Trading Metrics calculated at close of trading on 11-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2003 |
11-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,504.88 |
9,415.05 |
-89.83 |
-0.9% |
9,416.67 |
High |
9,504.95 |
9,502.84 |
-2.11 |
0.0% |
9,609.09 |
Low |
9,400.38 |
9,410.42 |
10.04 |
0.1% |
9,389.58 |
Close |
9,420.46 |
9,459.76 |
39.30 |
0.4% |
9,503.34 |
Range |
104.57 |
92.42 |
-12.15 |
-11.6% |
219.51 |
ATR |
102.89 |
102.14 |
-0.75 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,734.93 |
9,689.77 |
9,510.59 |
|
R3 |
9,642.51 |
9,597.35 |
9,485.18 |
|
R2 |
9,550.09 |
9,550.09 |
9,476.70 |
|
R1 |
9,504.93 |
9,504.93 |
9,468.23 |
9,527.51 |
PP |
9,457.67 |
9,457.67 |
9,457.67 |
9,468.97 |
S1 |
9,412.51 |
9,412.51 |
9,451.29 |
9,435.09 |
S2 |
9,365.25 |
9,365.25 |
9,442.82 |
|
S3 |
9,272.83 |
9,320.09 |
9,434.34 |
|
S4 |
9,180.41 |
9,227.67 |
9,408.93 |
|
|
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 |
9,599.34 |
9,400.38 |
198.96 |
2.1% |
103.04 |
1.1% |
30% |
False |
False |
|
10 |
9,609.09 |
9,261.57 |
347.52 |
3.7% |
101.40 |
1.1% |
57% |
False |
False |
|
20 |
9,609.09 |
9,218.82 |
390.27 |
4.1% |
95.58 |
1.0% |
62% |
False |
False |
|
40 |
9,609.09 |
8,997.11 |
611.98 |
6.5% |
107.56 |
1.1% |
76% |
False |
False |
|
60 |
9,609.09 |
8,871.20 |
737.89 |
7.8% |
114.34 |
1.2% |
80% |
False |
False |
|
80 |
9,609.09 |
8,416.72 |
1,192.37 |
12.6% |
118.56 |
1.3% |
87% |
False |
False |
|
100 |
9,609.09 |
8,263.98 |
1,345.11 |
14.2% |
120.69 |
1.3% |
89% |
False |
False |
|
120 |
9,609.09 |
7,929.31 |
1,679.78 |
17.8% |
125.70 |
1.3% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,895.63 |
2.618 |
9,744.80 |
1.618 |
9,652.38 |
1.000 |
9,595.26 |
0.618 |
9,559.96 |
HIGH |
9,502.84 |
0.618 |
9,467.54 |
0.500 |
9,456.63 |
0.382 |
9,445.72 |
LOW |
9,410.42 |
0.618 |
9,353.30 |
1.000 |
9,318.00 |
1.618 |
9,260.88 |
2.618 |
9,168.46 |
4.250 |
9,017.64 |
|
|
Fisher Pivots for day following 11-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,458.72 |
9,492.67 |
PP |
9,457.67 |
9,481.70 |
S1 |
9,456.63 |
9,470.73 |
|