Trading Metrics calculated at close of trading on 04-Nov-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2003 |
04-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
9,802.46 |
9,857.49 |
55.03 |
0.6% |
9,584.54 |
High |
9,896.16 |
9,874.83 |
-21.33 |
-0.2% |
9,839.86 |
Low |
9,802.38 |
9,819.86 |
17.48 |
0.2% |
9,584.54 |
Close |
9,858.46 |
9,838.83 |
-19.63 |
-0.2% |
9,801.12 |
Range |
93.78 |
54.97 |
-38.81 |
-41.4% |
255.32 |
ATR |
95.69 |
92.78 |
-2.91 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,009.42 |
9,979.09 |
9,869.06 |
|
R3 |
9,954.45 |
9,924.12 |
9,853.95 |
|
R2 |
9,899.48 |
9,899.48 |
9,848.91 |
|
R1 |
9,869.15 |
9,869.15 |
9,843.87 |
9,856.83 |
PP |
9,844.51 |
9,844.51 |
9,844.51 |
9,838.35 |
S1 |
9,814.18 |
9,814.18 |
9,833.79 |
9,801.86 |
S2 |
9,789.54 |
9,789.54 |
9,828.75 |
|
S3 |
9,734.57 |
9,759.21 |
9,823.71 |
|
S4 |
9,679.60 |
9,704.24 |
9,808.60 |
|
|
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 |
9,724.68 |
171.48 |
1.7% |
69.84 |
0.7% |
67% |
False |
False |
|
10 |
9,896.16 |
9,497.72 |
398.44 |
4.0% |
90.42 |
0.9% |
86% |
False |
False |
|
20 |
9,896.16 |
9,497.72 |
398.44 |
4.0% |
88.67 |
0.9% |
86% |
False |
False |
|
40 |
9,896.16 |
9,230.47 |
665.69 |
6.8% |
98.69 |
1.0% |
91% |
False |
False |
|
60 |
9,896.16 |
9,208.80 |
687.36 |
7.0% |
97.53 |
1.0% |
92% |
False |
False |
|
80 |
9,896.16 |
8,997.11 |
899.05 |
9.1% |
103.89 |
1.1% |
94% |
False |
False |
|
100 |
9,896.16 |
8,871.20 |
1,024.96 |
10.4% |
108.96 |
1.1% |
94% |
False |
False |
|
120 |
9,896.16 |
8,416.72 |
1,479.44 |
15.0% |
112.72 |
1.1% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,108.45 |
2.618 |
10,018.74 |
1.618 |
9,963.77 |
1.000 |
9,929.80 |
0.618 |
9,908.80 |
HIGH |
9,874.83 |
0.618 |
9,853.83 |
0.500 |
9,847.35 |
0.382 |
9,840.86 |
LOW |
9,819.86 |
0.618 |
9,785.89 |
1.000 |
9,764.89 |
1.618 |
9,730.92 |
2.618 |
9,675.95 |
4.250 |
9,586.24 |
|
|
Fisher Pivots for day following 04-Nov-2003 |
Pivot |
1 day |
3 day |
R1 |
9,847.35 |
9,841.46 |
PP |
9,844.51 |
9,840.58 |
S1 |
9,841.67 |
9,839.71 |
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