Trading Metrics calculated at close of trading on 18-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2003 |
18-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,566.08 |
9,544.04 |
-22.04 |
-0.2% |
9,503.41 |
High |
9,594.43 |
9,662.84 |
68.41 |
0.7% |
9,599.34 |
Low |
9,536.81 |
9,538.28 |
1.47 |
0.0% |
9,380.95 |
Close |
9,545.65 |
9,659.13 |
113.48 |
1.2% |
9,471.55 |
Range |
57.62 |
124.56 |
66.94 |
116.2% |
218.39 |
ATR |
97.65 |
99.58 |
1.92 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,993.76 |
9,951.01 |
9,727.64 |
|
R3 |
9,869.20 |
9,826.45 |
9,693.38 |
|
R2 |
9,744.64 |
9,744.64 |
9,681.97 |
|
R1 |
9,701.89 |
9,701.89 |
9,670.55 |
9,723.27 |
PP |
9,620.08 |
9,620.08 |
9,620.08 |
9,630.77 |
S1 |
9,577.33 |
9,577.33 |
9,647.71 |
9,598.71 |
S2 |
9,495.52 |
9,495.52 |
9,636.29 |
|
S3 |
9,370.96 |
9,452.77 |
9,624.88 |
|
S4 |
9,246.40 |
9,328.21 |
9,590.62 |
|
|
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 |
9,662.84 |
9,380.95 |
281.89 |
2.9% |
93.17 |
1.0% |
99% |
True |
False |
|
10 |
9,662.84 |
9,380.95 |
281.89 |
2.9% |
98.10 |
1.0% |
99% |
True |
False |
|
20 |
9,662.84 |
9,233.08 |
429.76 |
4.4% |
97.73 |
1.0% |
99% |
True |
False |
|
40 |
9,662.84 |
8,997.11 |
665.73 |
6.9% |
104.65 |
1.1% |
99% |
True |
False |
|
60 |
9,662.84 |
8,871.20 |
791.64 |
8.2% |
112.10 |
1.2% |
100% |
True |
False |
|
80 |
9,662.84 |
8,679.60 |
983.24 |
10.2% |
115.87 |
1.2% |
100% |
True |
False |
|
100 |
9,662.84 |
8,340.23 |
1,322.61 |
13.7% |
117.72 |
1.2% |
100% |
True |
False |
|
120 |
9,662.84 |
7,929.31 |
1,733.53 |
17.9% |
122.65 |
1.3% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,192.22 |
2.618 |
9,988.94 |
1.618 |
9,864.38 |
1.000 |
9,787.40 |
0.618 |
9,739.82 |
HIGH |
9,662.84 |
0.618 |
9,615.26 |
0.500 |
9,600.56 |
0.382 |
9,585.86 |
LOW |
9,538.28 |
0.618 |
9,461.30 |
1.000 |
9,413.72 |
1.618 |
9,336.74 |
2.618 |
9,212.18 |
4.250 |
9,008.90 |
|
|
Fisher Pivots for day following 18-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,639.61 |
9,624.75 |
PP |
9,620.08 |
9,590.38 |
S1 |
9,600.56 |
9,556.00 |
|