Trading Metrics calculated at close of trading on 01-Oct-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2003 |
01-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
9,378.10 |
9,276.80 |
-101.30 |
-1.1% |
9,641.80 |
High |
9,378.10 |
9,472.76 |
94.66 |
1.0% |
9,641.87 |
Low |
9,230.47 |
9,276.80 |
46.33 |
0.5% |
9,303.82 |
Close |
9,275.06 |
9,469.20 |
194.14 |
2.1% |
9,313.08 |
Range |
147.63 |
195.96 |
48.33 |
32.7% |
338.05 |
ATR |
104.79 |
111.42 |
6.64 |
6.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,994.13 |
9,927.63 |
9,576.98 |
|
R3 |
9,798.17 |
9,731.67 |
9,523.09 |
|
R2 |
9,602.21 |
9,602.21 |
9,505.13 |
|
R1 |
9,535.71 |
9,535.71 |
9,487.16 |
9,568.96 |
PP |
9,406.25 |
9,406.25 |
9,406.25 |
9,422.88 |
S1 |
9,339.75 |
9,339.75 |
9,451.24 |
9,373.00 |
S2 |
9,210.29 |
9,210.29 |
9,433.27 |
|
S3 |
9,014.33 |
9,143.79 |
9,415.31 |
|
S4 |
8,818.37 |
8,947.83 |
9,361.42 |
|
|
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 |
9,472.76 |
9,230.47 |
242.29 |
2.6% |
123.13 |
1.3% |
99% |
True |
False |
|
10 |
9,686.08 |
9,230.47 |
455.61 |
4.8% |
119.75 |
1.3% |
52% |
False |
False |
|
20 |
9,686.08 |
9,230.47 |
455.61 |
4.8% |
106.07 |
1.1% |
52% |
False |
False |
|
40 |
9,686.08 |
8,997.11 |
688.97 |
7.3% |
101.26 |
1.1% |
69% |
False |
False |
|
60 |
9,686.08 |
8,996.76 |
689.32 |
7.3% |
110.68 |
1.2% |
69% |
False |
False |
|
80 |
9,686.08 |
8,871.20 |
814.88 |
8.6% |
114.70 |
1.2% |
73% |
False |
False |
|
100 |
9,686.08 |
8,416.72 |
1,269.36 |
13.4% |
117.69 |
1.2% |
83% |
False |
False |
|
120 |
9,686.08 |
8,179.74 |
1,506.34 |
15.9% |
120.27 |
1.3% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,305.59 |
2.618 |
9,985.78 |
1.618 |
9,789.82 |
1.000 |
9,668.72 |
0.618 |
9,593.86 |
HIGH |
9,472.76 |
0.618 |
9,397.90 |
0.500 |
9,374.78 |
0.382 |
9,351.66 |
LOW |
9,276.80 |
0.618 |
9,155.70 |
1.000 |
9,080.84 |
1.618 |
8,959.74 |
2.618 |
8,763.78 |
4.250 |
8,443.97 |
|
|
Fisher Pivots for day following 01-Oct-2003 |
Pivot |
1 day |
3 day |
R1 |
9,437.73 |
9,430.01 |
PP |
9,406.25 |
9,390.81 |
S1 |
9,374.78 |
9,351.62 |
|