Trading Metrics calculated at close of trading on 16-Jun-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2003 |
16-Jun-2003 |
Change |
Change % |
Previous Week |
Open |
9,197.88 |
9,117.56 |
-80.32 |
-0.9% |
9,061.18 |
High |
9,222.67 |
9,318.96 |
96.29 |
1.0% |
9,236.11 |
Low |
9,074.08 |
9,117.56 |
43.48 |
0.5% |
8,945.59 |
Close |
9,117.12 |
9,318.96 |
201.84 |
2.2% |
9,117.12 |
Range |
148.59 |
201.40 |
52.81 |
35.5% |
290.52 |
ATR |
130.34 |
135.44 |
5.11 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,856.03 |
9,788.89 |
9,429.73 |
|
R3 |
9,654.63 |
9,587.49 |
9,374.35 |
|
R2 |
9,453.23 |
9,453.23 |
9,355.88 |
|
R1 |
9,386.09 |
9,386.09 |
9,337.42 |
9,419.66 |
PP |
9,251.83 |
9,251.83 |
9,251.83 |
9,268.61 |
S1 |
9,184.69 |
9,184.69 |
9,300.50 |
9,218.26 |
S2 |
9,050.43 |
9,050.43 |
9,282.04 |
|
S3 |
8,849.03 |
8,983.29 |
9,263.58 |
|
S4 |
8,647.63 |
8,781.89 |
9,208.19 |
|
|
Weekly Pivots for week ending 13-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,971.17 |
9,834.66 |
9,276.91 |
|
R3 |
9,680.65 |
9,544.14 |
9,197.01 |
|
R2 |
9,390.13 |
9,390.13 |
9,170.38 |
|
R1 |
9,253.62 |
9,253.62 |
9,143.75 |
9,321.88 |
PP |
9,099.61 |
9,099.61 |
9,099.61 |
9,133.73 |
S1 |
8,963.10 |
8,963.10 |
9,090.49 |
9,031.36 |
S2 |
8,809.09 |
8,809.09 |
9,063.86 |
|
S3 |
8,518.57 |
8,672.58 |
9,037.23 |
|
S4 |
8,228.05 |
8,382.06 |
8,957.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,318.96 |
8,980.65 |
338.31 |
3.6% |
138.61 |
1.5% |
100% |
True |
False |
|
10 |
9,318.96 |
8,861.32 |
457.64 |
4.9% |
128.76 |
1.4% |
100% |
True |
False |
|
20 |
9,318.96 |
8,416.72 |
902.24 |
9.7% |
136.68 |
1.5% |
100% |
True |
False |
|
40 |
9,318.96 |
8,263.98 |
1,054.98 |
11.3% |
130.52 |
1.4% |
100% |
True |
False |
|
60 |
9,318.96 |
7,929.31 |
1,389.65 |
14.9% |
139.52 |
1.5% |
100% |
True |
False |
|
80 |
9,318.96 |
7,416.64 |
1,902.32 |
20.4% |
145.70 |
1.6% |
100% |
True |
False |
|
100 |
9,318.96 |
7,416.64 |
1,902.32 |
20.4% |
148.37 |
1.6% |
100% |
True |
False |
|
120 |
9,318.96 |
7,416.64 |
1,902.32 |
20.4% |
146.71 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,174.91 |
2.618 |
9,846.23 |
1.618 |
9,644.83 |
1.000 |
9,520.36 |
0.618 |
9,443.43 |
HIGH |
9,318.96 |
0.618 |
9,242.03 |
0.500 |
9,218.26 |
0.382 |
9,194.49 |
LOW |
9,117.56 |
0.618 |
8,993.09 |
1.000 |
8,916.16 |
1.618 |
8,791.69 |
2.618 |
8,590.29 |
4.250 |
8,261.61 |
|
|
Fisher Pivots for day following 16-Jun-2003 |
Pivot |
1 day |
3 day |
R1 |
9,285.39 |
9,278.15 |
PP |
9,251.83 |
9,237.33 |
S1 |
9,218.26 |
9,196.52 |
|