| Trading Metrics calculated at close of trading on 08-Sep-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2003 |
08-Sep-2003 |
Change |
Change % |
Previous Week |
| Open |
9,589.52 |
9,503.41 |
-86.11 |
-0.9% |
9,416.67 |
| High |
9,589.52 |
9,599.34 |
9.82 |
0.1% |
9,609.09 |
| Low |
9,461.37 |
9,503.41 |
42.04 |
0.4% |
9,389.58 |
| Close |
9,503.34 |
9,586.29 |
82.95 |
0.9% |
9,503.34 |
| Range |
128.15 |
95.93 |
-32.22 |
-25.1% |
219.51 |
| ATR |
103.69 |
103.14 |
-0.55 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,850.80 |
9,814.48 |
9,639.05 |
|
| R3 |
9,754.87 |
9,718.55 |
9,612.67 |
|
| R2 |
9,658.94 |
9,658.94 |
9,603.88 |
|
| R1 |
9,622.62 |
9,622.62 |
9,595.08 |
9,640.78 |
| PP |
9,563.01 |
9,563.01 |
9,563.01 |
9,572.10 |
| S1 |
9,526.69 |
9,526.69 |
9,577.50 |
9,544.85 |
| S2 |
9,467.08 |
9,467.08 |
9,568.70 |
|
| S3 |
9,371.15 |
9,430.76 |
9,559.91 |
|
| S4 |
9,275.22 |
9,334.83 |
9,533.53 |
|
|
| 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 |
9,389.58 |
219.51 |
2.3% |
104.15 |
1.1% |
90% |
False |
False |
|
| 10 |
9,609.09 |
9,233.08 |
376.01 |
3.9% |
95.40 |
1.0% |
94% |
False |
False |
|
| 20 |
9,609.09 |
9,146.62 |
462.47 |
4.8% |
95.75 |
1.0% |
95% |
False |
False |
|
| 40 |
9,609.09 |
8,997.11 |
611.98 |
6.4% |
110.53 |
1.2% |
96% |
False |
False |
|
| 60 |
9,609.09 |
8,871.20 |
737.89 |
7.7% |
116.72 |
1.2% |
97% |
False |
False |
|
| 80 |
9,609.09 |
8,416.72 |
1,192.37 |
12.4% |
119.62 |
1.2% |
98% |
False |
False |
|
| 100 |
9,609.09 |
8,233.73 |
1,375.36 |
14.3% |
121.99 |
1.3% |
98% |
False |
False |
|
| 120 |
9,609.09 |
7,929.31 |
1,679.78 |
17.5% |
127.90 |
1.3% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,007.04 |
|
2.618 |
9,850.48 |
|
1.618 |
9,754.55 |
|
1.000 |
9,695.27 |
|
0.618 |
9,658.62 |
|
HIGH |
9,599.34 |
|
0.618 |
9,562.69 |
|
0.500 |
9,551.38 |
|
0.382 |
9,540.06 |
|
LOW |
9,503.41 |
|
0.618 |
9,444.13 |
|
1.000 |
9,407.48 |
|
1.618 |
9,348.20 |
|
2.618 |
9,252.27 |
|
4.250 |
9,095.71 |
|
|
| Fisher Pivots for day following 08-Sep-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,574.65 |
9,569.27 |
| PP |
9,563.01 |
9,552.25 |
| S1 |
9,551.38 |
9,535.23 |
|