| Trading Metrics calculated at close of trading on 07-Apr-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2003 |
07-Apr-2003 |
Change |
Change % |
Previous Week |
| Open |
8,240.59 |
8,284.15 |
43.56 |
0.5% |
8,142.83 |
| High |
8,305.86 |
8,520.21 |
214.35 |
2.6% |
8,335.62 |
| Low |
8,215.10 |
8,284.15 |
69.05 |
0.8% |
7,929.31 |
| Close |
8,277.15 |
8,300.41 |
23.26 |
0.3% |
8,277.15 |
| Range |
90.76 |
236.06 |
145.30 |
160.1% |
406.31 |
| ATR |
162.33 |
168.09 |
5.77 |
3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,076.44 |
8,924.48 |
8,430.24 |
|
| R3 |
8,840.38 |
8,688.42 |
8,365.33 |
|
| R2 |
8,604.32 |
8,604.32 |
8,343.69 |
|
| R1 |
8,452.36 |
8,452.36 |
8,322.05 |
8,528.34 |
| PP |
8,368.26 |
8,368.26 |
8,368.26 |
8,406.25 |
| S1 |
8,216.30 |
8,216.30 |
8,278.77 |
8,292.28 |
| S2 |
8,132.20 |
8,132.20 |
8,257.13 |
|
| S3 |
7,896.14 |
7,980.24 |
8,235.49 |
|
| S4 |
7,660.08 |
7,744.18 |
8,170.58 |
|
|
| 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 |
8,520.21 |
7,979.69 |
540.52 |
6.5% |
158.28 |
1.9% |
59% |
True |
False |
|
| 10 |
8,520.21 |
7,929.31 |
590.90 |
7.1% |
150.62 |
1.8% |
63% |
True |
False |
|
| 20 |
8,522.18 |
7,416.64 |
1,105.54 |
13.3% |
176.48 |
2.1% |
80% |
False |
False |
|
| 40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.3% |
162.73 |
2.0% |
80% |
False |
False |
|
| 60 |
8,869.29 |
7,416.64 |
1,452.65 |
17.5% |
160.44 |
1.9% |
61% |
False |
False |
|
| 80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.5% |
155.13 |
1.9% |
61% |
False |
False |
|
| 100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.6% |
156.09 |
1.9% |
54% |
False |
False |
|
| 120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.6% |
165.80 |
2.0% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,523.47 |
|
2.618 |
9,138.22 |
|
1.618 |
8,902.16 |
|
1.000 |
8,756.27 |
|
0.618 |
8,666.10 |
|
HIGH |
8,520.21 |
|
0.618 |
8,430.04 |
|
0.500 |
8,402.18 |
|
0.382 |
8,374.32 |
|
LOW |
8,284.15 |
|
0.618 |
8,138.26 |
|
1.000 |
8,048.09 |
|
1.618 |
7,902.20 |
|
2.618 |
7,666.14 |
|
4.250 |
7,280.90 |
|
|
| Fisher Pivots for day following 07-Apr-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,402.18 |
8,367.66 |
| PP |
8,368.26 |
8,345.24 |
| S1 |
8,334.33 |
8,322.83 |
|