Trading Metrics calculated at close of trading on 20-Apr-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2004 |
20-Apr-2004 |
Change |
Change % |
Previous Week |
Open |
10,451.60 |
10,437.90 |
-13.70 |
-0.1% |
10,444.40 |
High |
10,451.80 |
10,487.70 |
35.90 |
0.3% |
10,552.60 |
Low |
10,399.50 |
10,313.60 |
-85.90 |
-0.8% |
10,322.20 |
Close |
10,437.90 |
10,314.50 |
-123.40 |
-1.2% |
10,452.00 |
Range |
52.30 |
174.10 |
121.80 |
232.9% |
230.40 |
ATR |
107.14 |
111.93 |
4.78 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,894.23 |
10,778.47 |
10,410.26 |
|
R3 |
10,720.13 |
10,604.37 |
10,362.38 |
|
R2 |
10,546.03 |
10,546.03 |
10,346.42 |
|
R1 |
10,430.27 |
10,430.27 |
10,330.46 |
10,401.10 |
PP |
10,371.93 |
10,371.93 |
10,371.93 |
10,357.35 |
S1 |
10,256.17 |
10,256.17 |
10,298.54 |
10,227.00 |
S2 |
10,197.83 |
10,197.83 |
10,282.58 |
|
S3 |
10,023.73 |
10,082.07 |
10,266.62 |
|
S4 |
9,849.63 |
9,907.97 |
10,218.75 |
|
|
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 |
10,487.70 |
10,313.60 |
174.10 |
1.7% |
102.18 |
1.0% |
1% |
True |
True |
|
10 |
10,570.80 |
10,313.60 |
257.20 |
2.5% |
111.39 |
1.1% |
0% |
False |
True |
|
20 |
10,570.80 |
10,007.50 |
563.30 |
5.5% |
108.11 |
1.0% |
55% |
False |
False |
|
40 |
10,695.50 |
10,007.50 |
688.00 |
6.7% |
112.19 |
1.1% |
45% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
109.06 |
1.1% |
41% |
False |
False |
|
80 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
104.49 |
1.0% |
41% |
False |
False |
|
100 |
10,753.60 |
9,706.01 |
1,047.59 |
10.2% |
100.55 |
1.0% |
58% |
False |
False |
|
120 |
10,753.60 |
9,585.50 |
1,168.10 |
11.3% |
99.65 |
1.0% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,227.63 |
2.618 |
10,943.49 |
1.618 |
10,769.39 |
1.000 |
10,661.80 |
0.618 |
10,595.29 |
HIGH |
10,487.70 |
0.618 |
10,421.19 |
0.500 |
10,400.65 |
0.382 |
10,380.11 |
LOW |
10,313.60 |
0.618 |
10,206.01 |
1.000 |
10,139.50 |
1.618 |
10,031.91 |
2.618 |
9,857.81 |
4.250 |
9,573.68 |
|
|
Fisher Pivots for day following 20-Apr-2004 |
Pivot |
1 day |
3 day |
R1 |
10,400.65 |
10,400.65 |
PP |
10,371.93 |
10,371.93 |
S1 |
10,343.22 |
10,343.22 |
|