Trading Metrics calculated at close of trading on 03-Oct-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2003 |
03-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
9,464.76 |
9,492.54 |
27.78 |
0.3% |
9,314.42 |
High |
9,511.06 |
9,666.53 |
155.47 |
1.6% |
9,666.53 |
Low |
9,427.65 |
9,492.54 |
64.89 |
0.7% |
9,230.47 |
Close |
9,487.80 |
9,572.31 |
84.51 |
0.9% |
9,572.31 |
Range |
83.41 |
173.99 |
90.58 |
108.6% |
436.06 |
ATR |
109.42 |
114.37 |
4.95 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,099.10 |
10,009.69 |
9,668.00 |
|
R3 |
9,925.11 |
9,835.70 |
9,620.16 |
|
R2 |
9,751.12 |
9,751.12 |
9,604.21 |
|
R1 |
9,661.71 |
9,661.71 |
9,588.26 |
9,706.42 |
PP |
9,577.13 |
9,577.13 |
9,577.13 |
9,599.48 |
S1 |
9,487.72 |
9,487.72 |
9,556.36 |
9,532.43 |
S2 |
9,403.14 |
9,403.14 |
9,540.41 |
|
S3 |
9,229.15 |
9,313.73 |
9,524.46 |
|
S4 |
9,055.16 |
9,139.74 |
9,476.62 |
|
|
Weekly Pivots for week ending 03-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,797.95 |
10,621.19 |
9,812.14 |
|
R3 |
10,361.89 |
10,185.13 |
9,692.23 |
|
R2 |
9,925.83 |
9,925.83 |
9,652.25 |
|
R1 |
9,749.07 |
9,749.07 |
9,612.28 |
9,837.45 |
PP |
9,489.77 |
9,489.77 |
9,489.77 |
9,533.96 |
S1 |
9,313.01 |
9,313.01 |
9,532.34 |
9,401.39 |
S2 |
9,053.71 |
9,053.71 |
9,492.37 |
|
S3 |
8,617.65 |
8,876.95 |
9,452.39 |
|
S4 |
8,181.59 |
8,440.89 |
9,332.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,666.53 |
9,230.47 |
436.06 |
4.6% |
140.62 |
1.5% |
78% |
True |
False |
|
10 |
9,666.53 |
9,230.47 |
436.06 |
4.6% |
125.44 |
1.3% |
78% |
True |
False |
|
20 |
9,686.08 |
9,230.47 |
455.61 |
4.8% |
109.16 |
1.1% |
75% |
False |
False |
|
40 |
9,686.08 |
9,127.36 |
558.72 |
5.8% |
101.66 |
1.1% |
80% |
False |
False |
|
60 |
9,686.08 |
8,997.11 |
688.97 |
7.2% |
110.33 |
1.2% |
83% |
False |
False |
|
80 |
9,686.08 |
8,871.20 |
814.88 |
8.5% |
115.12 |
1.2% |
86% |
False |
False |
|
100 |
9,686.08 |
8,416.72 |
1,269.36 |
13.3% |
117.77 |
1.2% |
91% |
False |
False |
|
120 |
9,686.08 |
8,233.73 |
1,452.35 |
15.2% |
119.84 |
1.3% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,405.99 |
2.618 |
10,122.04 |
1.618 |
9,948.05 |
1.000 |
9,840.52 |
0.618 |
9,774.06 |
HIGH |
9,666.53 |
0.618 |
9,600.07 |
0.500 |
9,579.54 |
0.382 |
9,559.00 |
LOW |
9,492.54 |
0.618 |
9,385.01 |
1.000 |
9,318.55 |
1.618 |
9,211.02 |
2.618 |
9,037.03 |
4.250 |
8,753.08 |
|
|
Fisher Pivots for day following 03-Oct-2003 |
Pivot |
1 day |
3 day |
R1 |
9,579.54 |
9,538.76 |
PP |
9,577.13 |
9,505.21 |
S1 |
9,574.72 |
9,471.67 |
|