Trading Metrics calculated at close of trading on 10-Oct-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2003 |
10-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
9,633.35 |
9,682.90 |
49.55 |
0.5% |
9,572.39 |
High |
9,768.69 |
9,712.24 |
-56.45 |
-0.6% |
9,768.69 |
Low |
9,633.20 |
9,656.53 |
23.33 |
0.2% |
9,536.02 |
Close |
9,680.01 |
9,674.68 |
-5.33 |
-0.1% |
9,674.68 |
Range |
135.49 |
55.71 |
-79.78 |
-58.9% |
232.67 |
ATR |
110.84 |
106.90 |
-3.94 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,848.28 |
9,817.19 |
9,705.32 |
|
R3 |
9,792.57 |
9,761.48 |
9,690.00 |
|
R2 |
9,736.86 |
9,736.86 |
9,684.89 |
|
R1 |
9,705.77 |
9,705.77 |
9,679.79 |
9,693.46 |
PP |
9,681.15 |
9,681.15 |
9,681.15 |
9,675.00 |
S1 |
9,650.06 |
9,650.06 |
9,669.57 |
9,637.75 |
S2 |
9,625.44 |
9,625.44 |
9,664.47 |
|
S3 |
9,569.73 |
9,594.35 |
9,659.36 |
|
S4 |
9,514.02 |
9,538.64 |
9,644.04 |
|
|
Weekly Pivots for week ending 10-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,357.81 |
10,248.91 |
9,802.65 |
|
R3 |
10,125.14 |
10,016.24 |
9,738.66 |
|
R2 |
9,892.47 |
9,892.47 |
9,717.34 |
|
R1 |
9,783.57 |
9,783.57 |
9,696.01 |
9,838.02 |
PP |
9,659.80 |
9,659.80 |
9,659.80 |
9,687.02 |
S1 |
9,550.90 |
9,550.90 |
9,653.35 |
9,605.35 |
S2 |
9,427.13 |
9,427.13 |
9,632.02 |
|
S3 |
9,194.46 |
9,318.23 |
9,610.70 |
|
S4 |
8,961.79 |
9,085.56 |
9,546.71 |
|
|
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 |
9,536.02 |
232.67 |
2.4% |
89.78 |
0.9% |
60% |
False |
False |
|
10 |
9,768.69 |
9,230.47 |
538.22 |
5.6% |
115.20 |
1.2% |
83% |
False |
False |
|
20 |
9,768.69 |
9,230.47 |
538.22 |
5.6% |
106.89 |
1.1% |
83% |
False |
False |
|
40 |
9,768.69 |
9,230.47 |
538.22 |
5.6% |
101.02 |
1.0% |
83% |
False |
False |
|
60 |
9,768.69 |
8,997.11 |
771.58 |
8.0% |
107.53 |
1.1% |
88% |
False |
False |
|
80 |
9,768.69 |
8,871.20 |
897.49 |
9.3% |
112.55 |
1.2% |
90% |
False |
False |
|
100 |
9,768.69 |
8,431.21 |
1,337.48 |
13.8% |
115.96 |
1.2% |
93% |
False |
False |
|
120 |
9,768.69 |
8,288.49 |
1,480.20 |
15.3% |
117.42 |
1.2% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,949.01 |
2.618 |
9,858.09 |
1.618 |
9,802.38 |
1.000 |
9,767.95 |
0.618 |
9,746.67 |
HIGH |
9,712.24 |
0.618 |
9,690.96 |
0.500 |
9,684.39 |
0.382 |
9,677.81 |
LOW |
9,656.53 |
0.618 |
9,622.10 |
1.000 |
9,600.82 |
1.618 |
9,566.39 |
2.618 |
9,510.68 |
4.250 |
9,419.76 |
|
|
Fisher Pivots for day following 10-Oct-2003 |
Pivot |
1 day |
3 day |
R1 |
9,684.39 |
9,681.99 |
PP |
9,681.15 |
9,679.55 |
S1 |
9,677.92 |
9,677.12 |
|