Trading Metrics calculated at close of trading on 15-Oct-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2003 |
15-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
9,763.27 |
9,824.09 |
60.82 |
0.6% |
9,572.39 |
High |
9,812.98 |
9,850.01 |
37.03 |
0.4% |
9,768.69 |
Low |
9,732.31 |
9,764.46 |
32.15 |
0.3% |
9,536.02 |
Close |
9,812.98 |
9,803.05 |
-9.93 |
-0.1% |
9,674.68 |
Range |
80.67 |
85.55 |
4.88 |
6.0% |
232.67 |
ATR |
105.15 |
103.75 |
-1.40 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,062.49 |
10,018.32 |
9,850.10 |
|
R3 |
9,976.94 |
9,932.77 |
9,826.58 |
|
R2 |
9,891.39 |
9,891.39 |
9,818.73 |
|
R1 |
9,847.22 |
9,847.22 |
9,810.89 |
9,826.53 |
PP |
9,805.84 |
9,805.84 |
9,805.84 |
9,795.50 |
S1 |
9,761.67 |
9,761.67 |
9,795.21 |
9,740.98 |
S2 |
9,720.29 |
9,720.29 |
9,787.37 |
|
S3 |
9,634.74 |
9,676.12 |
9,779.52 |
|
S4 |
9,549.19 |
9,590.57 |
9,756.00 |
|
|
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 |
9,850.01 |
9,633.20 |
216.81 |
2.2% |
93.07 |
0.9% |
78% |
True |
False |
|
10 |
9,850.01 |
9,427.65 |
422.36 |
4.3% |
98.05 |
1.0% |
89% |
True |
False |
|
20 |
9,850.01 |
9,230.47 |
619.54 |
6.3% |
108.90 |
1.1% |
92% |
True |
False |
|
40 |
9,850.01 |
9,230.47 |
619.54 |
6.3% |
101.68 |
1.0% |
92% |
True |
False |
|
60 |
9,850.01 |
8,997.11 |
852.90 |
8.7% |
105.67 |
1.1% |
94% |
True |
False |
|
80 |
9,850.01 |
8,871.20 |
978.81 |
10.0% |
110.78 |
1.1% |
95% |
True |
False |
|
100 |
9,850.01 |
8,540.59 |
1,309.42 |
13.4% |
115.75 |
1.2% |
96% |
True |
False |
|
120 |
9,850.01 |
8,305.03 |
1,544.98 |
15.8% |
116.85 |
1.2% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,213.60 |
2.618 |
10,073.98 |
1.618 |
9,988.43 |
1.000 |
9,935.56 |
0.618 |
9,902.88 |
HIGH |
9,850.01 |
0.618 |
9,817.33 |
0.500 |
9,807.24 |
0.382 |
9,797.14 |
LOW |
9,764.46 |
0.618 |
9,711.59 |
1.000 |
9,678.91 |
1.618 |
9,626.04 |
2.618 |
9,540.49 |
4.250 |
9,400.87 |
|
|
Fisher Pivots for day following 15-Oct-2003 |
Pivot |
1 day |
3 day |
R1 |
9,807.24 |
9,789.63 |
PP |
9,805.84 |
9,776.21 |
S1 |
9,804.45 |
9,762.79 |
|