Trading Metrics calculated at close of trading on 08-Apr-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2004 |
08-Apr-2004 |
Change |
Change % |
Previous Week |
Open |
10,569.30 |
10,482.80 |
-86.50 |
-0.8% |
10,212.90 |
High |
10,569.30 |
10,554.10 |
-15.20 |
-0.1% |
10,496.40 |
Low |
10,465.30 |
10,393.90 |
-71.40 |
-0.7% |
10,212.90 |
Close |
10,480.20 |
10,442.00 |
-38.20 |
-0.4% |
10,470.60 |
Range |
104.00 |
160.20 |
56.20 |
54.0% |
283.50 |
ATR |
107.97 |
111.70 |
3.73 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,943.93 |
10,853.17 |
10,530.11 |
|
R3 |
10,783.73 |
10,692.97 |
10,486.06 |
|
R2 |
10,623.53 |
10,623.53 |
10,471.37 |
|
R1 |
10,532.77 |
10,532.77 |
10,456.69 |
10,498.05 |
PP |
10,463.33 |
10,463.33 |
10,463.33 |
10,445.98 |
S1 |
10,372.57 |
10,372.57 |
10,427.32 |
10,337.85 |
S2 |
10,303.13 |
10,303.13 |
10,412.63 |
|
S3 |
10,142.93 |
10,212.37 |
10,397.95 |
|
S4 |
9,982.73 |
10,052.17 |
10,353.89 |
|
|
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 |
10,375.30 |
195.50 |
1.9% |
108.82 |
1.0% |
34% |
False |
False |
|
10 |
10,570.80 |
10,181.00 |
389.80 |
3.7% |
101.68 |
1.0% |
67% |
False |
False |
|
20 |
10,570.80 |
10,007.50 |
563.30 |
5.4% |
115.89 |
1.1% |
77% |
False |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
108.75 |
1.0% |
58% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
107.93 |
1.0% |
58% |
False |
False |
|
80 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
102.52 |
1.0% |
58% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.2% |
100.80 |
1.0% |
73% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
12.0% |
98.52 |
0.9% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,234.95 |
2.618 |
10,973.50 |
1.618 |
10,813.30 |
1.000 |
10,714.30 |
0.618 |
10,653.10 |
HIGH |
10,554.10 |
0.618 |
10,492.90 |
0.500 |
10,474.00 |
0.382 |
10,455.10 |
LOW |
10,393.90 |
0.618 |
10,294.90 |
1.000 |
10,233.70 |
1.618 |
10,134.70 |
2.618 |
9,974.50 |
4.250 |
9,713.05 |
|
|
Fisher Pivots for day following 08-Apr-2004 |
Pivot |
1 day |
3 day |
R1 |
10,474.00 |
10,482.35 |
PP |
10,463.33 |
10,468.90 |
S1 |
10,452.67 |
10,455.45 |
|