Trading Metrics calculated at close of trading on 03-Nov-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2003 |
03-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
9,786.75 |
9,802.46 |
15.71 |
0.2% |
9,584.54 |
High |
9,839.86 |
9,896.16 |
56.30 |
0.6% |
9,839.86 |
Low |
9,786.75 |
9,802.38 |
15.63 |
0.2% |
9,584.54 |
Close |
9,801.12 |
9,858.46 |
57.34 |
0.6% |
9,801.12 |
Range |
53.11 |
93.78 |
40.67 |
76.6% |
255.32 |
ATR |
95.73 |
95.69 |
-0.05 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,133.67 |
10,089.85 |
9,910.04 |
|
R3 |
10,039.89 |
9,996.07 |
9,884.25 |
|
R2 |
9,946.11 |
9,946.11 |
9,875.65 |
|
R1 |
9,902.29 |
9,902.29 |
9,867.06 |
9,924.20 |
PP |
9,852.33 |
9,852.33 |
9,852.33 |
9,863.29 |
S1 |
9,808.51 |
9,808.51 |
9,849.86 |
9,830.42 |
S2 |
9,758.55 |
9,758.55 |
9,841.27 |
|
S3 |
9,664.77 |
9,714.73 |
9,832.67 |
|
S4 |
9,570.99 |
9,620.95 |
9,806.88 |
|
|
Weekly Pivots for week ending 31-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,507.80 |
10,409.78 |
9,941.55 |
|
R3 |
10,252.48 |
10,154.46 |
9,871.33 |
|
R2 |
9,997.16 |
9,997.16 |
9,847.93 |
|
R1 |
9,899.14 |
9,899.14 |
9,824.52 |
9,948.15 |
PP |
9,741.84 |
9,741.84 |
9,741.84 |
9,766.35 |
S1 |
9,643.82 |
9,643.82 |
9,777.72 |
9,692.83 |
S2 |
9,486.52 |
9,486.52 |
9,754.31 |
|
S3 |
9,231.20 |
9,388.50 |
9,730.91 |
|
S4 |
8,975.88 |
9,133.18 |
9,660.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,896.16 |
9,609.72 |
286.44 |
2.9% |
86.89 |
0.9% |
87% |
True |
False |
|
10 |
9,896.16 |
9,497.72 |
398.44 |
4.0% |
89.68 |
0.9% |
91% |
True |
False |
|
20 |
9,896.16 |
9,497.72 |
398.44 |
4.0% |
91.85 |
0.9% |
91% |
True |
False |
|
40 |
9,896.16 |
9,230.47 |
665.69 |
6.8% |
99.67 |
1.0% |
94% |
True |
False |
|
60 |
9,896.16 |
9,146.62 |
749.54 |
7.6% |
98.36 |
1.0% |
95% |
True |
False |
|
80 |
9,896.16 |
8,997.11 |
899.05 |
9.1% |
105.10 |
1.1% |
96% |
True |
False |
|
100 |
9,896.16 |
8,871.20 |
1,024.96 |
10.4% |
109.90 |
1.1% |
96% |
True |
False |
|
120 |
9,896.16 |
8,416.72 |
1,479.44 |
15.0% |
112.97 |
1.1% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,294.73 |
2.618 |
10,141.68 |
1.618 |
10,047.90 |
1.000 |
9,989.94 |
0.618 |
9,954.12 |
HIGH |
9,896.16 |
0.618 |
9,860.34 |
0.500 |
9,849.27 |
0.382 |
9,838.20 |
LOW |
9,802.38 |
0.618 |
9,744.42 |
1.000 |
9,708.60 |
1.618 |
9,650.64 |
2.618 |
9,556.86 |
4.250 |
9,403.82 |
|
|
Fisher Pivots for day following 03-Nov-2003 |
Pivot |
1 day |
3 day |
R1 |
9,855.40 |
9,847.34 |
PP |
9,852.33 |
9,836.21 |
S1 |
9,849.27 |
9,825.09 |
|