Trading Metrics calculated at close of trading on 16-Apr-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2004 |
16-Apr-2004 |
Change |
Change % |
Previous Week |
Open |
10,378.00 |
10,398.30 |
20.30 |
0.2% |
10,444.40 |
High |
10,430.60 |
10,460.10 |
29.50 |
0.3% |
10,552.60 |
Low |
10,322.20 |
10,376.40 |
54.20 |
0.5% |
10,322.20 |
Close |
10,397.50 |
10,452.00 |
54.50 |
0.5% |
10,452.00 |
Range |
108.40 |
83.70 |
-24.70 |
-22.8% |
230.40 |
ATR |
113.48 |
111.35 |
-2.13 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,680.60 |
10,650.00 |
10,498.04 |
|
R3 |
10,596.90 |
10,566.30 |
10,475.02 |
|
R2 |
10,513.20 |
10,513.20 |
10,467.35 |
|
R1 |
10,482.60 |
10,482.60 |
10,459.67 |
10,497.90 |
PP |
10,429.50 |
10,429.50 |
10,429.50 |
10,437.15 |
S1 |
10,398.90 |
10,398.90 |
10,444.33 |
10,414.20 |
S2 |
10,345.80 |
10,345.80 |
10,436.66 |
|
S3 |
10,262.10 |
10,315.20 |
10,428.98 |
|
S4 |
10,178.40 |
10,231.50 |
10,405.97 |
|
|
Weekly Pivots for week ending 16-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,133.47 |
11,023.13 |
10,578.72 |
|
R3 |
10,903.07 |
10,792.73 |
10,515.36 |
|
R2 |
10,672.67 |
10,672.67 |
10,494.24 |
|
R1 |
10,562.33 |
10,562.33 |
10,473.12 |
10,617.50 |
PP |
10,442.27 |
10,442.27 |
10,442.27 |
10,469.85 |
S1 |
10,331.93 |
10,331.93 |
10,430.88 |
10,387.10 |
S2 |
10,211.87 |
10,211.87 |
10,409.76 |
|
S3 |
9,981.47 |
10,101.53 |
10,388.64 |
|
S4 |
9,751.07 |
9,871.13 |
10,325.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,552.60 |
10,322.20 |
230.40 |
2.2% |
111.52 |
1.1% |
56% |
False |
False |
|
10 |
10,570.80 |
10,322.20 |
248.60 |
2.4% |
110.17 |
1.1% |
52% |
False |
False |
|
20 |
10,570.80 |
10,007.50 |
563.30 |
5.4% |
112.09 |
1.1% |
79% |
False |
False |
|
40 |
10,695.50 |
10,007.50 |
688.00 |
6.6% |
111.33 |
1.1% |
65% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
108.17 |
1.0% |
60% |
False |
False |
|
80 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
103.69 |
1.0% |
60% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.2% |
100.13 |
1.0% |
74% |
False |
False |
|
120 |
10,753.60 |
9,497.72 |
1,255.88 |
12.0% |
99.28 |
0.9% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,815.83 |
2.618 |
10,679.23 |
1.618 |
10,595.53 |
1.000 |
10,543.80 |
0.618 |
10,511.83 |
HIGH |
10,460.10 |
0.618 |
10,428.13 |
0.500 |
10,418.25 |
0.382 |
10,408.37 |
LOW |
10,376.40 |
0.618 |
10,324.67 |
1.000 |
10,292.70 |
1.618 |
10,240.97 |
2.618 |
10,157.27 |
4.250 |
10,020.68 |
|
|
Fisher Pivots for day following 16-Apr-2004 |
Pivot |
1 day |
3 day |
R1 |
10,440.75 |
10,431.72 |
PP |
10,429.50 |
10,411.43 |
S1 |
10,418.25 |
10,391.15 |
|