Trading Metrics calculated at close of trading on 22-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2003 |
22-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,661.80 |
9,641.80 |
-20.00 |
-0.2% |
9,471.19 |
High |
9,686.08 |
9,641.87 |
-44.21 |
-0.5% |
9,686.08 |
Low |
9,610.15 |
9,501.72 |
-108.43 |
-1.1% |
9,436.60 |
Close |
9,644.82 |
9,535.41 |
-109.41 |
-1.1% |
9,644.82 |
Range |
75.93 |
140.15 |
64.22 |
84.6% |
249.48 |
ATR |
97.89 |
101.12 |
3.23 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,980.12 |
9,897.91 |
9,612.49 |
|
R3 |
9,839.97 |
9,757.76 |
9,573.95 |
|
R2 |
9,699.82 |
9,699.82 |
9,561.10 |
|
R1 |
9,617.61 |
9,617.61 |
9,548.26 |
9,588.64 |
PP |
9,559.67 |
9,559.67 |
9,559.67 |
9,545.18 |
S1 |
9,477.46 |
9,477.46 |
9,522.56 |
9,448.49 |
S2 |
9,419.52 |
9,419.52 |
9,509.72 |
|
S3 |
9,279.37 |
9,337.31 |
9,496.87 |
|
S4 |
9,139.22 |
9,197.16 |
9,458.33 |
|
|
Weekly Pivots for week ending 19-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,337.61 |
10,240.69 |
9,782.03 |
|
R3 |
10,088.13 |
9,991.21 |
9,713.43 |
|
R2 |
9,838.65 |
9,838.65 |
9,690.56 |
|
R1 |
9,741.73 |
9,741.73 |
9,667.69 |
9,790.19 |
PP |
9,589.17 |
9,589.17 |
9,589.17 |
9,613.40 |
S1 |
9,492.25 |
9,492.25 |
9,621.95 |
9,540.71 |
S2 |
9,339.69 |
9,339.69 |
9,599.08 |
|
S3 |
9,090.21 |
9,242.77 |
9,576.21 |
|
S4 |
8,840.73 |
8,993.29 |
9,507.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,686.08 |
9,449.16 |
236.92 |
2.5% |
104.05 |
1.1% |
36% |
False |
False |
|
10 |
9,686.08 |
9,380.95 |
305.13 |
3.2% |
97.30 |
1.0% |
51% |
False |
False |
|
20 |
9,686.08 |
9,233.08 |
453.00 |
4.8% |
96.35 |
1.0% |
67% |
False |
False |
|
40 |
9,686.08 |
8,997.11 |
688.97 |
7.2% |
100.69 |
1.1% |
78% |
False |
False |
|
60 |
9,686.08 |
8,871.20 |
814.88 |
8.5% |
111.27 |
1.2% |
82% |
False |
False |
|
80 |
9,686.08 |
8,711.39 |
974.69 |
10.2% |
115.28 |
1.2% |
85% |
False |
False |
|
100 |
9,686.08 |
8,340.23 |
1,345.85 |
14.1% |
117.74 |
1.2% |
89% |
False |
False |
|
120 |
9,686.08 |
8,070.98 |
1,615.10 |
16.9% |
121.67 |
1.3% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,237.51 |
2.618 |
10,008.78 |
1.618 |
9,868.63 |
1.000 |
9,782.02 |
0.618 |
9,728.48 |
HIGH |
9,641.87 |
0.618 |
9,588.33 |
0.500 |
9,571.80 |
0.382 |
9,555.26 |
LOW |
9,501.72 |
0.618 |
9,415.11 |
1.000 |
9,361.57 |
1.618 |
9,274.96 |
2.618 |
9,134.81 |
4.250 |
8,906.08 |
|
|
Fisher Pivots for day following 22-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,571.80 |
9,593.90 |
PP |
9,559.67 |
9,574.40 |
S1 |
9,547.54 |
9,554.91 |
|