Trading Metrics calculated at close of trading on 09-Oct-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2003 |
09-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
9,653.33 |
9,633.35 |
-19.98 |
-0.2% |
9,314.42 |
High |
9,672.02 |
9,768.69 |
96.67 |
1.0% |
9,666.53 |
Low |
9,595.28 |
9,633.20 |
37.92 |
0.4% |
9,230.47 |
Close |
9,630.90 |
9,680.01 |
49.11 |
0.5% |
9,572.31 |
Range |
76.74 |
135.49 |
58.75 |
76.6% |
436.06 |
ATR |
108.76 |
110.84 |
2.07 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,100.44 |
10,025.71 |
9,754.53 |
|
R3 |
9,964.95 |
9,890.22 |
9,717.27 |
|
R2 |
9,829.46 |
9,829.46 |
9,704.85 |
|
R1 |
9,754.73 |
9,754.73 |
9,692.43 |
9,792.10 |
PP |
9,693.97 |
9,693.97 |
9,693.97 |
9,712.65 |
S1 |
9,619.24 |
9,619.24 |
9,667.59 |
9,656.61 |
S2 |
9,558.48 |
9,558.48 |
9,655.17 |
|
S3 |
9,422.99 |
9,483.75 |
9,642.75 |
|
S4 |
9,287.50 |
9,348.26 |
9,605.49 |
|
|
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 |
9,768.69 |
9,492.54 |
276.15 |
2.9% |
113.44 |
1.2% |
68% |
True |
False |
|
10 |
9,768.69 |
9,230.47 |
538.22 |
5.6% |
115.08 |
1.2% |
84% |
True |
False |
|
20 |
9,768.69 |
9,230.47 |
538.22 |
5.6% |
109.47 |
1.1% |
84% |
True |
False |
|
40 |
9,768.69 |
9,218.82 |
549.87 |
5.7% |
102.52 |
1.1% |
84% |
True |
False |
|
60 |
9,768.69 |
8,997.11 |
771.58 |
8.0% |
108.20 |
1.1% |
89% |
True |
False |
|
80 |
9,768.69 |
8,871.20 |
897.49 |
9.3% |
113.12 |
1.2% |
90% |
True |
False |
|
100 |
9,768.69 |
8,416.72 |
1,351.97 |
14.0% |
116.74 |
1.2% |
93% |
True |
False |
|
120 |
9,768.69 |
8,263.98 |
1,504.71 |
15.5% |
118.82 |
1.2% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,344.52 |
2.618 |
10,123.40 |
1.618 |
9,987.91 |
1.000 |
9,904.18 |
0.618 |
9,852.42 |
HIGH |
9,768.69 |
0.618 |
9,716.93 |
0.500 |
9,700.95 |
0.382 |
9,684.96 |
LOW |
9,633.20 |
0.618 |
9,549.47 |
1.000 |
9,497.71 |
1.618 |
9,413.98 |
2.618 |
9,278.49 |
4.250 |
9,057.37 |
|
|
Fisher Pivots for day following 09-Oct-2003 |
Pivot |
1 day |
3 day |
R1 |
9,700.95 |
9,670.79 |
PP |
9,693.97 |
9,661.57 |
S1 |
9,686.99 |
9,652.36 |
|