Trading Metrics calculated at close of trading on 23-Apr-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2003 |
23-Apr-2003 |
Change |
Change % |
Previous Week |
Open |
8,326.38 |
8,484.92 |
158.54 |
1.9% |
8,203.97 |
High |
8,487.51 |
8,526.38 |
38.87 |
0.5% |
8,446.47 |
Low |
8,263.98 |
8,451.45 |
187.47 |
2.3% |
8,201.55 |
Close |
8,484.99 |
8,515.66 |
30.67 |
0.4% |
8,337.65 |
Range |
223.53 |
74.93 |
-148.60 |
-66.5% |
244.92 |
ATR |
155.21 |
149.48 |
-5.73 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,722.62 |
8,694.07 |
8,556.87 |
|
R3 |
8,647.69 |
8,619.14 |
8,536.27 |
|
R2 |
8,572.76 |
8,572.76 |
8,529.40 |
|
R1 |
8,544.21 |
8,544.21 |
8,522.53 |
8,558.49 |
PP |
8,497.83 |
8,497.83 |
8,497.83 |
8,504.97 |
S1 |
8,469.28 |
8,469.28 |
8,508.79 |
8,483.56 |
S2 |
8,422.90 |
8,422.90 |
8,501.92 |
|
S3 |
8,347.97 |
8,394.35 |
8,495.05 |
|
S4 |
8,273.04 |
8,319.42 |
8,474.45 |
|
|
Weekly Pivots for week ending 18-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,063.32 |
8,945.40 |
8,472.36 |
|
R3 |
8,818.40 |
8,700.48 |
8,405.00 |
|
R2 |
8,573.48 |
8,573.48 |
8,382.55 |
|
R1 |
8,455.56 |
8,455.56 |
8,360.10 |
8,514.52 |
PP |
8,328.56 |
8,328.56 |
8,328.56 |
8,358.04 |
S1 |
8,210.64 |
8,210.64 |
8,315.20 |
8,269.60 |
S2 |
8,083.64 |
8,083.64 |
8,292.75 |
|
S3 |
7,838.72 |
7,965.72 |
8,270.30 |
|
S4 |
7,593.80 |
7,720.80 |
8,202.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,526.38 |
8,233.73 |
292.65 |
3.4% |
143.85 |
1.7% |
96% |
True |
False |
|
10 |
8,526.38 |
8,145.87 |
380.51 |
4.5% |
139.48 |
1.6% |
97% |
True |
False |
|
20 |
8,526.38 |
7,929.31 |
597.07 |
7.0% |
141.32 |
1.7% |
98% |
True |
False |
|
40 |
8,526.38 |
7,416.64 |
1,109.74 |
13.0% |
156.93 |
1.8% |
99% |
True |
False |
|
60 |
8,526.38 |
7,416.64 |
1,109.74 |
13.0% |
157.20 |
1.8% |
99% |
True |
False |
|
80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.1% |
156.03 |
1.8% |
76% |
False |
False |
|
100 |
9,043.37 |
7,416.64 |
1,626.73 |
19.1% |
153.80 |
1.8% |
68% |
False |
False |
|
120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.1% |
156.39 |
1.8% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,844.83 |
2.618 |
8,722.55 |
1.618 |
8,647.62 |
1.000 |
8,601.31 |
0.618 |
8,572.69 |
HIGH |
8,526.38 |
0.618 |
8,497.76 |
0.500 |
8,488.92 |
0.382 |
8,480.07 |
LOW |
8,451.45 |
0.618 |
8,405.14 |
1.000 |
8,376.52 |
1.618 |
8,330.21 |
2.618 |
8,255.28 |
4.250 |
8,133.00 |
|
|
Fisher Pivots for day following 23-Apr-2003 |
Pivot |
1 day |
3 day |
R1 |
8,506.75 |
8,475.50 |
PP |
8,497.83 |
8,435.34 |
S1 |
8,488.92 |
8,395.18 |
|