Trading Metrics calculated at close of trading on 15-Apr-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2004 |
15-Apr-2004 |
Change |
Change % |
Previous Week |
Open |
10,378.10 |
10,378.00 |
-0.10 |
0.0% |
10,470.60 |
High |
10,415.30 |
10,430.60 |
15.30 |
0.1% |
10,570.80 |
Low |
10,322.90 |
10,322.20 |
-0.70 |
0.0% |
10,393.90 |
Close |
10,378.00 |
10,397.50 |
19.50 |
0.2% |
10,442.00 |
Range |
92.40 |
108.40 |
16.00 |
17.3% |
176.90 |
ATR |
113.87 |
113.48 |
-0.39 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,708.63 |
10,661.47 |
10,457.12 |
|
R3 |
10,600.23 |
10,553.07 |
10,427.31 |
|
R2 |
10,491.83 |
10,491.83 |
10,417.37 |
|
R1 |
10,444.67 |
10,444.67 |
10,407.44 |
10,468.25 |
PP |
10,383.43 |
10,383.43 |
10,383.43 |
10,395.23 |
S1 |
10,336.27 |
10,336.27 |
10,387.56 |
10,359.85 |
S2 |
10,275.03 |
10,275.03 |
10,377.63 |
|
S3 |
10,166.63 |
10,227.87 |
10,367.69 |
|
S4 |
10,058.23 |
10,119.47 |
10,337.88 |
|
|
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 |
10,554.10 |
10,322.20 |
231.90 |
2.2% |
126.82 |
1.2% |
32% |
False |
True |
|
10 |
10,570.80 |
10,322.20 |
248.60 |
2.4% |
109.44 |
1.1% |
30% |
False |
True |
|
20 |
10,570.80 |
10,007.50 |
563.30 |
5.4% |
113.63 |
1.1% |
69% |
False |
False |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
111.66 |
1.1% |
52% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
109.31 |
1.1% |
52% |
False |
False |
|
80 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
103.43 |
1.0% |
52% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.2% |
100.42 |
1.0% |
70% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
12.1% |
99.17 |
1.0% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,891.30 |
2.618 |
10,714.39 |
1.618 |
10,605.99 |
1.000 |
10,539.00 |
0.618 |
10,497.59 |
HIGH |
10,430.60 |
0.618 |
10,389.19 |
0.500 |
10,376.40 |
0.382 |
10,363.61 |
LOW |
10,322.20 |
0.618 |
10,255.21 |
1.000 |
10,213.80 |
1.618 |
10,146.81 |
2.618 |
10,038.41 |
4.250 |
9,861.50 |
|
|
Fisher Pivots for day following 15-Apr-2004 |
Pivot |
1 day |
3 day |
R1 |
10,390.47 |
10,437.40 |
PP |
10,383.43 |
10,424.10 |
S1 |
10,376.40 |
10,410.80 |
|