| Trading Metrics calculated at close of trading on 08-Oct-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2003 |
08-Oct-2003 |
Change |
Change % |
Previous Week |
| Open |
9,593.28 |
9,653.33 |
60.05 |
0.6% |
9,314.42 |
| High |
9,654.61 |
9,672.02 |
17.41 |
0.2% |
9,666.53 |
| Low |
9,536.02 |
9,595.28 |
59.26 |
0.6% |
9,230.47 |
| Close |
9,654.61 |
9,630.90 |
-23.71 |
-0.2% |
9,572.31 |
| Range |
118.59 |
76.74 |
-41.85 |
-35.3% |
436.06 |
| ATR |
111.23 |
108.76 |
-2.46 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,862.95 |
9,823.67 |
9,673.11 |
|
| R3 |
9,786.21 |
9,746.93 |
9,652.00 |
|
| R2 |
9,709.47 |
9,709.47 |
9,644.97 |
|
| R1 |
9,670.19 |
9,670.19 |
9,637.93 |
9,651.46 |
| PP |
9,632.73 |
9,632.73 |
9,632.73 |
9,623.37 |
| S1 |
9,593.45 |
9,593.45 |
9,623.87 |
9,574.72 |
| S2 |
9,555.99 |
9,555.99 |
9,616.83 |
|
| S3 |
9,479.25 |
9,516.71 |
9,609.80 |
|
| S4 |
9,402.51 |
9,439.97 |
9,588.69 |
|
|
| 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 |
9,672.02 |
9,427.65 |
244.37 |
2.5% |
103.02 |
1.1% |
83% |
True |
False |
|
| 10 |
9,672.02 |
9,230.47 |
441.55 |
4.6% |
113.08 |
1.2% |
91% |
True |
False |
|
| 20 |
9,686.08 |
9,230.47 |
455.61 |
4.7% |
107.32 |
1.1% |
88% |
False |
False |
|
| 40 |
9,686.08 |
9,218.82 |
467.26 |
4.9% |
101.34 |
1.1% |
88% |
False |
False |
|
| 60 |
9,686.08 |
8,997.11 |
688.97 |
7.2% |
107.79 |
1.1% |
92% |
False |
False |
|
| 80 |
9,686.08 |
8,871.20 |
814.88 |
8.5% |
112.48 |
1.2% |
93% |
False |
False |
|
| 100 |
9,686.08 |
8,416.72 |
1,269.36 |
13.2% |
117.32 |
1.2% |
96% |
False |
False |
|
| 120 |
9,686.08 |
8,263.98 |
1,422.10 |
14.8% |
118.49 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,998.17 |
|
2.618 |
9,872.93 |
|
1.618 |
9,796.19 |
|
1.000 |
9,748.76 |
|
0.618 |
9,719.45 |
|
HIGH |
9,672.02 |
|
0.618 |
9,642.71 |
|
0.500 |
9,633.65 |
|
0.382 |
9,624.59 |
|
LOW |
9,595.28 |
|
0.618 |
9,547.85 |
|
1.000 |
9,518.54 |
|
1.618 |
9,471.11 |
|
2.618 |
9,394.37 |
|
4.250 |
9,269.14 |
|
|
| Fisher Pivots for day following 08-Oct-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,633.65 |
9,621.94 |
| PP |
9,632.73 |
9,612.98 |
| S1 |
9,631.82 |
9,604.02 |
|