Trading Metrics calculated at close of trading on 20-Oct-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2003 |
20-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
9,791.86 |
9,721.50 |
-70.36 |
-0.7% |
9,675.72 |
High |
9,815.79 |
9,777.94 |
-37.85 |
-0.4% |
9,850.01 |
Low |
9,701.72 |
9,705.57 |
3.85 |
0.0% |
9,675.57 |
Close |
9,721.79 |
9,777.94 |
56.15 |
0.6% |
9,721.79 |
Range |
114.07 |
72.37 |
-41.70 |
-36.6% |
174.44 |
ATR |
103.78 |
101.53 |
-2.24 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,970.93 |
9,946.80 |
9,817.74 |
|
R3 |
9,898.56 |
9,874.43 |
9,797.84 |
|
R2 |
9,826.19 |
9,826.19 |
9,791.21 |
|
R1 |
9,802.06 |
9,802.06 |
9,784.57 |
9,814.13 |
PP |
9,753.82 |
9,753.82 |
9,753.82 |
9,759.85 |
S1 |
9,729.69 |
9,729.69 |
9,771.31 |
9,741.76 |
S2 |
9,681.45 |
9,681.45 |
9,764.67 |
|
S3 |
9,609.08 |
9,657.32 |
9,758.04 |
|
S4 |
9,536.71 |
9,584.95 |
9,738.14 |
|
|
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 |
9,701.72 |
148.29 |
1.5% |
89.14 |
0.9% |
51% |
False |
False |
|
10 |
9,850.01 |
9,536.02 |
313.99 |
3.2% |
94.02 |
1.0% |
77% |
False |
False |
|
20 |
9,850.01 |
9,230.47 |
619.54 |
6.3% |
105.84 |
1.1% |
88% |
False |
False |
|
40 |
9,850.01 |
9,230.47 |
619.54 |
6.3% |
101.10 |
1.0% |
88% |
False |
False |
|
60 |
9,850.01 |
8,997.11 |
852.90 |
8.7% |
102.41 |
1.0% |
92% |
False |
False |
|
80 |
9,850.01 |
8,871.20 |
978.81 |
10.0% |
109.91 |
1.1% |
93% |
False |
False |
|
100 |
9,850.01 |
8,711.39 |
1,138.62 |
11.6% |
113.39 |
1.2% |
94% |
False |
False |
|
120 |
9,850.01 |
8,340.23 |
1,509.78 |
15.4% |
115.76 |
1.2% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,085.51 |
2.618 |
9,967.40 |
1.618 |
9,895.03 |
1.000 |
9,850.31 |
0.618 |
9,822.66 |
HIGH |
9,777.94 |
0.618 |
9,750.29 |
0.500 |
9,741.76 |
0.382 |
9,733.22 |
LOW |
9,705.57 |
0.618 |
9,660.85 |
1.000 |
9,633.20 |
1.618 |
9,588.48 |
2.618 |
9,516.11 |
4.250 |
9,398.00 |
|
|
Fisher Pivots for day following 20-Oct-2003 |
Pivot |
1 day |
3 day |
R1 |
9,765.88 |
9,772.82 |
PP |
9,753.82 |
9,767.69 |
S1 |
9,741.76 |
9,762.57 |
|