| Trading Metrics calculated at close of trading on 06-Apr-2004 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2004 |
06-Apr-2004 |
Change |
Change % |
Previous Week |
| Open |
10,470.60 |
10,553.80 |
83.20 |
0.8% |
10,212.90 |
| High |
10,558.70 |
10,570.80 |
12.10 |
0.1% |
10,496.40 |
| Low |
10,465.60 |
10,505.10 |
39.50 |
0.4% |
10,212.90 |
| Close |
10,558.40 |
10,570.80 |
12.40 |
0.1% |
10,470.60 |
| Range |
93.10 |
65.70 |
-27.40 |
-29.4% |
283.50 |
| ATR |
111.42 |
108.16 |
-3.27 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,746.00 |
10,724.10 |
10,606.94 |
|
| R3 |
10,680.30 |
10,658.40 |
10,588.87 |
|
| R2 |
10,614.60 |
10,614.60 |
10,582.85 |
|
| R1 |
10,592.70 |
10,592.70 |
10,576.82 |
10,603.65 |
| PP |
10,548.90 |
10,548.90 |
10,548.90 |
10,554.38 |
| S1 |
10,527.00 |
10,527.00 |
10,564.78 |
10,537.95 |
| S2 |
10,483.20 |
10,483.20 |
10,558.76 |
|
| S3 |
10,417.50 |
10,461.30 |
10,552.73 |
|
| S4 |
10,351.80 |
10,395.60 |
10,534.67 |
|
|
| Weekly Pivots for week ending 02-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,243.80 |
11,140.70 |
10,626.53 |
|
| R3 |
10,960.30 |
10,857.20 |
10,548.56 |
|
| R2 |
10,676.80 |
10,676.80 |
10,522.58 |
|
| R1 |
10,573.70 |
10,573.70 |
10,496.59 |
10,625.25 |
| PP |
10,393.30 |
10,393.30 |
10,393.30 |
10,419.08 |
| S1 |
10,290.20 |
10,290.20 |
10,444.61 |
10,341.75 |
| S2 |
10,109.80 |
10,109.80 |
10,418.63 |
|
| S3 |
9,826.30 |
10,006.70 |
10,392.64 |
|
| S4 |
9,542.80 |
9,723.20 |
10,314.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,570.80 |
10,314.90 |
255.90 |
2.4% |
88.62 |
0.8% |
100% |
True |
False |
|
| 10 |
10,570.80 |
10,007.50 |
563.30 |
5.3% |
102.99 |
1.0% |
100% |
True |
False |
|
| 20 |
10,570.80 |
10,007.50 |
563.30 |
5.3% |
122.19 |
1.2% |
100% |
True |
False |
|
| 40 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
108.19 |
1.0% |
75% |
False |
False |
|
| 60 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
106.69 |
1.0% |
75% |
False |
False |
|
| 80 |
10,753.60 |
9,920.97 |
832.63 |
7.9% |
101.47 |
1.0% |
78% |
False |
False |
|
| 100 |
10,753.60 |
9,585.50 |
1,168.10 |
11.1% |
100.07 |
0.9% |
84% |
False |
False |
|
| 120 |
10,753.60 |
9,497.72 |
1,255.88 |
11.9% |
97.81 |
0.9% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,850.03 |
|
2.618 |
10,742.80 |
|
1.618 |
10,677.10 |
|
1.000 |
10,636.50 |
|
0.618 |
10,611.40 |
|
HIGH |
10,570.80 |
|
0.618 |
10,545.70 |
|
0.500 |
10,537.95 |
|
0.382 |
10,530.20 |
|
LOW |
10,505.10 |
|
0.618 |
10,464.50 |
|
1.000 |
10,439.40 |
|
1.618 |
10,398.80 |
|
2.618 |
10,333.10 |
|
4.250 |
10,225.88 |
|
|
| Fisher Pivots for day following 06-Apr-2004 |
| Pivot |
1 day |
3 day |
| R1 |
10,559.85 |
10,538.22 |
| PP |
10,548.90 |
10,505.63 |
| S1 |
10,537.95 |
10,473.05 |
|