Trading Metrics calculated at close of trading on 17-Oct-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2003 |
17-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
9,798.68 |
9,791.86 |
-6.82 |
-0.1% |
9,675.72 |
High |
9,823.42 |
9,815.79 |
-7.63 |
-0.1% |
9,850.01 |
Low |
9,730.38 |
9,701.72 |
-28.66 |
-0.3% |
9,675.57 |
Close |
9,791.72 |
9,721.79 |
-69.93 |
-0.7% |
9,721.79 |
Range |
93.04 |
114.07 |
21.03 |
22.6% |
174.44 |
ATR |
102.99 |
103.78 |
0.79 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,088.64 |
10,019.29 |
9,784.53 |
|
R3 |
9,974.57 |
9,905.22 |
9,753.16 |
|
R2 |
9,860.50 |
9,860.50 |
9,742.70 |
|
R1 |
9,791.15 |
9,791.15 |
9,732.25 |
9,768.79 |
PP |
9,746.43 |
9,746.43 |
9,746.43 |
9,735.26 |
S1 |
9,677.08 |
9,677.08 |
9,711.33 |
9,654.72 |
S2 |
9,632.36 |
9,632.36 |
9,700.88 |
|
S3 |
9,518.29 |
9,563.01 |
9,690.42 |
|
S4 |
9,404.22 |
9,448.94 |
9,659.05 |
|
|
Weekly Pivots for week ending 17-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,272.44 |
10,171.56 |
9,817.73 |
|
R3 |
10,098.00 |
9,997.12 |
9,769.76 |
|
R2 |
9,923.56 |
9,923.56 |
9,753.77 |
|
R1 |
9,822.68 |
9,822.68 |
9,737.78 |
9,873.12 |
PP |
9,749.12 |
9,749.12 |
9,749.12 |
9,774.35 |
S1 |
9,648.24 |
9,648.24 |
9,705.80 |
9,698.68 |
S2 |
9,574.68 |
9,574.68 |
9,689.81 |
|
S3 |
9,400.24 |
9,473.80 |
9,673.82 |
|
S4 |
9,225.80 |
9,299.36 |
9,625.85 |
|
|
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 |
9,675.57 |
174.44 |
1.8% |
96.25 |
1.0% |
26% |
False |
False |
|
10 |
9,850.01 |
9,536.02 |
313.99 |
3.2% |
93.02 |
1.0% |
59% |
False |
False |
|
20 |
9,850.01 |
9,230.47 |
619.54 |
6.4% |
109.23 |
1.1% |
79% |
False |
False |
|
40 |
9,850.01 |
9,230.47 |
619.54 |
6.4% |
103.14 |
1.1% |
79% |
False |
False |
|
60 |
9,850.01 |
8,997.11 |
852.90 |
8.8% |
104.52 |
1.1% |
85% |
False |
False |
|
80 |
9,850.01 |
8,871.20 |
978.81 |
10.1% |
110.32 |
1.1% |
87% |
False |
False |
|
100 |
9,850.01 |
8,679.60 |
1,170.41 |
12.0% |
114.50 |
1.2% |
89% |
False |
False |
|
120 |
9,850.01 |
8,340.23 |
1,509.78 |
15.5% |
115.96 |
1.2% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,300.59 |
2.618 |
10,114.43 |
1.618 |
10,000.36 |
1.000 |
9,929.86 |
0.618 |
9,886.29 |
HIGH |
9,815.79 |
0.618 |
9,772.22 |
0.500 |
9,758.76 |
0.382 |
9,745.29 |
LOW |
9,701.72 |
0.618 |
9,631.22 |
1.000 |
9,587.65 |
1.618 |
9,517.15 |
2.618 |
9,403.08 |
4.250 |
9,216.92 |
|
|
Fisher Pivots for day following 17-Oct-2003 |
Pivot |
1 day |
3 day |
R1 |
9,758.76 |
9,775.87 |
PP |
9,746.43 |
9,757.84 |
S1 |
9,734.11 |
9,739.82 |
|