Trading Metrics calculated at close of trading on 29-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2003 |
29-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,342.43 |
9,314.42 |
-28.01 |
-0.3% |
9,641.80 |
High |
9,358.28 |
9,395.32 |
37.04 |
0.4% |
9,641.87 |
Low |
9,303.82 |
9,293.22 |
-10.60 |
-0.1% |
9,303.82 |
Close |
9,313.08 |
9,380.24 |
67.16 |
0.7% |
9,313.08 |
Range |
54.46 |
102.10 |
47.64 |
87.5% |
338.05 |
ATR |
101.27 |
101.33 |
0.06 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,662.56 |
9,623.50 |
9,436.40 |
|
R3 |
9,560.46 |
9,521.40 |
9,408.32 |
|
R2 |
9,458.36 |
9,458.36 |
9,398.96 |
|
R1 |
9,419.30 |
9,419.30 |
9,389.60 |
9,438.83 |
PP |
9,356.26 |
9,356.26 |
9,356.26 |
9,366.03 |
S1 |
9,317.20 |
9,317.20 |
9,370.88 |
9,336.73 |
S2 |
9,254.16 |
9,254.16 |
9,361.52 |
|
S3 |
9,152.06 |
9,215.10 |
9,352.16 |
|
S4 |
9,049.96 |
9,113.00 |
9,324.09 |
|
|
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 |
9,592.67 |
9,293.22 |
299.45 |
3.2% |
102.65 |
1.1% |
29% |
False |
True |
|
10 |
9,686.08 |
9,293.22 |
392.86 |
4.2% |
103.35 |
1.1% |
22% |
False |
True |
|
20 |
9,686.08 |
9,293.22 |
392.86 |
4.2% |
100.35 |
1.1% |
22% |
False |
True |
|
40 |
9,686.08 |
8,997.11 |
688.97 |
7.3% |
100.51 |
1.1% |
56% |
False |
False |
|
60 |
9,686.08 |
8,996.76 |
689.32 |
7.3% |
109.30 |
1.2% |
56% |
False |
False |
|
80 |
9,686.08 |
8,871.20 |
814.88 |
8.7% |
114.05 |
1.2% |
62% |
False |
False |
|
100 |
9,686.08 |
8,416.72 |
1,269.36 |
13.5% |
116.43 |
1.2% |
76% |
False |
False |
|
120 |
9,686.08 |
8,145.87 |
1,540.21 |
16.4% |
119.67 |
1.3% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,829.25 |
2.618 |
9,662.62 |
1.618 |
9,560.52 |
1.000 |
9,497.42 |
0.618 |
9,458.42 |
HIGH |
9,395.32 |
0.618 |
9,356.32 |
0.500 |
9,344.27 |
0.382 |
9,332.22 |
LOW |
9,293.22 |
0.618 |
9,230.12 |
1.000 |
9,191.12 |
1.618 |
9,128.02 |
2.618 |
9,025.92 |
4.250 |
8,859.30 |
|
|
Fisher Pivots for day following 29-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,368.25 |
9,378.78 |
PP |
9,356.26 |
9,377.32 |
S1 |
9,344.27 |
9,375.86 |
|