Trading Metrics calculated at close of trading on 12-Apr-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2004 |
12-Apr-2004 |
Change |
Change % |
Previous Week |
Open |
10,482.80 |
10,444.40 |
-38.40 |
-0.4% |
10,470.60 |
High |
10,554.10 |
10,526.30 |
-27.80 |
-0.3% |
10,570.80 |
Low |
10,393.90 |
10,443.80 |
49.90 |
0.5% |
10,393.90 |
Close |
10,442.00 |
10,515.60 |
73.60 |
0.7% |
10,442.00 |
Range |
160.20 |
82.50 |
-77.70 |
-48.5% |
176.90 |
ATR |
111.70 |
109.74 |
-1.96 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,742.73 |
10,711.67 |
10,560.98 |
|
R3 |
10,660.23 |
10,629.17 |
10,538.29 |
|
R2 |
10,577.73 |
10,577.73 |
10,530.73 |
|
R1 |
10,546.67 |
10,546.67 |
10,523.16 |
10,562.20 |
PP |
10,495.23 |
10,495.23 |
10,495.23 |
10,503.00 |
S1 |
10,464.17 |
10,464.17 |
10,508.04 |
10,479.70 |
S2 |
10,412.73 |
10,412.73 |
10,500.48 |
|
S3 |
10,330.23 |
10,381.67 |
10,492.91 |
|
S4 |
10,247.73 |
10,299.17 |
10,470.23 |
|
|
Weekly Pivots for week ending 09-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,999.60 |
10,897.70 |
10,539.30 |
|
R3 |
10,822.70 |
10,720.80 |
10,490.65 |
|
R2 |
10,645.80 |
10,645.80 |
10,474.43 |
|
R1 |
10,543.90 |
10,543.90 |
10,458.22 |
10,506.40 |
PP |
10,468.90 |
10,468.90 |
10,468.90 |
10,450.15 |
S1 |
10,367.00 |
10,367.00 |
10,425.78 |
10,329.50 |
S2 |
10,292.00 |
10,292.00 |
10,409.57 |
|
S3 |
10,115.10 |
10,190.10 |
10,393.35 |
|
S4 |
9,938.20 |
10,013.20 |
10,344.71 |
|
|
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 |
10,393.90 |
176.90 |
1.7% |
101.10 |
1.0% |
69% |
False |
False |
|
10 |
10,570.80 |
10,212.90 |
357.90 |
3.4% |
100.85 |
1.0% |
85% |
False |
False |
|
20 |
10,570.80 |
10,007.50 |
563.30 |
5.4% |
114.49 |
1.1% |
90% |
False |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
109.64 |
1.0% |
68% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
107.31 |
1.0% |
68% |
False |
False |
|
80 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
102.07 |
1.0% |
68% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.1% |
100.07 |
1.0% |
80% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
11.9% |
98.26 |
0.9% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,876.93 |
2.618 |
10,742.29 |
1.618 |
10,659.79 |
1.000 |
10,608.80 |
0.618 |
10,577.29 |
HIGH |
10,526.30 |
0.618 |
10,494.79 |
0.500 |
10,485.05 |
0.382 |
10,475.32 |
LOW |
10,443.80 |
0.618 |
10,392.82 |
1.000 |
10,361.30 |
1.618 |
10,310.32 |
2.618 |
10,227.82 |
4.250 |
10,093.18 |
|
|
Fisher Pivots for day following 12-Apr-2004 |
Pivot |
1 day |
3 day |
R1 |
10,505.42 |
10,504.27 |
PP |
10,495.23 |
10,492.93 |
S1 |
10,485.05 |
10,481.60 |
|