Trading Metrics calculated at close of trading on 14-Apr-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2004 |
14-Apr-2004 |
Change |
Change % |
Previous Week |
Open |
10,516.00 |
10,378.10 |
-137.90 |
-1.3% |
10,470.60 |
High |
10,552.60 |
10,415.30 |
-137.30 |
-1.3% |
10,570.80 |
Low |
10,362.00 |
10,322.90 |
-39.10 |
-0.4% |
10,393.90 |
Close |
10,381.30 |
10,378.00 |
-3.30 |
0.0% |
10,442.00 |
Range |
190.60 |
92.40 |
-98.20 |
-51.5% |
176.90 |
ATR |
115.52 |
113.87 |
-1.65 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,649.27 |
10,606.03 |
10,428.82 |
|
R3 |
10,556.87 |
10,513.63 |
10,403.41 |
|
R2 |
10,464.47 |
10,464.47 |
10,394.94 |
|
R1 |
10,421.23 |
10,421.23 |
10,386.47 |
10,396.65 |
PP |
10,372.07 |
10,372.07 |
10,372.07 |
10,359.78 |
S1 |
10,328.83 |
10,328.83 |
10,369.53 |
10,304.25 |
S2 |
10,279.67 |
10,279.67 |
10,361.06 |
|
S3 |
10,187.27 |
10,236.43 |
10,352.59 |
|
S4 |
10,094.87 |
10,144.03 |
10,327.18 |
|
|
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 |
10,569.30 |
10,322.90 |
246.40 |
2.4% |
125.94 |
1.2% |
22% |
False |
True |
|
10 |
10,570.80 |
10,314.90 |
255.90 |
2.5% |
107.28 |
1.0% |
25% |
False |
False |
|
20 |
10,570.80 |
10,007.50 |
563.30 |
5.4% |
115.32 |
1.1% |
66% |
False |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
110.79 |
1.1% |
50% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
109.13 |
1.1% |
50% |
False |
False |
|
80 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
103.54 |
1.0% |
50% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.3% |
100.27 |
1.0% |
68% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
12.1% |
99.61 |
1.0% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,808.00 |
2.618 |
10,657.20 |
1.618 |
10,564.80 |
1.000 |
10,507.70 |
0.618 |
10,472.40 |
HIGH |
10,415.30 |
0.618 |
10,380.00 |
0.500 |
10,369.10 |
0.382 |
10,358.20 |
LOW |
10,322.90 |
0.618 |
10,265.80 |
1.000 |
10,230.50 |
1.618 |
10,173.40 |
2.618 |
10,081.00 |
4.250 |
9,930.20 |
|
|
Fisher Pivots for day following 14-Apr-2004 |
Pivot |
1 day |
3 day |
R1 |
10,375.03 |
10,437.75 |
PP |
10,372.07 |
10,417.83 |
S1 |
10,369.10 |
10,397.92 |
|