Trading Metrics calculated at close of trading on 14-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2003 |
14-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
874.20 |
868.51 |
-5.69 |
-0.7% |
884.48 |
High |
883.34 |
885.26 |
1.92 |
0.2% |
904.89 |
Low |
865.92 |
868.51 |
2.59 |
0.3% |
862.76 |
Close |
868.30 |
885.23 |
16.93 |
1.9% |
868.30 |
Range |
17.42 |
16.75 |
-0.67 |
-3.8% |
42.13 |
ATR |
16.40 |
16.44 |
0.04 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
929.92 |
924.32 |
894.44 |
|
R3 |
913.17 |
907.57 |
889.84 |
|
R2 |
896.42 |
896.42 |
888.30 |
|
R1 |
890.82 |
890.82 |
886.77 |
893.62 |
PP |
879.67 |
879.67 |
879.67 |
881.07 |
S1 |
874.07 |
874.07 |
883.69 |
876.87 |
S2 |
862.92 |
862.92 |
882.16 |
|
S3 |
846.17 |
857.32 |
880.62 |
|
S4 |
829.42 |
840.57 |
876.02 |
|
|
Weekly Pivots for week ending 11-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,005.04 |
978.80 |
891.47 |
|
R3 |
962.91 |
936.67 |
879.89 |
|
R2 |
920.78 |
920.78 |
876.02 |
|
R1 |
894.54 |
894.54 |
872.16 |
886.60 |
PP |
878.65 |
878.65 |
878.65 |
874.68 |
S1 |
852.41 |
852.41 |
864.44 |
844.47 |
S2 |
836.52 |
836.52 |
860.58 |
|
S3 |
794.39 |
810.28 |
856.71 |
|
S4 |
752.26 |
768.15 |
845.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
887.35 |
862.76 |
24.59 |
2.8% |
14.65 |
1.7% |
91% |
False |
False |
|
10 |
904.89 |
847.85 |
57.04 |
6.4% |
15.21 |
1.7% |
66% |
False |
False |
|
20 |
904.89 |
843.68 |
61.21 |
6.9% |
15.96 |
1.8% |
68% |
False |
False |
|
40 |
904.89 |
788.90 |
115.99 |
13.1% |
16.25 |
1.8% |
83% |
False |
False |
|
60 |
911.05 |
788.90 |
122.15 |
13.8% |
16.38 |
1.9% |
79% |
False |
False |
|
80 |
935.05 |
788.90 |
146.15 |
16.5% |
15.85 |
1.8% |
66% |
False |
False |
|
100 |
954.28 |
788.90 |
165.38 |
18.7% |
15.80 |
1.8% |
58% |
False |
False |
|
120 |
954.28 |
788.90 |
165.38 |
18.7% |
16.37 |
1.8% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
956.45 |
2.618 |
929.11 |
1.618 |
912.36 |
1.000 |
902.01 |
0.618 |
895.61 |
HIGH |
885.26 |
0.618 |
878.86 |
0.500 |
876.89 |
0.382 |
874.91 |
LOW |
868.51 |
0.618 |
858.16 |
1.000 |
851.76 |
1.618 |
841.41 |
2.618 |
824.66 |
4.250 |
797.32 |
|
|
Fisher Pivots for day following 14-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
882.45 |
881.49 |
PP |
879.67 |
877.75 |
S1 |
876.89 |
874.01 |
|