Trading Metrics calculated at close of trading on 13-Apr-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2004 |
13-Apr-2004 |
Change |
Change % |
Previous Week |
Open |
10,444.40 |
10,516.00 |
71.60 |
0.7% |
10,470.60 |
High |
10,526.30 |
10,552.60 |
26.30 |
0.2% |
10,570.80 |
Low |
10,443.80 |
10,362.00 |
-81.80 |
-0.8% |
10,393.90 |
Close |
10,515.60 |
10,381.30 |
-134.30 |
-1.3% |
10,442.00 |
Range |
82.50 |
190.60 |
108.10 |
131.0% |
176.90 |
ATR |
109.74 |
115.52 |
5.78 |
5.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,003.77 |
10,883.13 |
10,486.13 |
|
R3 |
10,813.17 |
10,692.53 |
10,433.72 |
|
R2 |
10,622.57 |
10,622.57 |
10,416.24 |
|
R1 |
10,501.93 |
10,501.93 |
10,398.77 |
10,466.95 |
PP |
10,431.97 |
10,431.97 |
10,431.97 |
10,414.48 |
S1 |
10,311.33 |
10,311.33 |
10,363.83 |
10,276.35 |
S2 |
10,241.37 |
10,241.37 |
10,346.36 |
|
S3 |
10,050.77 |
10,120.73 |
10,328.89 |
|
S4 |
9,860.17 |
9,930.13 |
10,276.47 |
|
|
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 |
10,362.00 |
208.80 |
2.0% |
120.60 |
1.2% |
9% |
False |
True |
|
10 |
10,570.80 |
10,306.20 |
264.60 |
2.5% |
106.15 |
1.0% |
28% |
False |
False |
|
20 |
10,570.80 |
10,007.50 |
563.30 |
5.4% |
116.59 |
1.1% |
66% |
False |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
111.14 |
1.1% |
50% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
108.56 |
1.0% |
50% |
False |
False |
|
80 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
103.03 |
1.0% |
50% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.3% |
100.62 |
1.0% |
68% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
12.1% |
99.24 |
1.0% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,362.65 |
2.618 |
11,051.59 |
1.618 |
10,860.99 |
1.000 |
10,743.20 |
0.618 |
10,670.39 |
HIGH |
10,552.60 |
0.618 |
10,479.79 |
0.500 |
10,457.30 |
0.382 |
10,434.81 |
LOW |
10,362.00 |
0.618 |
10,244.21 |
1.000 |
10,171.40 |
1.618 |
10,053.61 |
2.618 |
9,863.01 |
4.250 |
9,551.95 |
|
|
Fisher Pivots for day following 13-Apr-2004 |
Pivot |
1 day |
3 day |
R1 |
10,457.30 |
10,458.05 |
PP |
10,431.97 |
10,432.47 |
S1 |
10,406.63 |
10,406.88 |
|