Trading Metrics calculated at close of trading on 06-Oct-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2003 |
06-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
9,492.54 |
9,572.39 |
79.85 |
0.8% |
9,314.42 |
High |
9,666.53 |
9,624.91 |
-41.62 |
-0.4% |
9,666.53 |
Low |
9,492.54 |
9,562.53 |
69.99 |
0.7% |
9,230.47 |
Close |
9,572.31 |
9,594.98 |
22.67 |
0.2% |
9,572.31 |
Range |
173.99 |
62.38 |
-111.61 |
-64.1% |
436.06 |
ATR |
114.37 |
110.66 |
-3.71 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,781.28 |
9,750.51 |
9,629.29 |
|
R3 |
9,718.90 |
9,688.13 |
9,612.13 |
|
R2 |
9,656.52 |
9,656.52 |
9,606.42 |
|
R1 |
9,625.75 |
9,625.75 |
9,600.70 |
9,641.14 |
PP |
9,594.14 |
9,594.14 |
9,594.14 |
9,601.83 |
S1 |
9,563.37 |
9,563.37 |
9,589.26 |
9,578.76 |
S2 |
9,531.76 |
9,531.76 |
9,583.54 |
|
S3 |
9,469.38 |
9,500.99 |
9,577.83 |
|
S4 |
9,407.00 |
9,438.61 |
9,560.67 |
|
|
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 |
4.5% |
132.67 |
1.4% |
84% |
False |
False |
|
10 |
9,666.53 |
9,230.47 |
436.06 |
4.5% |
117.66 |
1.2% |
84% |
False |
False |
|
20 |
9,686.08 |
9,230.47 |
455.61 |
4.7% |
107.48 |
1.1% |
80% |
False |
False |
|
40 |
9,686.08 |
9,146.62 |
539.46 |
5.6% |
101.62 |
1.1% |
83% |
False |
False |
|
60 |
9,686.08 |
8,997.11 |
688.97 |
7.2% |
109.52 |
1.1% |
87% |
False |
False |
|
80 |
9,686.08 |
8,871.20 |
814.88 |
8.5% |
114.41 |
1.2% |
89% |
False |
False |
|
100 |
9,686.08 |
8,416.72 |
1,269.36 |
13.2% |
117.19 |
1.2% |
93% |
False |
False |
|
120 |
9,686.08 |
8,233.73 |
1,452.35 |
15.1% |
119.57 |
1.2% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,890.03 |
2.618 |
9,788.22 |
1.618 |
9,725.84 |
1.000 |
9,687.29 |
0.618 |
9,663.46 |
HIGH |
9,624.91 |
0.618 |
9,601.08 |
0.500 |
9,593.72 |
0.382 |
9,586.36 |
LOW |
9,562.53 |
0.618 |
9,523.98 |
1.000 |
9,500.15 |
1.618 |
9,461.60 |
2.618 |
9,399.22 |
4.250 |
9,297.42 |
|
|
Fisher Pivots for day following 06-Oct-2003 |
Pivot |
1 day |
3 day |
R1 |
9,594.56 |
9,579.02 |
PP |
9,594.14 |
9,563.05 |
S1 |
9,593.72 |
9,547.09 |
|