Trading Metrics calculated at close of trading on 19-Apr-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2004 |
19-Apr-2004 |
Change |
Change % |
Previous Week |
Open |
10,398.30 |
10,451.60 |
53.30 |
0.5% |
10,444.40 |
High |
10,460.10 |
10,451.80 |
-8.30 |
-0.1% |
10,552.60 |
Low |
10,376.40 |
10,399.50 |
23.10 |
0.2% |
10,322.20 |
Close |
10,452.00 |
10,437.90 |
-14.10 |
-0.1% |
10,452.00 |
Range |
83.70 |
52.30 |
-31.40 |
-37.5% |
230.40 |
ATR |
111.35 |
107.14 |
-4.20 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,586.63 |
10,564.57 |
10,466.67 |
|
R3 |
10,534.33 |
10,512.27 |
10,452.28 |
|
R2 |
10,482.03 |
10,482.03 |
10,447.49 |
|
R1 |
10,459.97 |
10,459.97 |
10,442.69 |
10,444.85 |
PP |
10,429.73 |
10,429.73 |
10,429.73 |
10,422.18 |
S1 |
10,407.67 |
10,407.67 |
10,433.11 |
10,392.55 |
S2 |
10,377.43 |
10,377.43 |
10,428.31 |
|
S3 |
10,325.13 |
10,355.37 |
10,423.52 |
|
S4 |
10,272.83 |
10,303.07 |
10,409.14 |
|
|
Weekly Pivots for week ending 16-Apr-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,133.47 |
11,023.13 |
10,578.72 |
|
R3 |
10,903.07 |
10,792.73 |
10,515.36 |
|
R2 |
10,672.67 |
10,672.67 |
10,494.24 |
|
R1 |
10,562.33 |
10,562.33 |
10,473.12 |
10,617.50 |
PP |
10,442.27 |
10,442.27 |
10,442.27 |
10,469.85 |
S1 |
10,331.93 |
10,331.93 |
10,430.88 |
10,387.10 |
S2 |
10,211.87 |
10,211.87 |
10,409.76 |
|
S3 |
9,981.47 |
10,101.53 |
10,388.64 |
|
S4 |
9,751.07 |
9,871.13 |
10,325.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,552.60 |
10,322.20 |
230.40 |
2.2% |
105.48 |
1.0% |
50% |
False |
False |
|
10 |
10,570.80 |
10,322.20 |
248.60 |
2.4% |
103.29 |
1.0% |
47% |
False |
False |
|
20 |
10,570.80 |
10,007.50 |
563.30 |
5.4% |
108.10 |
1.0% |
76% |
False |
False |
|
40 |
10,695.50 |
10,007.50 |
688.00 |
6.6% |
109.95 |
1.1% |
63% |
False |
False |
|
60 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
108.15 |
1.0% |
58% |
False |
False |
|
80 |
10,753.60 |
10,007.50 |
746.10 |
7.1% |
103.31 |
1.0% |
58% |
False |
False |
|
100 |
10,753.60 |
9,629.87 |
1,123.73 |
10.8% |
100.00 |
1.0% |
72% |
False |
False |
|
120 |
10,753.60 |
9,584.54 |
1,169.06 |
11.2% |
98.85 |
0.9% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,674.08 |
2.618 |
10,588.72 |
1.618 |
10,536.42 |
1.000 |
10,504.10 |
0.618 |
10,484.12 |
HIGH |
10,451.80 |
0.618 |
10,431.82 |
0.500 |
10,425.65 |
0.382 |
10,419.48 |
LOW |
10,399.50 |
0.618 |
10,367.18 |
1.000 |
10,347.20 |
1.618 |
10,314.88 |
2.618 |
10,262.58 |
4.250 |
10,177.23 |
|
|
Fisher Pivots for day following 19-Apr-2004 |
Pivot |
1 day |
3 day |
R1 |
10,433.82 |
10,422.32 |
PP |
10,429.73 |
10,406.73 |
S1 |
10,425.65 |
10,391.15 |
|