Trading Metrics calculated at close of trading on 24-Mar-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2004 |
24-Mar-2004 |
Change |
Change % |
Previous Week |
Open |
10,066.70 |
10,065.40 |
-1.30 |
0.0% |
10,238.50 |
High |
10,131.40 |
10,108.20 |
-23.20 |
-0.2% |
10,328.80 |
Low |
10,047.40 |
10,007.50 |
-39.90 |
-0.4% |
10,092.50 |
Close |
10,063.60 |
10,048.20 |
-15.40 |
-0.2% |
10,186.60 |
Range |
84.00 |
100.70 |
16.70 |
19.9% |
236.30 |
ATR |
117.19 |
116.01 |
-1.18 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,356.73 |
10,303.17 |
10,103.59 |
|
R3 |
10,256.03 |
10,202.47 |
10,075.89 |
|
R2 |
10,155.33 |
10,155.33 |
10,066.66 |
|
R1 |
10,101.77 |
10,101.77 |
10,057.43 |
10,078.20 |
PP |
10,054.63 |
10,054.63 |
10,054.63 |
10,042.85 |
S1 |
10,001.07 |
10,001.07 |
10,038.97 |
9,977.50 |
S2 |
9,953.93 |
9,953.93 |
10,029.74 |
|
S3 |
9,853.23 |
9,900.37 |
10,020.51 |
|
S4 |
9,752.53 |
9,799.67 |
9,992.82 |
|
|
Weekly Pivots for week ending 19-Mar-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,911.53 |
10,785.37 |
10,316.57 |
|
R3 |
10,675.23 |
10,549.07 |
10,251.58 |
|
R2 |
10,438.93 |
10,438.93 |
10,229.92 |
|
R1 |
10,312.77 |
10,312.77 |
10,208.26 |
10,257.70 |
PP |
10,202.63 |
10,202.63 |
10,202.63 |
10,175.10 |
S1 |
10,076.47 |
10,076.47 |
10,164.94 |
10,021.40 |
S2 |
9,966.33 |
9,966.33 |
10,143.28 |
|
S3 |
9,730.03 |
9,840.17 |
10,121.62 |
|
S4 |
9,493.73 |
9,603.87 |
10,056.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,328.80 |
10,007.50 |
321.30 |
3.2% |
121.06 |
1.2% |
13% |
False |
True |
|
10 |
10,328.80 |
10,007.50 |
321.30 |
3.2% |
132.53 |
1.3% |
13% |
False |
True |
|
20 |
10,695.50 |
10,007.50 |
688.00 |
6.8% |
116.96 |
1.2% |
6% |
False |
True |
|
40 |
10,753.60 |
10,007.50 |
746.10 |
7.4% |
108.27 |
1.1% |
5% |
False |
True |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.4% |
105.12 |
1.0% |
5% |
False |
True |
|
80 |
10,753.60 |
9,764.83 |
988.77 |
9.8% |
98.97 |
1.0% |
29% |
False |
False |
|
100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.6% |
97.77 |
1.0% |
40% |
False |
False |
|
120 |
10,753.60 |
9,427.65 |
1,325.95 |
13.2% |
97.52 |
1.0% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,536.18 |
2.618 |
10,371.83 |
1.618 |
10,271.13 |
1.000 |
10,208.90 |
0.618 |
10,170.43 |
HIGH |
10,108.20 |
0.618 |
10,069.73 |
0.500 |
10,057.85 |
0.382 |
10,045.97 |
LOW |
10,007.50 |
0.618 |
9,945.27 |
1.000 |
9,906.80 |
1.618 |
9,844.57 |
2.618 |
9,743.87 |
4.250 |
9,579.53 |
|
|
Fisher Pivots for day following 24-Mar-2004 |
Pivot |
1 day |
3 day |
R1 |
10,057.85 |
10,096.85 |
PP |
10,054.63 |
10,080.63 |
S1 |
10,051.42 |
10,064.42 |
|