Trading Metrics calculated at close of trading on 13-Oct-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2003 |
13-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
9,682.90 |
9,675.72 |
-7.18 |
-0.1% |
9,572.39 |
High |
9,712.24 |
9,783.49 |
71.25 |
0.7% |
9,768.69 |
Low |
9,656.53 |
9,675.57 |
19.04 |
0.2% |
9,536.02 |
Close |
9,674.68 |
9,764.38 |
89.70 |
0.9% |
9,674.68 |
Range |
55.71 |
107.92 |
52.21 |
93.7% |
232.67 |
ATR |
106.90 |
107.03 |
0.14 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,064.91 |
10,022.56 |
9,823.74 |
|
R3 |
9,956.99 |
9,914.64 |
9,794.06 |
|
R2 |
9,849.07 |
9,849.07 |
9,784.17 |
|
R1 |
9,806.72 |
9,806.72 |
9,774.27 |
9,827.90 |
PP |
9,741.15 |
9,741.15 |
9,741.15 |
9,751.73 |
S1 |
9,698.80 |
9,698.80 |
9,754.49 |
9,719.98 |
S2 |
9,633.23 |
9,633.23 |
9,744.59 |
|
S3 |
9,525.31 |
9,590.88 |
9,734.70 |
|
S4 |
9,417.39 |
9,482.96 |
9,705.02 |
|
|
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 |
9,783.49 |
9,536.02 |
247.47 |
2.5% |
98.89 |
1.0% |
92% |
True |
False |
|
10 |
9,783.49 |
9,230.47 |
553.02 |
5.7% |
115.78 |
1.2% |
97% |
True |
False |
|
20 |
9,783.49 |
9,230.47 |
553.02 |
5.7% |
109.57 |
1.1% |
97% |
True |
False |
|
40 |
9,783.49 |
9,230.47 |
553.02 |
5.7% |
102.33 |
1.0% |
97% |
True |
False |
|
60 |
9,783.49 |
8,997.11 |
786.38 |
8.1% |
107.07 |
1.1% |
98% |
True |
False |
|
80 |
9,783.49 |
8,871.20 |
912.29 |
9.3% |
111.92 |
1.1% |
98% |
True |
False |
|
100 |
9,783.49 |
8,509.22 |
1,274.27 |
13.1% |
116.12 |
1.2% |
99% |
True |
False |
|
120 |
9,783.49 |
8,288.49 |
1,495.00 |
15.3% |
117.70 |
1.2% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,242.15 |
2.618 |
10,066.02 |
1.618 |
9,958.10 |
1.000 |
9,891.41 |
0.618 |
9,850.18 |
HIGH |
9,783.49 |
0.618 |
9,742.26 |
0.500 |
9,729.53 |
0.382 |
9,716.80 |
LOW |
9,675.57 |
0.618 |
9,608.88 |
1.000 |
9,567.65 |
1.618 |
9,500.96 |
2.618 |
9,393.04 |
4.250 |
9,216.91 |
|
|
Fisher Pivots for day following 13-Oct-2003 |
Pivot |
1 day |
3 day |
R1 |
9,752.76 |
9,745.70 |
PP |
9,741.15 |
9,727.02 |
S1 |
9,729.53 |
9,708.35 |
|