Trading Metrics calculated at close of trading on 19-Mar-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2003 |
19-Mar-2003 |
Change |
Change % |
Previous Week |
Open |
8,142.69 |
8,193.04 |
50.35 |
0.6% |
7,739.40 |
High |
8,209.36 |
8,277.64 |
68.28 |
0.8% |
7,931.63 |
Low |
8,096.12 |
8,141.50 |
45.38 |
0.6% |
7,416.64 |
Close |
8,194.23 |
8,265.45 |
71.22 |
0.9% |
7,859.71 |
Range |
113.24 |
136.14 |
22.90 |
20.2% |
514.99 |
ATR |
166.23 |
164.08 |
-2.15 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,636.62 |
8,587.17 |
8,340.33 |
|
R3 |
8,500.48 |
8,451.03 |
8,302.89 |
|
R2 |
8,364.34 |
8,364.34 |
8,290.41 |
|
R1 |
8,314.89 |
8,314.89 |
8,277.93 |
8,339.62 |
PP |
8,228.20 |
8,228.20 |
8,228.20 |
8,240.56 |
S1 |
8,178.75 |
8,178.75 |
8,252.97 |
8,203.48 |
S2 |
8,092.06 |
8,092.06 |
8,240.49 |
|
S3 |
7,955.92 |
8,042.61 |
8,228.01 |
|
S4 |
7,819.78 |
7,906.47 |
8,190.57 |
|
|
Weekly Pivots for week ending 14-Mar-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,280.96 |
9,085.33 |
8,142.95 |
|
R3 |
8,765.97 |
8,570.34 |
8,001.33 |
|
R2 |
8,250.98 |
8,250.98 |
7,954.12 |
|
R1 |
8,055.35 |
8,055.35 |
7,906.92 |
8,153.17 |
PP |
7,735.99 |
7,735.99 |
7,735.99 |
7,784.90 |
S1 |
7,540.36 |
7,540.36 |
7,812.50 |
7,638.18 |
S2 |
7,221.00 |
7,221.00 |
7,765.30 |
|
S3 |
6,706.01 |
7,025.37 |
7,718.09 |
|
S4 |
6,191.02 |
6,510.38 |
7,576.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,277.64 |
7,555.29 |
722.35 |
8.7% |
203.34 |
2.5% |
98% |
True |
False |
|
10 |
8,277.64 |
7,416.64 |
861.00 |
10.4% |
175.32 |
2.1% |
99% |
True |
False |
|
20 |
8,277.64 |
7,416.64 |
861.00 |
10.4% |
161.51 |
2.0% |
99% |
True |
False |
|
40 |
8,444.61 |
7,416.64 |
1,027.97 |
12.4% |
160.39 |
1.9% |
83% |
False |
False |
|
60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.6% |
153.20 |
1.9% |
58% |
False |
False |
|
80 |
9,043.37 |
7,416.64 |
1,626.73 |
19.7% |
153.06 |
1.9% |
52% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.7% |
159.09 |
1.9% |
52% |
False |
False |
|
120 |
9,043.37 |
7,197.49 |
1,845.88 |
22.3% |
175.76 |
2.1% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,856.24 |
2.618 |
8,634.05 |
1.618 |
8,497.91 |
1.000 |
8,413.78 |
0.618 |
8,361.77 |
HIGH |
8,277.64 |
0.618 |
8,225.63 |
0.500 |
8,209.57 |
0.382 |
8,193.51 |
LOW |
8,141.50 |
0.618 |
8,057.37 |
1.000 |
8,005.36 |
1.618 |
7,921.23 |
2.618 |
7,785.09 |
4.250 |
7,562.91 |
|
|
Fisher Pivots for day following 19-Mar-2003 |
Pivot |
1 day |
3 day |
R1 |
8,246.82 |
8,186.53 |
PP |
8,228.20 |
8,107.61 |
S1 |
8,209.57 |
8,028.69 |
|