Trading Metrics calculated at close of trading on 12-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2003 |
12-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,415.05 |
9,456.88 |
41.83 |
0.4% |
9,503.41 |
High |
9,502.84 |
9,488.32 |
-14.52 |
-0.2% |
9,599.34 |
Low |
9,410.42 |
9,380.95 |
-29.47 |
-0.3% |
9,380.95 |
Close |
9,459.76 |
9,471.55 |
11.79 |
0.1% |
9,471.55 |
Range |
92.42 |
107.37 |
14.95 |
16.2% |
218.39 |
ATR |
102.14 |
102.52 |
0.37 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,769.05 |
9,727.67 |
9,530.60 |
|
R3 |
9,661.68 |
9,620.30 |
9,501.08 |
|
R2 |
9,554.31 |
9,554.31 |
9,491.23 |
|
R1 |
9,512.93 |
9,512.93 |
9,481.39 |
9,533.62 |
PP |
9,446.94 |
9,446.94 |
9,446.94 |
9,457.29 |
S1 |
9,405.56 |
9,405.56 |
9,461.71 |
9,426.25 |
S2 |
9,339.57 |
9,339.57 |
9,451.87 |
|
S3 |
9,232.20 |
9,298.19 |
9,442.02 |
|
S4 |
9,124.83 |
9,190.82 |
9,412.50 |
|
|
Weekly Pivots for week ending 12-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,139.12 |
10,023.72 |
9,591.66 |
|
R3 |
9,920.73 |
9,805.33 |
9,531.61 |
|
R2 |
9,702.34 |
9,702.34 |
9,511.59 |
|
R1 |
9,586.94 |
9,586.94 |
9,491.57 |
9,535.45 |
PP |
9,483.95 |
9,483.95 |
9,483.95 |
9,458.20 |
S1 |
9,368.55 |
9,368.55 |
9,451.53 |
9,317.06 |
S2 |
9,265.56 |
9,265.56 |
9,431.51 |
|
S3 |
9,047.17 |
9,150.16 |
9,411.49 |
|
S4 |
8,828.78 |
8,931.77 |
9,351.44 |
|
|
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 |
9,380.95 |
218.39 |
2.3% |
98.88 |
1.0% |
41% |
False |
True |
|
10 |
9,609.09 |
9,350.07 |
259.02 |
2.7% |
99.04 |
1.0% |
47% |
False |
False |
|
20 |
9,609.09 |
9,233.08 |
376.01 |
4.0% |
95.16 |
1.0% |
63% |
False |
False |
|
40 |
9,609.09 |
8,997.11 |
611.98 |
6.5% |
107.86 |
1.1% |
78% |
False |
False |
|
60 |
9,609.09 |
8,871.20 |
737.89 |
7.8% |
114.44 |
1.2% |
81% |
False |
False |
|
80 |
9,609.09 |
8,431.21 |
1,177.88 |
12.4% |
118.23 |
1.2% |
88% |
False |
False |
|
100 |
9,609.09 |
8,288.49 |
1,320.60 |
13.9% |
119.53 |
1.3% |
90% |
False |
False |
|
120 |
9,609.09 |
7,929.31 |
1,679.78 |
17.7% |
123.85 |
1.3% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,944.64 |
2.618 |
9,769.41 |
1.618 |
9,662.04 |
1.000 |
9,595.69 |
0.618 |
9,554.67 |
HIGH |
9,488.32 |
0.618 |
9,447.30 |
0.500 |
9,434.64 |
0.382 |
9,421.97 |
LOW |
9,380.95 |
0.618 |
9,314.60 |
1.000 |
9,273.58 |
1.618 |
9,207.23 |
2.618 |
9,099.86 |
4.250 |
8,924.63 |
|
|
Fisher Pivots for day following 12-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,459.25 |
9,462.02 |
PP |
9,446.94 |
9,452.48 |
S1 |
9,434.64 |
9,442.95 |
|