| Trading Metrics calculated at close of trading on 30-Sep-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2003 |
30-Sep-2003 |
Change |
Change % |
Previous Week |
| Open |
9,314.42 |
9,378.10 |
63.68 |
0.7% |
9,641.80 |
| High |
9,395.32 |
9,378.10 |
-17.22 |
-0.2% |
9,641.87 |
| Low |
9,293.22 |
9,230.47 |
-62.75 |
-0.7% |
9,303.82 |
| Close |
9,380.24 |
9,275.06 |
-105.18 |
-1.1% |
9,313.08 |
| Range |
102.10 |
147.63 |
45.53 |
44.6% |
338.05 |
| ATR |
101.33 |
104.79 |
3.46 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,737.43 |
9,653.88 |
9,356.26 |
|
| R3 |
9,589.80 |
9,506.25 |
9,315.66 |
|
| R2 |
9,442.17 |
9,442.17 |
9,302.13 |
|
| R1 |
9,358.62 |
9,358.62 |
9,288.59 |
9,326.58 |
| PP |
9,294.54 |
9,294.54 |
9,294.54 |
9,278.53 |
| S1 |
9,210.99 |
9,210.99 |
9,261.53 |
9,178.95 |
| S2 |
9,146.91 |
9,146.91 |
9,247.99 |
|
| S3 |
8,999.28 |
9,063.36 |
9,234.46 |
|
| S4 |
8,851.65 |
8,915.73 |
9,193.86 |
|
|
| 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 |
9,230.47 |
362.20 |
3.9% |
117.77 |
1.3% |
12% |
False |
True |
|
| 10 |
9,686.08 |
9,230.47 |
455.61 |
4.9% |
105.92 |
1.1% |
10% |
False |
True |
|
| 20 |
9,686.08 |
9,230.47 |
455.61 |
4.9% |
100.41 |
1.1% |
10% |
False |
True |
|
| 40 |
9,686.08 |
8,997.11 |
688.97 |
7.4% |
100.19 |
1.1% |
40% |
False |
False |
|
| 60 |
9,686.08 |
8,996.76 |
689.32 |
7.4% |
108.64 |
1.2% |
40% |
False |
False |
|
| 80 |
9,686.08 |
8,871.20 |
814.88 |
8.8% |
113.76 |
1.2% |
50% |
False |
False |
|
| 100 |
9,686.08 |
8,416.72 |
1,269.36 |
13.7% |
116.93 |
1.3% |
68% |
False |
False |
|
| 120 |
9,686.08 |
8,145.87 |
1,540.21 |
16.6% |
119.29 |
1.3% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,005.53 |
|
2.618 |
9,764.60 |
|
1.618 |
9,616.97 |
|
1.000 |
9,525.73 |
|
0.618 |
9,469.34 |
|
HIGH |
9,378.10 |
|
0.618 |
9,321.71 |
|
0.500 |
9,304.29 |
|
0.382 |
9,286.86 |
|
LOW |
9,230.47 |
|
0.618 |
9,139.23 |
|
1.000 |
9,082.84 |
|
1.618 |
8,991.60 |
|
2.618 |
8,843.97 |
|
4.250 |
8,603.04 |
|
|
| Fisher Pivots for day following 30-Sep-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,304.29 |
9,312.90 |
| PP |
9,294.54 |
9,300.28 |
| S1 |
9,284.80 |
9,287.67 |
|