| Trading Metrics calculated at close of trading on 23-Sep-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2003 |
23-Sep-2003 |
Change |
Change % |
Previous Week |
| Open |
9,641.80 |
9,535.76 |
-106.04 |
-1.1% |
9,471.19 |
| High |
9,641.87 |
9,583.48 |
-58.39 |
-0.6% |
9,686.08 |
| Low |
9,501.72 |
9,511.41 |
9.69 |
0.1% |
9,436.60 |
| Close |
9,535.41 |
9,576.04 |
40.63 |
0.4% |
9,644.82 |
| Range |
140.15 |
72.07 |
-68.08 |
-48.6% |
249.48 |
| ATR |
101.12 |
99.04 |
-2.07 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,773.19 |
9,746.68 |
9,615.68 |
|
| R3 |
9,701.12 |
9,674.61 |
9,595.86 |
|
| R2 |
9,629.05 |
9,629.05 |
9,589.25 |
|
| R1 |
9,602.54 |
9,602.54 |
9,582.65 |
9,615.80 |
| PP |
9,556.98 |
9,556.98 |
9,556.98 |
9,563.60 |
| S1 |
9,530.47 |
9,530.47 |
9,569.43 |
9,543.73 |
| S2 |
9,484.91 |
9,484.91 |
9,562.83 |
|
| S3 |
9,412.84 |
9,458.40 |
9,556.22 |
|
| S4 |
9,340.77 |
9,386.33 |
9,536.40 |
|
|
| 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 |
9,501.72 |
184.36 |
1.9% |
94.07 |
1.0% |
40% |
False |
False |
|
| 10 |
9,686.08 |
9,380.95 |
305.13 |
3.2% |
95.10 |
1.0% |
64% |
False |
False |
|
| 20 |
9,686.08 |
9,233.08 |
453.00 |
4.7% |
96.46 |
1.0% |
76% |
False |
False |
|
| 40 |
9,686.08 |
8,997.11 |
688.97 |
7.2% |
100.76 |
1.1% |
84% |
False |
False |
|
| 60 |
9,686.08 |
8,871.20 |
814.88 |
8.5% |
110.22 |
1.2% |
86% |
False |
False |
|
| 80 |
9,686.08 |
8,851.45 |
834.63 |
8.7% |
114.22 |
1.2% |
87% |
False |
False |
|
| 100 |
9,686.08 |
8,409.29 |
1,276.79 |
13.3% |
116.98 |
1.2% |
91% |
False |
False |
|
| 120 |
9,686.08 |
8,145.87 |
1,540.21 |
16.1% |
120.22 |
1.3% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,889.78 |
|
2.618 |
9,772.16 |
|
1.618 |
9,700.09 |
|
1.000 |
9,655.55 |
|
0.618 |
9,628.02 |
|
HIGH |
9,583.48 |
|
0.618 |
9,555.95 |
|
0.500 |
9,547.45 |
|
0.382 |
9,538.94 |
|
LOW |
9,511.41 |
|
0.618 |
9,466.87 |
|
1.000 |
9,439.34 |
|
1.618 |
9,394.80 |
|
2.618 |
9,322.73 |
|
4.250 |
9,205.11 |
|
|
| Fisher Pivots for day following 23-Sep-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,566.51 |
9,593.90 |
| PP |
9,556.98 |
9,587.95 |
| S1 |
9,547.45 |
9,581.99 |
|