| Trading Metrics calculated at close of trading on 10-Apr-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2003 |
10-Apr-2003 |
Change |
Change % |
Previous Week |
| Open |
878.65 |
866.61 |
-12.04 |
-1.4% |
863.18 |
| High |
887.35 |
871.78 |
-15.57 |
-1.8% |
885.89 |
| Low |
865.72 |
862.76 |
-2.96 |
-0.3% |
843.68 |
| Close |
865.99 |
871.58 |
5.59 |
0.6% |
878.85 |
| Range |
21.63 |
9.02 |
-12.61 |
-58.3% |
42.21 |
| ATR |
16.89 |
16.33 |
-0.56 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
895.77 |
892.69 |
876.54 |
|
| R3 |
886.75 |
883.67 |
874.06 |
|
| R2 |
877.73 |
877.73 |
873.23 |
|
| R1 |
874.65 |
874.65 |
872.41 |
876.19 |
| PP |
868.71 |
868.71 |
868.71 |
869.48 |
| S1 |
865.63 |
865.63 |
870.75 |
867.17 |
| S2 |
859.69 |
859.69 |
869.93 |
|
| S3 |
850.67 |
856.61 |
869.10 |
|
| S4 |
841.65 |
847.59 |
866.62 |
|
|
| Weekly Pivots for week ending 04-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
996.10 |
979.69 |
902.07 |
|
| R3 |
953.89 |
937.48 |
890.46 |
|
| R2 |
911.68 |
911.68 |
886.59 |
|
| R1 |
895.27 |
895.27 |
882.72 |
903.48 |
| PP |
869.47 |
869.47 |
869.47 |
873.58 |
| S1 |
853.06 |
853.06 |
874.98 |
861.27 |
| S2 |
827.26 |
827.26 |
871.11 |
|
| S3 |
785.05 |
810.85 |
867.24 |
|
| S4 |
742.84 |
768.64 |
855.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
904.89 |
862.76 |
42.13 |
4.8% |
14.54 |
1.7% |
21% |
False |
True |
|
| 10 |
904.89 |
843.68 |
61.21 |
7.0% |
14.64 |
1.7% |
46% |
False |
False |
|
| 20 |
904.89 |
827.17 |
77.72 |
8.9% |
16.69 |
1.9% |
57% |
False |
False |
|
| 40 |
904.89 |
788.90 |
115.99 |
13.3% |
16.26 |
1.9% |
71% |
False |
False |
|
| 60 |
932.59 |
788.90 |
143.69 |
16.5% |
16.31 |
1.9% |
58% |
False |
False |
|
| 80 |
935.05 |
788.90 |
146.15 |
16.8% |
15.80 |
1.8% |
57% |
False |
False |
|
| 100 |
954.28 |
788.90 |
165.38 |
19.0% |
15.77 |
1.8% |
50% |
False |
False |
|
| 120 |
954.28 |
788.90 |
165.38 |
19.0% |
16.48 |
1.9% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
910.12 |
|
2.618 |
895.39 |
|
1.618 |
886.37 |
|
1.000 |
880.80 |
|
0.618 |
877.35 |
|
HIGH |
871.78 |
|
0.618 |
868.33 |
|
0.500 |
867.27 |
|
0.382 |
866.21 |
|
LOW |
862.76 |
|
0.618 |
857.19 |
|
1.000 |
853.74 |
|
1.618 |
848.17 |
|
2.618 |
839.15 |
|
4.250 |
824.43 |
|
|
| Fisher Pivots for day following 10-Apr-2003 |
| Pivot |
1 day |
3 day |
| R1 |
870.14 |
875.06 |
| PP |
868.71 |
873.90 |
| S1 |
867.27 |
872.74 |
|