Trading Metrics calculated at close of trading on 21-Apr-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2004 |
21-Apr-2004 |
Change |
Change % |
Previous Week |
Open |
10,437.90 |
10,311.90 |
-126.00 |
-1.2% |
10,444.40 |
High |
10,487.70 |
10,332.90 |
-154.80 |
-1.5% |
10,552.60 |
Low |
10,313.60 |
10,250.50 |
-63.10 |
-0.6% |
10,322.20 |
Close |
10,314.50 |
10,317.30 |
2.80 |
0.0% |
10,452.00 |
Range |
174.10 |
82.40 |
-91.70 |
-52.7% |
230.40 |
ATR |
111.93 |
109.82 |
-2.11 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,547.43 |
10,514.77 |
10,362.62 |
|
R3 |
10,465.03 |
10,432.37 |
10,339.96 |
|
R2 |
10,382.63 |
10,382.63 |
10,332.41 |
|
R1 |
10,349.97 |
10,349.97 |
10,324.85 |
10,366.30 |
PP |
10,300.23 |
10,300.23 |
10,300.23 |
10,308.40 |
S1 |
10,267.57 |
10,267.57 |
10,309.75 |
10,283.90 |
S2 |
10,217.83 |
10,217.83 |
10,302.19 |
|
S3 |
10,135.43 |
10,185.17 |
10,294.64 |
|
S4 |
10,053.03 |
10,102.77 |
10,271.98 |
|
|
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 |
10,250.50 |
237.20 |
2.3% |
100.18 |
1.0% |
28% |
False |
True |
|
10 |
10,569.30 |
10,250.50 |
318.80 |
3.1% |
113.06 |
1.1% |
21% |
False |
True |
|
20 |
10,570.80 |
10,007.50 |
563.30 |
5.5% |
108.03 |
1.0% |
55% |
False |
False |
|
40 |
10,695.50 |
10,007.50 |
688.00 |
6.7% |
111.36 |
1.1% |
45% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
108.04 |
1.0% |
42% |
False |
False |
|
80 |
10,753.60 |
10,007.50 |
746.10 |
7.2% |
105.06 |
1.0% |
42% |
False |
False |
|
100 |
10,753.60 |
9,706.01 |
1,047.59 |
10.2% |
100.66 |
1.0% |
58% |
False |
False |
|
120 |
10,753.60 |
9,585.50 |
1,168.10 |
11.3% |
99.16 |
1.0% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,683.10 |
2.618 |
10,548.62 |
1.618 |
10,466.22 |
1.000 |
10,415.30 |
0.618 |
10,383.82 |
HIGH |
10,332.90 |
0.618 |
10,301.42 |
0.500 |
10,291.70 |
0.382 |
10,281.98 |
LOW |
10,250.50 |
0.618 |
10,199.58 |
1.000 |
10,168.10 |
1.618 |
10,117.18 |
2.618 |
10,034.78 |
4.250 |
9,900.30 |
|
|
Fisher Pivots for day following 21-Apr-2004 |
Pivot |
1 day |
3 day |
R1 |
10,308.77 |
10,369.10 |
PP |
10,300.23 |
10,351.83 |
S1 |
10,291.70 |
10,334.57 |
|