Trading Metrics calculated at close of trading on 26-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2003 |
26-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,425.58 |
9,342.43 |
-83.15 |
-0.9% |
9,641.80 |
High |
9,458.49 |
9,358.28 |
-100.21 |
-1.1% |
9,641.87 |
Low |
9,342.98 |
9,303.82 |
-39.16 |
-0.4% |
9,303.82 |
Close |
9,343.96 |
9,313.08 |
-30.88 |
-0.3% |
9,313.08 |
Range |
115.51 |
54.46 |
-61.05 |
-52.9% |
338.05 |
ATR |
104.87 |
101.27 |
-3.60 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,488.44 |
9,455.22 |
9,343.03 |
|
R3 |
9,433.98 |
9,400.76 |
9,328.06 |
|
R2 |
9,379.52 |
9,379.52 |
9,323.06 |
|
R1 |
9,346.30 |
9,346.30 |
9,318.07 |
9,335.68 |
PP |
9,325.06 |
9,325.06 |
9,325.06 |
9,319.75 |
S1 |
9,291.84 |
9,291.84 |
9,308.09 |
9,281.22 |
S2 |
9,270.60 |
9,270.60 |
9,303.10 |
|
S3 |
9,216.14 |
9,237.38 |
9,298.10 |
|
S4 |
9,161.68 |
9,182.92 |
9,283.13 |
|
|
Weekly Pivots for week ending 26-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,433.74 |
10,211.46 |
9,499.01 |
|
R3 |
10,095.69 |
9,873.41 |
9,406.04 |
|
R2 |
9,757.64 |
9,757.64 |
9,375.06 |
|
R1 |
9,535.36 |
9,535.36 |
9,344.07 |
9,477.48 |
PP |
9,419.59 |
9,419.59 |
9,419.59 |
9,390.65 |
S1 |
9,197.31 |
9,197.31 |
9,282.09 |
9,139.43 |
S2 |
9,081.54 |
9,081.54 |
9,251.10 |
|
S3 |
8,743.49 |
8,859.26 |
9,220.12 |
|
S4 |
8,405.44 |
8,521.21 |
9,127.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,641.87 |
9,303.82 |
338.05 |
3.6% |
110.26 |
1.2% |
3% |
False |
True |
|
10 |
9,686.08 |
9,303.82 |
382.26 |
4.1% |
98.57 |
1.1% |
2% |
False |
True |
|
20 |
9,686.08 |
9,303.82 |
382.26 |
4.1% |
98.80 |
1.1% |
2% |
False |
True |
|
40 |
9,686.08 |
8,997.11 |
688.97 |
7.4% |
100.36 |
1.1% |
46% |
False |
False |
|
60 |
9,686.08 |
8,996.76 |
689.32 |
7.4% |
109.50 |
1.2% |
46% |
False |
False |
|
80 |
9,686.08 |
8,871.20 |
814.88 |
8.7% |
113.72 |
1.2% |
54% |
False |
False |
|
100 |
9,686.08 |
8,416.72 |
1,269.36 |
13.6% |
116.47 |
1.3% |
71% |
False |
False |
|
120 |
9,686.08 |
8,145.87 |
1,540.21 |
16.5% |
119.51 |
1.3% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,589.74 |
2.618 |
9,500.86 |
1.618 |
9,446.40 |
1.000 |
9,412.74 |
0.618 |
9,391.94 |
HIGH |
9,358.28 |
0.618 |
9,337.48 |
0.500 |
9,331.05 |
0.382 |
9,324.62 |
LOW |
9,303.82 |
0.618 |
9,270.16 |
1.000 |
9,249.36 |
1.618 |
9,215.70 |
2.618 |
9,161.24 |
4.250 |
9,072.37 |
|
|
Fisher Pivots for day following 26-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,331.05 |
9,448.25 |
PP |
9,325.06 |
9,403.19 |
S1 |
9,319.07 |
9,358.14 |
|