Trading Metrics calculated at close of trading on 07-Apr-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2004 |
07-Apr-2004 |
Change |
Change % |
Previous Week |
Open |
10,553.80 |
10,569.30 |
15.50 |
0.1% |
10,212.90 |
High |
10,570.80 |
10,569.30 |
-1.50 |
0.0% |
10,496.40 |
Low |
10,505.10 |
10,465.30 |
-39.80 |
-0.4% |
10,212.90 |
Close |
10,570.80 |
10,480.20 |
-90.60 |
-0.9% |
10,470.60 |
Range |
65.70 |
104.00 |
38.30 |
58.3% |
283.50 |
ATR |
108.16 |
107.97 |
-0.19 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,816.93 |
10,752.57 |
10,537.40 |
|
R3 |
10,712.93 |
10,648.57 |
10,508.80 |
|
R2 |
10,608.93 |
10,608.93 |
10,499.27 |
|
R1 |
10,544.57 |
10,544.57 |
10,489.73 |
10,524.75 |
PP |
10,504.93 |
10,504.93 |
10,504.93 |
10,495.03 |
S1 |
10,440.57 |
10,440.57 |
10,470.67 |
10,420.75 |
S2 |
10,400.93 |
10,400.93 |
10,461.13 |
|
S3 |
10,296.93 |
10,336.57 |
10,451.60 |
|
S4 |
10,192.93 |
10,232.57 |
10,423.00 |
|
|
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 |
10,570.80 |
10,342.60 |
228.20 |
2.2% |
92.06 |
0.9% |
60% |
False |
False |
|
10 |
10,570.80 |
10,049.50 |
521.30 |
5.0% |
103.32 |
1.0% |
83% |
False |
False |
|
20 |
10,570.80 |
10,007.50 |
563.30 |
5.4% |
117.93 |
1.1% |
84% |
False |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
109.11 |
1.0% |
63% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
107.64 |
1.0% |
63% |
False |
False |
|
80 |
10,753.60 |
9,976.79 |
776.81 |
7.4% |
101.46 |
1.0% |
65% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.1% |
99.81 |
1.0% |
77% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
12.0% |
97.96 |
0.9% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,011.30 |
2.618 |
10,841.57 |
1.618 |
10,737.57 |
1.000 |
10,673.30 |
0.618 |
10,633.57 |
HIGH |
10,569.30 |
0.618 |
10,529.57 |
0.500 |
10,517.30 |
0.382 |
10,505.03 |
LOW |
10,465.30 |
0.618 |
10,401.03 |
1.000 |
10,361.30 |
1.618 |
10,297.03 |
2.618 |
10,193.03 |
4.250 |
10,023.30 |
|
|
Fisher Pivots for day following 07-Apr-2004 |
Pivot |
1 day |
3 day |
R1 |
10,517.30 |
10,518.05 |
PP |
10,504.93 |
10,505.43 |
S1 |
10,492.57 |
10,492.82 |
|