| Trading Metrics calculated at close of trading on 28-Apr-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2003 |
28-Apr-2003 |
Change |
Change % |
Previous Week |
| Open |
8,438.98 |
8,306.84 |
-132.14 |
-1.6% |
8,336.67 |
| High |
8,439.33 |
8,501.66 |
62.33 |
0.7% |
8,526.38 |
| Low |
8,288.49 |
8,305.03 |
16.54 |
0.2% |
8,263.98 |
| Close |
8,306.35 |
8,471.61 |
165.26 |
2.0% |
8,306.35 |
| Range |
150.84 |
196.63 |
45.79 |
30.4% |
262.40 |
| ATR |
147.67 |
151.17 |
3.50 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,015.99 |
8,940.43 |
8,579.76 |
|
| R3 |
8,819.36 |
8,743.80 |
8,525.68 |
|
| R2 |
8,622.73 |
8,622.73 |
8,507.66 |
|
| R1 |
8,547.17 |
8,547.17 |
8,489.63 |
8,584.95 |
| PP |
8,426.10 |
8,426.10 |
8,426.10 |
8,444.99 |
| S1 |
8,350.54 |
8,350.54 |
8,453.59 |
8,388.32 |
| S2 |
8,229.47 |
8,229.47 |
8,435.56 |
|
| S3 |
8,032.84 |
8,153.91 |
8,417.54 |
|
| S4 |
7,836.21 |
7,957.28 |
8,363.46 |
|
|
| Weekly Pivots for week ending 25-Apr-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,152.77 |
8,991.96 |
8,450.67 |
|
| R3 |
8,890.37 |
8,729.56 |
8,378.51 |
|
| R2 |
8,627.97 |
8,627.97 |
8,354.46 |
|
| R1 |
8,467.16 |
8,467.16 |
8,330.40 |
8,416.37 |
| PP |
8,365.57 |
8,365.57 |
8,365.57 |
8,340.17 |
| S1 |
8,204.76 |
8,204.76 |
8,282.30 |
8,153.97 |
| S2 |
8,103.17 |
8,103.17 |
8,258.24 |
|
| S3 |
7,840.77 |
7,942.36 |
8,234.19 |
|
| S4 |
7,578.37 |
7,679.96 |
8,162.03 |
|
|
| 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 |
8,263.98 |
262.40 |
3.1% |
152.53 |
1.8% |
79% |
False |
False |
|
| 10 |
8,526.38 |
8,201.55 |
324.83 |
3.8% |
142.87 |
1.7% |
83% |
False |
False |
|
| 20 |
8,526.38 |
7,929.31 |
597.07 |
7.0% |
147.31 |
1.7% |
91% |
False |
False |
|
| 40 |
8,526.38 |
7,416.64 |
1,109.74 |
13.1% |
159.12 |
1.9% |
95% |
False |
False |
|
| 60 |
8,526.38 |
7,416.64 |
1,109.74 |
13.1% |
155.96 |
1.8% |
95% |
False |
False |
|
| 80 |
8,869.29 |
7,416.64 |
1,452.65 |
17.1% |
156.90 |
1.9% |
73% |
False |
False |
|
| 100 |
8,869.29 |
7,416.64 |
1,452.65 |
17.1% |
152.68 |
1.8% |
73% |
False |
False |
|
| 120 |
9,043.37 |
7,416.64 |
1,626.73 |
19.2% |
155.74 |
1.8% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,337.34 |
|
2.618 |
9,016.44 |
|
1.618 |
8,819.81 |
|
1.000 |
8,698.29 |
|
0.618 |
8,623.18 |
|
HIGH |
8,501.66 |
|
0.618 |
8,426.55 |
|
0.500 |
8,403.35 |
|
0.382 |
8,380.14 |
|
LOW |
8,305.03 |
|
0.618 |
8,183.51 |
|
1.000 |
8,108.40 |
|
1.618 |
7,986.88 |
|
2.618 |
7,790.25 |
|
4.250 |
7,469.35 |
|
|
| Fisher Pivots for day following 28-Apr-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,448.86 |
8,447.90 |
| PP |
8,426.10 |
8,424.18 |
| S1 |
8,403.35 |
8,400.47 |
|