Trading Metrics calculated at close of trading on 15-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2003 |
15-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,456.88 |
9,471.19 |
14.31 |
0.2% |
9,503.41 |
High |
9,488.32 |
9,490.91 |
2.59 |
0.0% |
9,599.34 |
Low |
9,380.95 |
9,436.60 |
55.65 |
0.6% |
9,380.95 |
Close |
9,471.55 |
9,448.81 |
-22.74 |
-0.2% |
9,471.55 |
Range |
107.37 |
54.31 |
-53.06 |
-49.4% |
218.39 |
ATR |
102.52 |
99.07 |
-3.44 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,621.70 |
9,589.57 |
9,478.68 |
|
R3 |
9,567.39 |
9,535.26 |
9,463.75 |
|
R2 |
9,513.08 |
9,513.08 |
9,458.77 |
|
R1 |
9,480.95 |
9,480.95 |
9,453.79 |
9,469.86 |
PP |
9,458.77 |
9,458.77 |
9,458.77 |
9,453.23 |
S1 |
9,426.64 |
9,426.64 |
9,443.83 |
9,415.55 |
S2 |
9,404.46 |
9,404.46 |
9,438.85 |
|
S3 |
9,350.15 |
9,372.33 |
9,433.87 |
|
S4 |
9,295.84 |
9,318.02 |
9,418.94 |
|
|
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 |
9,584.95 |
9,380.95 |
204.00 |
2.2% |
90.56 |
1.0% |
33% |
False |
False |
|
10 |
9,609.09 |
9,380.95 |
228.14 |
2.4% |
97.35 |
1.0% |
30% |
False |
False |
|
20 |
9,609.09 |
9,233.08 |
376.01 |
4.0% |
95.09 |
1.0% |
57% |
False |
False |
|
40 |
9,609.09 |
8,997.11 |
611.98 |
6.5% |
105.82 |
1.1% |
74% |
False |
False |
|
60 |
9,609.09 |
8,871.20 |
737.89 |
7.8% |
112.70 |
1.2% |
78% |
False |
False |
|
80 |
9,609.09 |
8,509.22 |
1,099.87 |
11.6% |
117.76 |
1.2% |
85% |
False |
False |
|
100 |
9,609.09 |
8,288.49 |
1,320.60 |
14.0% |
119.32 |
1.3% |
88% |
False |
False |
|
120 |
9,609.09 |
7,929.31 |
1,679.78 |
17.8% |
122.99 |
1.3% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,721.73 |
2.618 |
9,633.09 |
1.618 |
9,578.78 |
1.000 |
9,545.22 |
0.618 |
9,524.47 |
HIGH |
9,490.91 |
0.618 |
9,470.16 |
0.500 |
9,463.76 |
0.382 |
9,457.35 |
LOW |
9,436.60 |
0.618 |
9,403.04 |
1.000 |
9,382.29 |
1.618 |
9,348.73 |
2.618 |
9,294.42 |
4.250 |
9,205.78 |
|
|
Fisher Pivots for day following 15-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,463.76 |
9,446.51 |
PP |
9,458.77 |
9,444.20 |
S1 |
9,453.79 |
9,441.90 |
|