Trading Metrics calculated at close of trading on 25-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2003 |
25-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,575.97 |
9,425.58 |
-150.39 |
-1.6% |
9,471.19 |
High |
9,592.67 |
9,458.49 |
-134.18 |
-1.4% |
9,686.08 |
Low |
9,423.54 |
9,342.98 |
-80.56 |
-0.9% |
9,436.60 |
Close |
9,425.51 |
9,343.96 |
-81.55 |
-0.9% |
9,644.82 |
Range |
169.13 |
115.51 |
-53.62 |
-31.7% |
249.48 |
ATR |
104.05 |
104.87 |
0.82 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,728.34 |
9,651.66 |
9,407.49 |
|
R3 |
9,612.83 |
9,536.15 |
9,375.73 |
|
R2 |
9,497.32 |
9,497.32 |
9,365.14 |
|
R1 |
9,420.64 |
9,420.64 |
9,354.55 |
9,401.23 |
PP |
9,381.81 |
9,381.81 |
9,381.81 |
9,372.10 |
S1 |
9,305.13 |
9,305.13 |
9,333.37 |
9,285.72 |
S2 |
9,266.30 |
9,266.30 |
9,322.78 |
|
S3 |
9,150.79 |
9,189.62 |
9,312.19 |
|
S4 |
9,035.28 |
9,074.11 |
9,280.43 |
|
|
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 |
9,342.98 |
343.10 |
3.7% |
114.56 |
1.2% |
0% |
False |
True |
|
10 |
9,686.08 |
9,342.98 |
343.10 |
3.7% |
103.86 |
1.1% |
0% |
False |
True |
|
20 |
9,686.08 |
9,261.57 |
424.51 |
4.5% |
102.63 |
1.1% |
19% |
False |
False |
|
40 |
9,686.08 |
8,997.11 |
688.97 |
7.4% |
103.05 |
1.1% |
50% |
False |
False |
|
60 |
9,686.08 |
8,996.76 |
689.32 |
7.4% |
110.34 |
1.2% |
50% |
False |
False |
|
80 |
9,686.08 |
8,871.20 |
814.88 |
8.7% |
114.89 |
1.2% |
58% |
False |
False |
|
100 |
9,686.08 |
8,416.72 |
1,269.36 |
13.6% |
117.08 |
1.3% |
73% |
False |
False |
|
120 |
9,686.08 |
8,145.87 |
1,540.21 |
16.5% |
121.02 |
1.3% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,949.41 |
2.618 |
9,760.90 |
1.618 |
9,645.39 |
1.000 |
9,574.00 |
0.618 |
9,529.88 |
HIGH |
9,458.49 |
0.618 |
9,414.37 |
0.500 |
9,400.74 |
0.382 |
9,387.10 |
LOW |
9,342.98 |
0.618 |
9,271.59 |
1.000 |
9,227.47 |
1.618 |
9,156.08 |
2.618 |
9,040.57 |
4.250 |
8,852.06 |
|
|
Fisher Pivots for day following 25-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,400.74 |
9,467.83 |
PP |
9,381.81 |
9,426.54 |
S1 |
9,362.89 |
9,385.25 |
|