Trading Metrics calculated at close of trading on 02-Apr-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2004 |
02-Apr-2004 |
Change |
Change % |
Previous Week |
Open |
10,357.50 |
10,375.30 |
17.80 |
0.2% |
10,212.90 |
High |
10,419.00 |
10,496.40 |
77.40 |
0.7% |
10,496.40 |
Low |
10,342.60 |
10,375.30 |
32.70 |
0.3% |
10,212.90 |
Close |
10,373.30 |
10,470.60 |
97.30 |
0.9% |
10,470.60 |
Range |
76.40 |
121.10 |
44.70 |
58.5% |
283.50 |
ATR |
112.04 |
112.83 |
0.79 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,810.73 |
10,761.77 |
10,537.21 |
|
R3 |
10,689.63 |
10,640.67 |
10,503.90 |
|
R2 |
10,568.53 |
10,568.53 |
10,492.80 |
|
R1 |
10,519.57 |
10,519.57 |
10,481.70 |
10,544.05 |
PP |
10,447.43 |
10,447.43 |
10,447.43 |
10,459.68 |
S1 |
10,398.47 |
10,398.47 |
10,459.50 |
10,422.95 |
S2 |
10,326.33 |
10,326.33 |
10,448.40 |
|
S3 |
10,205.23 |
10,277.37 |
10,437.30 |
|
S4 |
10,084.13 |
10,156.27 |
10,404.00 |
|
|
Weekly Pivots for week ending 02-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,243.80 |
11,140.70 |
10,626.53 |
|
R3 |
10,960.30 |
10,857.20 |
10,548.56 |
|
R2 |
10,676.80 |
10,676.80 |
10,522.58 |
|
R1 |
10,573.70 |
10,573.70 |
10,496.59 |
10,625.25 |
PP |
10,393.30 |
10,393.30 |
10,393.30 |
10,419.08 |
S1 |
10,290.20 |
10,290.20 |
10,444.61 |
10,341.75 |
S2 |
10,109.80 |
10,109.80 |
10,418.63 |
|
S3 |
9,826.30 |
10,006.70 |
10,392.64 |
|
S4 |
9,542.80 |
9,723.20 |
10,314.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,496.40 |
10,212.90 |
283.50 |
2.7% |
100.60 |
1.0% |
91% |
True |
False |
|
10 |
10,496.40 |
10,007.50 |
488.90 |
4.7% |
112.91 |
1.1% |
95% |
True |
False |
|
20 |
10,634.30 |
10,007.50 |
626.80 |
6.0% |
124.90 |
1.2% |
74% |
False |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
108.80 |
1.0% |
62% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
107.43 |
1.0% |
62% |
False |
False |
|
80 |
10,753.60 |
9,882.38 |
871.22 |
8.3% |
101.52 |
1.0% |
68% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.2% |
99.78 |
1.0% |
76% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
12.0% |
98.05 |
0.9% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,011.08 |
2.618 |
10,813.44 |
1.618 |
10,692.34 |
1.000 |
10,617.50 |
0.618 |
10,571.24 |
HIGH |
10,496.40 |
0.618 |
10,450.14 |
0.500 |
10,435.85 |
0.382 |
10,421.56 |
LOW |
10,375.30 |
0.618 |
10,300.46 |
1.000 |
10,254.20 |
1.618 |
10,179.36 |
2.618 |
10,058.26 |
4.250 |
9,860.63 |
|
|
Fisher Pivots for day following 02-Apr-2004 |
Pivot |
1 day |
3 day |
R1 |
10,459.02 |
10,448.95 |
PP |
10,447.43 |
10,427.30 |
S1 |
10,435.85 |
10,405.65 |
|