Trading Metrics calculated at close of trading on 04-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2003 |
04-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,521.86 |
9,569.09 |
47.23 |
0.5% |
9,349.44 |
High |
9,597.38 |
9,609.09 |
11.71 |
0.1% |
9,421.23 |
Low |
9,514.49 |
9,541.72 |
27.23 |
0.3% |
9,233.08 |
Close |
9,568.46 |
9,587.90 |
19.44 |
0.2% |
9,415.82 |
Range |
82.89 |
67.37 |
-15.52 |
-18.7% |
188.15 |
ATR |
104.46 |
101.81 |
-2.65 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,781.68 |
9,752.16 |
9,624.95 |
|
R3 |
9,714.31 |
9,684.79 |
9,606.43 |
|
R2 |
9,646.94 |
9,646.94 |
9,600.25 |
|
R1 |
9,617.42 |
9,617.42 |
9,594.08 |
9,632.18 |
PP |
9,579.57 |
9,579.57 |
9,579.57 |
9,586.95 |
S1 |
9,550.05 |
9,550.05 |
9,581.72 |
9,564.81 |
S2 |
9,512.20 |
9,512.20 |
9,575.55 |
|
S3 |
9,444.83 |
9,482.68 |
9,569.37 |
|
S4 |
9,377.46 |
9,415.31 |
9,550.85 |
|
|
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 |
9,609.09 |
9,261.57 |
347.52 |
3.6% |
99.77 |
1.0% |
94% |
True |
False |
|
10 |
9,609.09 |
9,233.08 |
376.01 |
3.9% |
97.36 |
1.0% |
94% |
True |
False |
|
20 |
9,609.09 |
9,031.14 |
577.95 |
6.0% |
92.94 |
1.0% |
96% |
True |
False |
|
40 |
9,609.09 |
8,996.76 |
612.33 |
6.4% |
111.65 |
1.2% |
97% |
True |
False |
|
60 |
9,609.09 |
8,871.20 |
737.89 |
7.7% |
117.39 |
1.2% |
97% |
True |
False |
|
80 |
9,609.09 |
8,416.72 |
1,192.37 |
12.4% |
119.26 |
1.2% |
98% |
True |
False |
|
100 |
9,609.09 |
8,201.55 |
1,407.54 |
14.7% |
122.20 |
1.3% |
98% |
True |
False |
|
120 |
9,609.09 |
7,779.73 |
1,829.36 |
19.1% |
130.03 |
1.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,895.41 |
2.618 |
9,785.46 |
1.618 |
9,718.09 |
1.000 |
9,676.46 |
0.618 |
9,650.72 |
HIGH |
9,609.09 |
0.618 |
9,583.35 |
0.500 |
9,575.41 |
0.382 |
9,567.46 |
LOW |
9,541.72 |
0.618 |
9,500.09 |
1.000 |
9,474.35 |
1.618 |
9,432.72 |
2.618 |
9,365.35 |
4.250 |
9,255.40 |
|
|
Fisher Pivots for day following 04-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,583.74 |
9,558.38 |
PP |
9,579.57 |
9,528.86 |
S1 |
9,575.41 |
9,499.34 |
|