Trading Metrics calculated at close of trading on 24-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2003 |
24-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,535.76 |
9,575.97 |
40.21 |
0.4% |
9,471.19 |
High |
9,583.48 |
9,592.67 |
9.19 |
0.1% |
9,686.08 |
Low |
9,511.41 |
9,423.54 |
-87.87 |
-0.9% |
9,436.60 |
Close |
9,576.04 |
9,425.51 |
-150.53 |
-1.6% |
9,644.82 |
Range |
72.07 |
169.13 |
97.06 |
134.7% |
249.48 |
ATR |
99.04 |
104.05 |
5.01 |
5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,987.96 |
9,875.87 |
9,518.53 |
|
R3 |
9,818.83 |
9,706.74 |
9,472.02 |
|
R2 |
9,649.70 |
9,649.70 |
9,456.52 |
|
R1 |
9,537.61 |
9,537.61 |
9,441.01 |
9,509.09 |
PP |
9,480.57 |
9,480.57 |
9,480.57 |
9,466.32 |
S1 |
9,368.48 |
9,368.48 |
9,410.01 |
9,339.96 |
S2 |
9,311.44 |
9,311.44 |
9,394.50 |
|
S3 |
9,142.31 |
9,199.35 |
9,379.00 |
|
S4 |
8,973.18 |
9,030.22 |
9,332.49 |
|
|
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 |
9,423.54 |
262.54 |
2.8% |
116.37 |
1.2% |
1% |
False |
True |
|
10 |
9,686.08 |
9,380.95 |
305.13 |
3.2% |
101.55 |
1.1% |
15% |
False |
False |
|
20 |
9,686.08 |
9,261.57 |
424.51 |
4.5% |
98.88 |
1.0% |
39% |
False |
False |
|
40 |
9,686.08 |
8,997.11 |
688.97 |
7.3% |
101.95 |
1.1% |
62% |
False |
False |
|
60 |
9,686.08 |
8,871.20 |
814.88 |
8.6% |
111.41 |
1.2% |
68% |
False |
False |
|
80 |
9,686.08 |
8,861.32 |
824.76 |
8.8% |
114.44 |
1.2% |
68% |
False |
False |
|
100 |
9,686.08 |
8,416.72 |
1,269.36 |
13.5% |
116.83 |
1.2% |
79% |
False |
False |
|
120 |
9,686.08 |
8,145.87 |
1,540.21 |
16.3% |
120.81 |
1.3% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,311.47 |
2.618 |
10,035.45 |
1.618 |
9,866.32 |
1.000 |
9,761.80 |
0.618 |
9,697.19 |
HIGH |
9,592.67 |
0.618 |
9,528.06 |
0.500 |
9,508.11 |
0.382 |
9,488.15 |
LOW |
9,423.54 |
0.618 |
9,319.02 |
1.000 |
9,254.41 |
1.618 |
9,149.89 |
2.618 |
8,980.76 |
4.250 |
8,704.74 |
|
|
Fisher Pivots for day following 24-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,508.11 |
9,532.71 |
PP |
9,480.57 |
9,496.97 |
S1 |
9,453.04 |
9,461.24 |
|