Trading Metrics calculated at close of trading on 10-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2003 |
10-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,584.92 |
9,504.88 |
-80.04 |
-0.8% |
9,416.67 |
High |
9,584.95 |
9,504.95 |
-80.00 |
-0.8% |
9,609.09 |
Low |
9,490.84 |
9,400.38 |
-90.46 |
-1.0% |
9,389.58 |
Close |
9,507.20 |
9,420.46 |
-86.74 |
-0.9% |
9,503.34 |
Range |
94.11 |
104.57 |
10.46 |
11.1% |
219.51 |
ATR |
102.59 |
102.89 |
0.30 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,755.64 |
9,692.62 |
9,477.97 |
|
R3 |
9,651.07 |
9,588.05 |
9,449.22 |
|
R2 |
9,546.50 |
9,546.50 |
9,439.63 |
|
R1 |
9,483.48 |
9,483.48 |
9,430.05 |
9,462.71 |
PP |
9,441.93 |
9,441.93 |
9,441.93 |
9,431.54 |
S1 |
9,378.91 |
9,378.91 |
9,410.87 |
9,358.14 |
S2 |
9,337.36 |
9,337.36 |
9,401.29 |
|
S3 |
9,232.79 |
9,274.34 |
9,391.70 |
|
S4 |
9,128.22 |
9,169.77 |
9,362.95 |
|
|
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 |
9,400.38 |
208.71 |
2.2% |
98.03 |
1.0% |
10% |
False |
True |
|
10 |
9,609.09 |
9,261.57 |
347.52 |
3.7% |
96.21 |
1.0% |
46% |
False |
False |
|
20 |
9,609.09 |
9,218.82 |
390.27 |
4.1% |
95.37 |
1.0% |
52% |
False |
False |
|
40 |
9,609.09 |
8,997.11 |
611.98 |
6.5% |
108.03 |
1.1% |
69% |
False |
False |
|
60 |
9,609.09 |
8,871.20 |
737.89 |
7.8% |
114.20 |
1.2% |
74% |
False |
False |
|
80 |
9,609.09 |
8,416.72 |
1,192.37 |
12.7% |
119.82 |
1.3% |
84% |
False |
False |
|
100 |
9,609.09 |
8,263.98 |
1,345.11 |
14.3% |
120.73 |
1.3% |
86% |
False |
False |
|
120 |
9,609.09 |
7,929.31 |
1,679.78 |
17.8% |
126.86 |
1.3% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,949.37 |
2.618 |
9,778.71 |
1.618 |
9,674.14 |
1.000 |
9,609.52 |
0.618 |
9,569.57 |
HIGH |
9,504.95 |
0.618 |
9,465.00 |
0.500 |
9,452.67 |
0.382 |
9,440.33 |
LOW |
9,400.38 |
0.618 |
9,335.76 |
1.000 |
9,295.81 |
1.618 |
9,231.19 |
2.618 |
9,126.62 |
4.250 |
8,955.96 |
|
|
Fisher Pivots for day following 10-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,452.67 |
9,499.86 |
PP |
9,441.93 |
9,473.39 |
S1 |
9,431.20 |
9,446.93 |
|