Trading Metrics calculated at close of trading on 16-Oct-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2003 |
16-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
9,824.09 |
9,798.68 |
-25.41 |
-0.3% |
9,572.39 |
High |
9,850.01 |
9,823.42 |
-26.59 |
-0.3% |
9,768.69 |
Low |
9,764.46 |
9,730.38 |
-34.08 |
-0.3% |
9,536.02 |
Close |
9,803.05 |
9,791.72 |
-11.33 |
-0.1% |
9,674.68 |
Range |
85.55 |
93.04 |
7.49 |
8.8% |
232.67 |
ATR |
103.75 |
102.99 |
-0.77 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,060.96 |
10,019.38 |
9,842.89 |
|
R3 |
9,967.92 |
9,926.34 |
9,817.31 |
|
R2 |
9,874.88 |
9,874.88 |
9,808.78 |
|
R1 |
9,833.30 |
9,833.30 |
9,800.25 |
9,807.57 |
PP |
9,781.84 |
9,781.84 |
9,781.84 |
9,768.98 |
S1 |
9,740.26 |
9,740.26 |
9,783.19 |
9,714.53 |
S2 |
9,688.80 |
9,688.80 |
9,774.66 |
|
S3 |
9,595.76 |
9,647.22 |
9,766.13 |
|
S4 |
9,502.72 |
9,554.18 |
9,740.55 |
|
|
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 |
9,656.53 |
193.48 |
2.0% |
84.58 |
0.9% |
70% |
False |
False |
|
10 |
9,850.01 |
9,492.54 |
357.47 |
3.7% |
99.01 |
1.0% |
84% |
False |
False |
|
20 |
9,850.01 |
9,230.47 |
619.54 |
6.3% |
107.32 |
1.1% |
91% |
False |
False |
|
40 |
9,850.01 |
9,230.47 |
619.54 |
6.3% |
102.53 |
1.0% |
91% |
False |
False |
|
60 |
9,850.01 |
8,997.11 |
852.90 |
8.7% |
105.54 |
1.1% |
93% |
False |
False |
|
80 |
9,850.01 |
8,871.20 |
978.81 |
10.0% |
110.91 |
1.1% |
94% |
False |
False |
|
100 |
9,850.01 |
8,679.60 |
1,170.41 |
12.0% |
114.16 |
1.2% |
95% |
False |
False |
|
120 |
9,850.01 |
8,340.23 |
1,509.78 |
15.4% |
115.99 |
1.2% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,218.84 |
2.618 |
10,067.00 |
1.618 |
9,973.96 |
1.000 |
9,916.46 |
0.618 |
9,880.92 |
HIGH |
9,823.42 |
0.618 |
9,787.88 |
0.500 |
9,776.90 |
0.382 |
9,765.92 |
LOW |
9,730.38 |
0.618 |
9,672.88 |
1.000 |
9,637.34 |
1.618 |
9,579.84 |
2.618 |
9,486.80 |
4.250 |
9,334.96 |
|
|
Fisher Pivots for day following 16-Oct-2003 |
Pivot |
1 day |
3 day |
R1 |
9,786.78 |
9,791.21 |
PP |
9,781.84 |
9,790.70 |
S1 |
9,776.90 |
9,790.20 |
|