| Trading Metrics calculated at close of trading on 15-Apr-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2003 |
15-Apr-2003 |
Change |
Change % |
Previous Week |
| Open |
8,203.97 |
8,347.66 |
143.69 |
1.8% |
8,284.15 |
| High |
8,351.94 |
8,402.43 |
50.49 |
0.6% |
8,520.21 |
| Low |
8,201.55 |
8,307.54 |
105.99 |
1.3% |
8,145.87 |
| Close |
8,351.10 |
8,402.36 |
51.26 |
0.6% |
8,203.41 |
| Range |
150.39 |
94.89 |
-55.50 |
-36.9% |
374.34 |
| ATR |
157.56 |
153.08 |
-4.48 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,655.45 |
8,623.79 |
8,454.55 |
|
| R3 |
8,560.56 |
8,528.90 |
8,428.45 |
|
| R2 |
8,465.67 |
8,465.67 |
8,419.76 |
|
| R1 |
8,434.01 |
8,434.01 |
8,411.06 |
8,449.84 |
| PP |
8,370.78 |
8,370.78 |
8,370.78 |
8,378.69 |
| S1 |
8,339.12 |
8,339.12 |
8,393.66 |
8,354.95 |
| S2 |
8,275.89 |
8,275.89 |
8,384.96 |
|
| S3 |
8,181.00 |
8,244.23 |
8,376.27 |
|
| S4 |
8,086.11 |
8,149.34 |
8,350.17 |
|
|
| Weekly Pivots for week ending 11-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,412.85 |
9,182.47 |
8,409.30 |
|
| R3 |
9,038.51 |
8,808.13 |
8,306.35 |
|
| R2 |
8,664.17 |
8,664.17 |
8,272.04 |
|
| R1 |
8,433.79 |
8,433.79 |
8,237.72 |
8,361.81 |
| PP |
8,289.83 |
8,289.83 |
8,289.83 |
8,253.84 |
| S1 |
8,059.45 |
8,059.45 |
8,169.10 |
7,987.47 |
| S2 |
7,915.49 |
7,915.49 |
8,134.78 |
|
| S3 |
7,541.15 |
7,685.11 |
8,100.47 |
|
| S4 |
7,166.81 |
7,310.77 |
7,997.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,402.43 |
8,145.87 |
256.56 |
3.1% |
135.11 |
1.6% |
100% |
True |
False |
|
| 10 |
8,520.21 |
8,070.98 |
449.23 |
5.3% |
142.85 |
1.7% |
74% |
False |
False |
|
| 20 |
8,522.18 |
7,929.31 |
592.87 |
7.1% |
157.48 |
1.9% |
80% |
False |
False |
|
| 40 |
8,522.18 |
7,416.64 |
1,105.54 |
13.2% |
158.79 |
1.9% |
89% |
False |
False |
|
| 60 |
8,623.49 |
7,416.64 |
1,206.85 |
14.4% |
160.24 |
1.9% |
82% |
False |
False |
|
| 80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.3% |
154.78 |
1.8% |
68% |
False |
False |
|
| 100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.4% |
154.62 |
1.8% |
61% |
False |
False |
|
| 120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.4% |
159.36 |
1.9% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,805.71 |
|
2.618 |
8,650.85 |
|
1.618 |
8,555.96 |
|
1.000 |
8,497.32 |
|
0.618 |
8,461.07 |
|
HIGH |
8,402.43 |
|
0.618 |
8,366.18 |
|
0.500 |
8,354.99 |
|
0.382 |
8,343.79 |
|
LOW |
8,307.54 |
|
0.618 |
8,248.90 |
|
1.000 |
8,212.65 |
|
1.618 |
8,154.01 |
|
2.618 |
8,059.12 |
|
4.250 |
7,904.26 |
|
|
| Fisher Pivots for day following 15-Apr-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,386.57 |
8,365.27 |
| PP |
8,370.78 |
8,328.18 |
| S1 |
8,354.99 |
8,291.09 |
|