |
10,358.10 |
10,324.10 |
S1 |
10,357.90 |
10,307.30 |
|