Trading Metrics calculated at close of trading on 05-Apr-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2004 |
05-Apr-2004 |
Change |
Change % |
Previous Week |
Open |
10,375.30 |
10,470.60 |
95.30 |
0.9% |
10,212.90 |
High |
10,496.40 |
10,558.70 |
62.30 |
0.6% |
10,496.40 |
Low |
10,375.30 |
10,465.60 |
90.30 |
0.9% |
10,212.90 |
Close |
10,470.60 |
10,558.40 |
87.80 |
0.8% |
10,470.60 |
Range |
121.10 |
93.10 |
-28.00 |
-23.1% |
283.50 |
ATR |
112.83 |
111.42 |
-1.41 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,806.87 |
10,775.73 |
10,609.61 |
|
R3 |
10,713.77 |
10,682.63 |
10,584.00 |
|
R2 |
10,620.67 |
10,620.67 |
10,575.47 |
|
R1 |
10,589.53 |
10,589.53 |
10,566.93 |
10,605.10 |
PP |
10,527.57 |
10,527.57 |
10,527.57 |
10,535.35 |
S1 |
10,496.43 |
10,496.43 |
10,549.87 |
10,512.00 |
S2 |
10,434.47 |
10,434.47 |
10,541.33 |
|
S3 |
10,341.37 |
10,403.33 |
10,532.80 |
|
S4 |
10,248.27 |
10,310.23 |
10,507.20 |
|
|
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 |
10,558.70 |
10,306.20 |
252.50 |
2.4% |
91.70 |
0.9% |
100% |
True |
False |
|
10 |
10,558.70 |
10,007.50 |
551.20 |
5.2% |
104.82 |
1.0% |
100% |
True |
False |
|
20 |
10,558.70 |
10,007.50 |
551.20 |
5.2% |
124.18 |
1.2% |
100% |
True |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
107.90 |
1.0% |
74% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
107.94 |
1.0% |
74% |
False |
False |
|
80 |
10,753.60 |
9,882.38 |
871.22 |
8.3% |
101.60 |
1.0% |
78% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.1% |
99.83 |
0.9% |
83% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
11.9% |
97.93 |
0.9% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,954.38 |
2.618 |
10,802.44 |
1.618 |
10,709.34 |
1.000 |
10,651.80 |
0.618 |
10,616.24 |
HIGH |
10,558.70 |
0.618 |
10,523.14 |
0.500 |
10,512.15 |
0.382 |
10,501.16 |
LOW |
10,465.60 |
0.618 |
10,408.06 |
1.000 |
10,372.50 |
1.618 |
10,314.96 |
2.618 |
10,221.86 |
4.250 |
10,069.93 |
|
|
Fisher Pivots for day following 05-Apr-2004 |
Pivot |
1 day |
3 day |
R1 |
10,542.98 |
10,522.48 |
PP |
10,527.57 |
10,486.57 |
S1 |
10,512.15 |
10,450.65 |
|