Trading Metrics calculated at close of trading on 30-May-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2003 |
30-May-2003 |
Change |
Change % |
Previous Week |
Open |
8,787.23 |
8,711.46 |
-75.77 |
-0.9% |
8,600.54 |
High |
8,862.58 |
8,868.33 |
5.75 |
0.1% |
8,868.33 |
Low |
8,679.60 |
8,711.39 |
31.79 |
0.4% |
8,540.59 |
Close |
8,711.18 |
8,850.26 |
139.08 |
1.6% |
8,850.26 |
Range |
182.98 |
156.94 |
-26.04 |
-14.2% |
327.74 |
ATR |
134.32 |
135.95 |
1.63 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,280.81 |
9,222.48 |
8,936.58 |
|
R3 |
9,123.87 |
9,065.54 |
8,893.42 |
|
R2 |
8,966.93 |
8,966.93 |
8,879.03 |
|
R1 |
8,908.60 |
8,908.60 |
8,864.65 |
8,937.77 |
PP |
8,809.99 |
8,809.99 |
8,809.99 |
8,824.58 |
S1 |
8,751.66 |
8,751.66 |
8,835.87 |
8,780.83 |
S2 |
8,653.05 |
8,653.05 |
8,821.49 |
|
S3 |
8,496.11 |
8,594.72 |
8,807.10 |
|
S4 |
8,339.17 |
8,437.78 |
8,763.94 |
|
|
Weekly Pivots for week ending 30-May-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,736.28 |
9,621.01 |
9,030.52 |
|
R3 |
9,408.54 |
9,293.27 |
8,940.39 |
|
R2 |
9,080.80 |
9,080.80 |
8,910.35 |
|
R1 |
8,965.53 |
8,965.53 |
8,880.30 |
9,023.17 |
PP |
8,753.06 |
8,753.06 |
8,753.06 |
8,781.88 |
S1 |
8,637.79 |
8,637.79 |
8,820.22 |
8,695.43 |
S2 |
8,425.32 |
8,425.32 |
8,790.17 |
|
S3 |
8,097.58 |
8,310.05 |
8,760.13 |
|
S4 |
7,769.84 |
7,982.31 |
8,670.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,868.33 |
8,540.59 |
327.74 |
3.7% |
151.32 |
1.7% |
94% |
True |
False |
|
10 |
8,868.33 |
8,416.72 |
451.61 |
5.1% |
139.21 |
1.6% |
96% |
True |
False |
|
20 |
8,868.33 |
8,409.29 |
459.04 |
5.2% |
128.03 |
1.4% |
96% |
True |
False |
|
40 |
8,868.33 |
8,145.87 |
722.46 |
8.2% |
132.23 |
1.5% |
97% |
True |
False |
|
60 |
8,868.33 |
7,416.64 |
1,451.69 |
16.4% |
147.88 |
1.7% |
99% |
True |
False |
|
80 |
8,868.33 |
7,416.64 |
1,451.69 |
16.4% |
148.00 |
1.7% |
99% |
True |
False |
|
100 |
8,869.29 |
7,416.64 |
1,452.65 |
16.4% |
149.27 |
1.7% |
99% |
False |
False |
|
120 |
8,869.29 |
7,416.64 |
1,452.65 |
16.4% |
147.78 |
1.7% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,535.33 |
2.618 |
9,279.20 |
1.618 |
9,122.26 |
1.000 |
9,025.27 |
0.618 |
8,965.32 |
HIGH |
8,868.33 |
0.618 |
8,808.38 |
0.500 |
8,789.86 |
0.382 |
8,771.34 |
LOW |
8,711.39 |
0.618 |
8,614.40 |
1.000 |
8,554.45 |
1.618 |
8,457.46 |
2.618 |
8,300.52 |
4.250 |
8,044.40 |
|
|
Fisher Pivots for day following 30-May-2003 |
Pivot |
1 day |
3 day |
R1 |
8,830.13 |
8,824.83 |
PP |
8,809.99 |
8,799.40 |
S1 |
8,789.86 |
8,773.97 |
|