Trading Metrics calculated at close of trading on 05-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2003 |
05-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,569.09 |
9,589.52 |
20.43 |
0.2% |
9,416.67 |
High |
9,609.09 |
9,589.52 |
-19.57 |
-0.2% |
9,609.09 |
Low |
9,541.72 |
9,461.37 |
-80.35 |
-0.8% |
9,389.58 |
Close |
9,587.90 |
9,503.34 |
-84.56 |
-0.9% |
9,503.34 |
Range |
67.37 |
128.15 |
60.78 |
90.2% |
219.51 |
ATR |
101.81 |
103.69 |
1.88 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,902.53 |
9,831.08 |
9,573.82 |
|
R3 |
9,774.38 |
9,702.93 |
9,538.58 |
|
R2 |
9,646.23 |
9,646.23 |
9,526.83 |
|
R1 |
9,574.78 |
9,574.78 |
9,515.09 |
9,546.43 |
PP |
9,518.08 |
9,518.08 |
9,518.08 |
9,503.90 |
S1 |
9,446.63 |
9,446.63 |
9,491.59 |
9,418.28 |
S2 |
9,389.93 |
9,389.93 |
9,479.85 |
|
S3 |
9,261.78 |
9,318.48 |
9,468.10 |
|
S4 |
9,133.63 |
9,190.33 |
9,432.86 |
|
|
Weekly Pivots for week ending 05-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,159.20 |
10,050.78 |
9,624.07 |
|
R3 |
9,939.69 |
9,831.27 |
9,563.71 |
|
R2 |
9,720.18 |
9,720.18 |
9,543.58 |
|
R1 |
9,611.76 |
9,611.76 |
9,523.46 |
9,665.97 |
PP |
9,500.67 |
9,500.67 |
9,500.67 |
9,527.78 |
S1 |
9,392.25 |
9,392.25 |
9,483.22 |
9,446.46 |
S2 |
9,281.16 |
9,281.16 |
9,463.10 |
|
S3 |
9,061.65 |
9,172.74 |
9,442.97 |
|
S4 |
8,842.14 |
8,953.23 |
9,382.61 |
|
|
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 |
9,350.07 |
259.02 |
2.7% |
99.19 |
1.0% |
59% |
False |
False |
|
10 |
9,609.09 |
9,233.08 |
376.01 |
4.0% |
101.22 |
1.1% |
72% |
False |
False |
|
20 |
9,609.09 |
9,127.36 |
481.73 |
5.1% |
94.16 |
1.0% |
78% |
False |
False |
|
40 |
9,609.09 |
8,997.11 |
611.98 |
6.4% |
110.91 |
1.2% |
83% |
False |
False |
|
60 |
9,609.09 |
8,871.20 |
737.89 |
7.8% |
117.11 |
1.2% |
86% |
False |
False |
|
80 |
9,609.09 |
8,416.72 |
1,192.37 |
12.5% |
119.92 |
1.3% |
91% |
False |
False |
|
100 |
9,609.09 |
8,233.73 |
1,375.36 |
14.5% |
121.98 |
1.3% |
92% |
False |
False |
|
120 |
9,609.09 |
7,929.31 |
1,679.78 |
17.7% |
128.05 |
1.3% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,134.16 |
2.618 |
9,925.02 |
1.618 |
9,796.87 |
1.000 |
9,717.67 |
0.618 |
9,668.72 |
HIGH |
9,589.52 |
0.618 |
9,540.57 |
0.500 |
9,525.45 |
0.382 |
9,510.32 |
LOW |
9,461.37 |
0.618 |
9,382.17 |
1.000 |
9,333.22 |
1.618 |
9,254.02 |
2.618 |
9,125.87 |
4.250 |
8,916.73 |
|
|
Fisher Pivots for day following 05-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,525.45 |
9,535.23 |
PP |
9,518.08 |
9,524.60 |
S1 |
9,510.71 |
9,513.97 |
|