Trading Metrics calculated at close of trading on 01-Apr-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2004 |
01-Apr-2004 |
Change |
Change % |
Previous Week |
Open |
10,380.90 |
10,357.50 |
-23.40 |
-0.2% |
10,185.90 |
High |
10,401.70 |
10,419.00 |
17.30 |
0.2% |
10,271.80 |
Low |
10,314.90 |
10,342.60 |
27.70 |
0.3% |
10,007.50 |
Close |
10,357.70 |
10,373.30 |
15.60 |
0.2% |
10,213.00 |
Range |
86.80 |
76.40 |
-10.40 |
-12.0% |
264.30 |
ATR |
114.78 |
112.04 |
-2.74 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,607.50 |
10,566.80 |
10,415.32 |
|
R3 |
10,531.10 |
10,490.40 |
10,394.31 |
|
R2 |
10,454.70 |
10,454.70 |
10,387.31 |
|
R1 |
10,414.00 |
10,414.00 |
10,380.30 |
10,434.35 |
PP |
10,378.30 |
10,378.30 |
10,378.30 |
10,388.48 |
S1 |
10,337.60 |
10,337.60 |
10,366.30 |
10,357.95 |
S2 |
10,301.90 |
10,301.90 |
10,359.29 |
|
S3 |
10,225.50 |
10,261.20 |
10,352.29 |
|
S4 |
10,149.10 |
10,184.80 |
10,331.28 |
|
|
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 |
10,419.00 |
10,181.00 |
238.00 |
2.3% |
94.54 |
0.9% |
81% |
True |
False |
|
10 |
10,419.00 |
10,007.50 |
411.50 |
4.0% |
114.00 |
1.1% |
89% |
True |
False |
|
20 |
10,651.30 |
10,007.50 |
643.80 |
6.2% |
125.18 |
1.2% |
57% |
False |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
107.49 |
1.0% |
49% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
106.63 |
1.0% |
49% |
False |
False |
|
80 |
10,753.60 |
9,859.57 |
894.03 |
8.6% |
101.39 |
1.0% |
57% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.3% |
99.61 |
1.0% |
67% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
12.1% |
97.51 |
0.9% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,743.70 |
2.618 |
10,619.02 |
1.618 |
10,542.62 |
1.000 |
10,495.40 |
0.618 |
10,466.22 |
HIGH |
10,419.00 |
0.618 |
10,389.82 |
0.500 |
10,380.80 |
0.382 |
10,371.78 |
LOW |
10,342.60 |
0.618 |
10,295.38 |
1.000 |
10,266.20 |
1.618 |
10,218.98 |
2.618 |
10,142.58 |
4.250 |
10,017.90 |
|
|
Fisher Pivots for day following 01-Apr-2004 |
Pivot |
1 day |
3 day |
R1 |
10,380.80 |
10,369.73 |
PP |
10,378.30 |
10,366.17 |
S1 |
10,375.80 |
10,362.60 |
|