Trading Metrics calculated at close of trading on 09-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2003 |
09-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,045.57 |
9,061.18 |
15.61 |
0.2% |
8,851.45 |
High |
9,215.88 |
9,066.45 |
-149.43 |
-1.6% |
9,215.88 |
Low |
9,045.57 |
8,945.59 |
-99.98 |
-1.1% |
8,851.45 |
Close |
9,062.79 |
8,980.00 |
-82.79 |
-0.9% |
9,062.79 |
Range |
170.31 |
120.86 |
-49.45 |
-29.0% |
364.43 |
ATR |
133.15 |
132.27 |
-0.88 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,359.93 |
9,290.82 |
9,046.47 |
|
R3 |
9,239.07 |
9,169.96 |
9,013.24 |
|
R2 |
9,118.21 |
9,118.21 |
9,002.16 |
|
R1 |
9,049.10 |
9,049.10 |
8,991.08 |
9,023.23 |
PP |
8,997.35 |
8,997.35 |
8,997.35 |
8,984.41 |
S1 |
8,928.24 |
8,928.24 |
8,968.92 |
8,902.37 |
S2 |
8,876.49 |
8,876.49 |
8,957.84 |
|
S3 |
8,755.63 |
8,807.38 |
8,946.76 |
|
S4 |
8,634.77 |
8,686.52 |
8,913.53 |
|
|
Weekly Pivots for week ending 06-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,136.66 |
9,964.16 |
9,263.23 |
|
R3 |
9,772.23 |
9,599.73 |
9,163.01 |
|
R2 |
9,407.80 |
9,407.80 |
9,129.60 |
|
R1 |
9,235.30 |
9,235.30 |
9,096.20 |
9,321.55 |
PP |
9,043.37 |
9,043.37 |
9,043.37 |
9,086.50 |
S1 |
8,870.87 |
8,870.87 |
9,029.38 |
8,957.12 |
S2 |
8,678.94 |
8,678.94 |
8,995.98 |
|
S3 |
8,314.51 |
8,506.44 |
8,962.57 |
|
S4 |
7,950.08 |
8,142.01 |
8,862.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,215.88 |
8,861.32 |
354.56 |
3.9% |
118.91 |
1.3% |
33% |
False |
False |
|
10 |
9,215.88 |
8,540.59 |
675.29 |
7.5% |
141.87 |
1.6% |
65% |
False |
False |
|
20 |
9,215.88 |
8,416.72 |
799.16 |
8.9% |
129.65 |
1.4% |
70% |
False |
False |
|
40 |
9,215.88 |
8,179.74 |
1,036.14 |
11.5% |
131.40 |
1.5% |
77% |
False |
False |
|
60 |
9,215.88 |
7,779.73 |
1,436.15 |
16.0% |
143.56 |
1.6% |
84% |
False |
False |
|
80 |
9,215.88 |
7,416.64 |
1,799.24 |
20.0% |
146.34 |
1.6% |
87% |
False |
False |
|
100 |
9,215.88 |
7,416.64 |
1,799.24 |
20.0% |
148.89 |
1.7% |
87% |
False |
False |
|
120 |
9,215.88 |
7,416.64 |
1,799.24 |
20.0% |
147.21 |
1.6% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,580.11 |
2.618 |
9,382.86 |
1.618 |
9,262.00 |
1.000 |
9,187.31 |
0.618 |
9,141.14 |
HIGH |
9,066.45 |
0.618 |
9,020.28 |
0.500 |
9,006.02 |
0.382 |
8,991.76 |
LOW |
8,945.59 |
0.618 |
8,870.90 |
1.000 |
8,824.73 |
1.618 |
8,750.04 |
2.618 |
8,629.18 |
4.250 |
8,431.94 |
|
|
Fisher Pivots for day following 09-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,006.02 |
9,080.74 |
PP |
8,997.35 |
9,047.16 |
S1 |
8,988.67 |
9,013.58 |
|