Trading Metrics calculated at close of trading on 07-Oct-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2003 |
07-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
9,572.39 |
9,593.28 |
20.89 |
0.2% |
9,314.42 |
High |
9,624.91 |
9,654.61 |
29.70 |
0.3% |
9,666.53 |
Low |
9,562.53 |
9,536.02 |
-26.51 |
-0.3% |
9,230.47 |
Close |
9,594.98 |
9,654.61 |
59.63 |
0.6% |
9,572.31 |
Range |
62.38 |
118.59 |
56.21 |
90.1% |
436.06 |
ATR |
110.66 |
111.23 |
0.57 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,970.85 |
9,931.32 |
9,719.83 |
|
R3 |
9,852.26 |
9,812.73 |
9,687.22 |
|
R2 |
9,733.67 |
9,733.67 |
9,676.35 |
|
R1 |
9,694.14 |
9,694.14 |
9,665.48 |
9,713.91 |
PP |
9,615.08 |
9,615.08 |
9,615.08 |
9,624.96 |
S1 |
9,575.55 |
9,575.55 |
9,643.74 |
9,595.32 |
S2 |
9,496.49 |
9,496.49 |
9,632.87 |
|
S3 |
9,377.90 |
9,456.96 |
9,622.00 |
|
S4 |
9,259.31 |
9,338.37 |
9,589.39 |
|
|
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 |
9,276.80 |
389.73 |
4.0% |
126.87 |
1.3% |
97% |
False |
False |
|
10 |
9,666.53 |
9,230.47 |
436.06 |
4.5% |
122.32 |
1.3% |
97% |
False |
False |
|
20 |
9,686.08 |
9,230.47 |
455.61 |
4.7% |
108.71 |
1.1% |
93% |
False |
False |
|
40 |
9,686.08 |
9,208.80 |
477.28 |
4.9% |
101.96 |
1.1% |
93% |
False |
False |
|
60 |
9,686.08 |
8,997.11 |
688.97 |
7.1% |
108.96 |
1.1% |
95% |
False |
False |
|
80 |
9,686.08 |
8,871.20 |
814.88 |
8.4% |
114.03 |
1.2% |
96% |
False |
False |
|
100 |
9,686.08 |
8,416.72 |
1,269.36 |
13.1% |
117.53 |
1.2% |
98% |
False |
False |
|
120 |
9,686.08 |
8,235.41 |
1,450.67 |
15.0% |
118.79 |
1.2% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,158.62 |
2.618 |
9,965.08 |
1.618 |
9,846.49 |
1.000 |
9,773.20 |
0.618 |
9,727.90 |
HIGH |
9,654.61 |
0.618 |
9,609.31 |
0.500 |
9,595.32 |
0.382 |
9,581.32 |
LOW |
9,536.02 |
0.618 |
9,462.73 |
1.000 |
9,417.43 |
1.618 |
9,344.14 |
2.618 |
9,225.55 |
4.250 |
9,032.01 |
|
|
Fisher Pivots for day following 07-Oct-2003 |
Pivot |
1 day |
3 day |
R1 |
9,634.85 |
9,629.59 |
PP |
9,615.08 |
9,604.56 |
S1 |
9,595.32 |
9,579.54 |
|