Trading Metrics calculated at close of trading on 21-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2003 |
21-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,494.09 |
8,485.62 |
-8.47 |
-0.1% |
8,603.90 |
High |
8,550.26 |
8,523.16 |
-27.10 |
-0.3% |
8,743.47 |
Low |
8,416.72 |
8,431.21 |
14.49 |
0.2% |
8,569.44 |
Close |
8,491.36 |
8,516.43 |
25.07 |
0.3% |
8,678.97 |
Range |
133.54 |
91.95 |
-41.59 |
-31.1% |
174.03 |
ATR |
132.17 |
129.30 |
-2.87 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,766.12 |
8,733.22 |
8,567.00 |
|
R3 |
8,674.17 |
8,641.27 |
8,541.72 |
|
R2 |
8,582.22 |
8,582.22 |
8,533.29 |
|
R1 |
8,549.32 |
8,549.32 |
8,524.86 |
8,565.77 |
PP |
8,490.27 |
8,490.27 |
8,490.27 |
8,498.49 |
S1 |
8,457.37 |
8,457.37 |
8,508.00 |
8,473.82 |
S2 |
8,398.32 |
8,398.32 |
8,499.57 |
|
S3 |
8,306.37 |
8,365.42 |
8,491.14 |
|
S4 |
8,214.42 |
8,273.47 |
8,465.86 |
|
|
Weekly Pivots for week ending 16-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,186.05 |
9,106.54 |
8,774.69 |
|
R3 |
9,012.02 |
8,932.51 |
8,726.83 |
|
R2 |
8,837.99 |
8,837.99 |
8,710.88 |
|
R1 |
8,758.48 |
8,758.48 |
8,694.92 |
8,798.24 |
PP |
8,663.96 |
8,663.96 |
8,663.96 |
8,683.84 |
S1 |
8,584.45 |
8,584.45 |
8,663.02 |
8,624.21 |
S2 |
8,489.93 |
8,489.93 |
8,647.06 |
|
S3 |
8,315.90 |
8,410.42 |
8,631.11 |
|
S4 |
8,141.87 |
8,236.39 |
8,583.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,742.58 |
8,416.72 |
325.86 |
3.8% |
120.24 |
1.4% |
31% |
False |
False |
|
10 |
8,743.47 |
8,416.72 |
326.75 |
3.8% |
118.89 |
1.4% |
31% |
False |
False |
|
20 |
8,743.47 |
8,288.49 |
454.98 |
5.3% |
125.58 |
1.5% |
50% |
False |
False |
|
40 |
8,743.47 |
7,929.31 |
814.16 |
9.6% |
133.45 |
1.6% |
72% |
False |
False |
|
60 |
8,743.47 |
7,416.64 |
1,326.83 |
15.6% |
146.48 |
1.7% |
83% |
False |
False |
|
80 |
8,743.47 |
7,416.64 |
1,326.83 |
15.6% |
149.29 |
1.8% |
83% |
False |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
17.1% |
149.94 |
1.8% |
76% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.1% |
149.10 |
1.8% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,913.95 |
2.618 |
8,763.89 |
1.618 |
8,671.94 |
1.000 |
8,615.11 |
0.618 |
8,579.99 |
HIGH |
8,523.16 |
0.618 |
8,488.04 |
0.500 |
8,477.19 |
0.382 |
8,466.33 |
LOW |
8,431.21 |
0.618 |
8,374.38 |
1.000 |
8,339.26 |
1.618 |
8,282.43 |
2.618 |
8,190.48 |
4.250 |
8,040.42 |
|
|
Fisher Pivots for day following 21-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,503.35 |
8,546.66 |
PP |
8,490.27 |
8,536.58 |
S1 |
8,477.19 |
8,526.51 |
|