Trading Metrics calculated at close of trading on 03-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2003 |
03-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,416.67 |
9,521.86 |
105.19 |
1.1% |
9,349.44 |
High |
9,535.97 |
9,597.38 |
61.41 |
0.6% |
9,421.23 |
Low |
9,389.58 |
9,514.49 |
124.91 |
1.3% |
9,233.08 |
Close |
9,523.27 |
9,568.46 |
45.19 |
0.5% |
9,415.82 |
Range |
146.39 |
82.89 |
-63.50 |
-43.4% |
188.15 |
ATR |
106.11 |
104.46 |
-1.66 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,808.78 |
9,771.51 |
9,614.05 |
|
R3 |
9,725.89 |
9,688.62 |
9,591.25 |
|
R2 |
9,643.00 |
9,643.00 |
9,583.66 |
|
R1 |
9,605.73 |
9,605.73 |
9,576.06 |
9,624.37 |
PP |
9,560.11 |
9,560.11 |
9,560.11 |
9,569.43 |
S1 |
9,522.84 |
9,522.84 |
9,560.86 |
9,541.48 |
S2 |
9,477.22 |
9,477.22 |
9,553.26 |
|
S3 |
9,394.33 |
9,439.95 |
9,545.67 |
|
S4 |
9,311.44 |
9,357.06 |
9,522.87 |
|
|
Weekly Pivots for week ending 29-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,921.16 |
9,856.64 |
9,519.30 |
|
R3 |
9,733.01 |
9,668.49 |
9,467.56 |
|
R2 |
9,544.86 |
9,544.86 |
9,450.31 |
|
R1 |
9,480.34 |
9,480.34 |
9,433.07 |
9,512.60 |
PP |
9,356.71 |
9,356.71 |
9,356.71 |
9,372.84 |
S1 |
9,292.19 |
9,292.19 |
9,398.57 |
9,324.45 |
S2 |
9,168.56 |
9,168.56 |
9,381.33 |
|
S3 |
8,980.41 |
9,104.04 |
9,364.08 |
|
S4 |
8,792.26 |
8,915.89 |
9,312.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,597.38 |
9,261.57 |
335.81 |
3.5% |
94.39 |
1.0% |
91% |
True |
False |
|
10 |
9,597.38 |
9,233.08 |
364.30 |
3.8% |
96.55 |
1.0% |
92% |
True |
False |
|
20 |
9,597.38 |
8,997.11 |
600.27 |
6.3% |
96.45 |
1.0% |
95% |
True |
False |
|
40 |
9,597.38 |
8,996.76 |
600.62 |
6.3% |
112.99 |
1.2% |
95% |
True |
False |
|
60 |
9,597.38 |
8,871.20 |
726.18 |
7.6% |
117.58 |
1.2% |
96% |
True |
False |
|
80 |
9,597.38 |
8,416.72 |
1,180.66 |
12.3% |
120.60 |
1.3% |
98% |
True |
False |
|
100 |
9,597.38 |
8,179.74 |
1,417.64 |
14.8% |
123.11 |
1.3% |
98% |
True |
False |
|
120 |
9,597.38 |
7,779.73 |
1,817.65 |
19.0% |
130.57 |
1.4% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,949.66 |
2.618 |
9,814.39 |
1.618 |
9,731.50 |
1.000 |
9,680.27 |
0.618 |
9,648.61 |
HIGH |
9,597.38 |
0.618 |
9,565.72 |
0.500 |
9,555.94 |
0.382 |
9,546.15 |
LOW |
9,514.49 |
0.618 |
9,463.26 |
1.000 |
9,431.60 |
1.618 |
9,380.37 |
2.618 |
9,297.48 |
4.250 |
9,162.21 |
|
|
Fisher Pivots for day following 03-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,564.29 |
9,536.88 |
PP |
9,560.11 |
9,505.30 |
S1 |
9,555.94 |
9,473.73 |
|