Trading Metrics calculated at close of trading on 16-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2003 |
16-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,471.19 |
9,449.16 |
-22.03 |
-0.2% |
9,503.41 |
High |
9,490.91 |
9,571.13 |
80.22 |
0.8% |
9,599.34 |
Low |
9,436.60 |
9,449.16 |
12.56 |
0.1% |
9,380.95 |
Close |
9,448.81 |
9,567.34 |
118.53 |
1.3% |
9,471.55 |
Range |
54.31 |
121.97 |
67.66 |
124.6% |
218.39 |
ATR |
99.07 |
100.73 |
1.66 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,895.12 |
9,853.20 |
9,634.42 |
|
R3 |
9,773.15 |
9,731.23 |
9,600.88 |
|
R2 |
9,651.18 |
9,651.18 |
9,589.70 |
|
R1 |
9,609.26 |
9,609.26 |
9,578.52 |
9,630.22 |
PP |
9,529.21 |
9,529.21 |
9,529.21 |
9,539.69 |
S1 |
9,487.29 |
9,487.29 |
9,556.16 |
9,508.25 |
S2 |
9,407.24 |
9,407.24 |
9,544.98 |
|
S3 |
9,285.27 |
9,365.32 |
9,533.80 |
|
S4 |
9,163.30 |
9,243.35 |
9,500.26 |
|
|
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 |
9,571.13 |
9,380.95 |
190.18 |
2.0% |
96.13 |
1.0% |
98% |
True |
False |
|
10 |
9,609.09 |
9,380.95 |
228.14 |
2.4% |
94.91 |
1.0% |
82% |
False |
False |
|
20 |
9,609.09 |
9,233.08 |
376.01 |
3.9% |
96.25 |
1.0% |
89% |
False |
False |
|
40 |
9,609.09 |
8,997.11 |
611.98 |
6.4% |
106.05 |
1.1% |
93% |
False |
False |
|
60 |
9,609.09 |
8,871.20 |
737.89 |
7.7% |
113.14 |
1.2% |
94% |
False |
False |
|
80 |
9,609.09 |
8,540.59 |
1,068.50 |
11.2% |
117.80 |
1.2% |
96% |
False |
False |
|
100 |
9,609.09 |
8,288.49 |
1,320.60 |
13.8% |
119.38 |
1.2% |
97% |
False |
False |
|
120 |
9,609.09 |
7,929.31 |
1,679.78 |
17.6% |
123.20 |
1.3% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,089.50 |
2.618 |
9,890.45 |
1.618 |
9,768.48 |
1.000 |
9,693.10 |
0.618 |
9,646.51 |
HIGH |
9,571.13 |
0.618 |
9,524.54 |
0.500 |
9,510.15 |
0.382 |
9,495.75 |
LOW |
9,449.16 |
0.618 |
9,373.78 |
1.000 |
9,327.19 |
1.618 |
9,251.81 |
2.618 |
9,129.84 |
4.250 |
8,930.79 |
|
|
Fisher Pivots for day following 16-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,548.28 |
9,536.91 |
PP |
9,529.21 |
9,506.47 |
S1 |
9,510.15 |
9,476.04 |
|