| Trading Metrics calculated at close of trading on 04-Apr-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2003 |
04-Apr-2003 |
Change |
Change % |
Previous Week |
| Open |
8,285.76 |
8,240.59 |
-45.17 |
-0.5% |
8,142.83 |
| High |
8,335.62 |
8,305.86 |
-29.76 |
-0.4% |
8,335.62 |
| Low |
8,237.54 |
8,215.10 |
-22.44 |
-0.3% |
7,929.31 |
| Close |
8,240.38 |
8,277.15 |
36.77 |
0.4% |
8,277.15 |
| Range |
98.08 |
90.76 |
-7.32 |
-7.5% |
406.31 |
| ATR |
167.83 |
162.33 |
-5.51 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,538.32 |
8,498.49 |
8,327.07 |
|
| R3 |
8,447.56 |
8,407.73 |
8,302.11 |
|
| R2 |
8,356.80 |
8,356.80 |
8,293.79 |
|
| R1 |
8,316.97 |
8,316.97 |
8,285.47 |
8,336.89 |
| PP |
8,266.04 |
8,266.04 |
8,266.04 |
8,275.99 |
| S1 |
8,226.21 |
8,226.21 |
8,268.83 |
8,246.13 |
| S2 |
8,175.28 |
8,175.28 |
8,260.51 |
|
| S3 |
8,084.52 |
8,135.45 |
8,252.19 |
|
| S4 |
7,993.76 |
8,044.69 |
8,227.23 |
|
|
| Weekly Pivots for week ending 04-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,399.62 |
9,244.70 |
8,500.62 |
|
| R3 |
8,993.31 |
8,838.39 |
8,388.89 |
|
| R2 |
8,587.00 |
8,587.00 |
8,351.64 |
|
| R1 |
8,432.08 |
8,432.08 |
8,314.40 |
8,509.54 |
| PP |
8,180.69 |
8,180.69 |
8,180.69 |
8,219.43 |
| S1 |
8,025.77 |
8,025.77 |
8,239.90 |
8,103.23 |
| S2 |
7,774.38 |
7,774.38 |
8,202.66 |
|
| S3 |
7,368.07 |
7,619.46 |
8,165.41 |
|
| S4 |
6,961.76 |
7,213.15 |
8,053.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,335.62 |
7,929.31 |
406.31 |
4.9% |
153.77 |
1.9% |
86% |
False |
False |
|
| 10 |
8,514.82 |
7,929.31 |
585.51 |
7.1% |
159.98 |
1.9% |
59% |
False |
False |
|
| 20 |
8,522.18 |
7,416.64 |
1,105.54 |
13.4% |
173.66 |
2.1% |
78% |
False |
False |
|
| 40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.4% |
161.10 |
1.9% |
78% |
False |
False |
|
| 60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.6% |
159.69 |
1.9% |
59% |
False |
False |
|
| 80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.6% |
153.55 |
1.9% |
59% |
False |
False |
|
| 100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.7% |
155.59 |
1.9% |
53% |
False |
False |
|
| 120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.7% |
165.25 |
2.0% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,691.59 |
|
2.618 |
8,543.47 |
|
1.618 |
8,452.71 |
|
1.000 |
8,396.62 |
|
0.618 |
8,361.95 |
|
HIGH |
8,305.86 |
|
0.618 |
8,271.19 |
|
0.500 |
8,260.48 |
|
0.382 |
8,249.77 |
|
LOW |
8,215.10 |
|
0.618 |
8,159.01 |
|
1.000 |
8,124.34 |
|
1.618 |
8,068.25 |
|
2.618 |
7,977.49 |
|
4.250 |
7,829.37 |
|
|
| Fisher Pivots for day following 04-Apr-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,271.59 |
8,252.53 |
| PP |
8,266.04 |
8,227.92 |
| S1 |
8,260.48 |
8,203.30 |
|