Trading Metrics calculated at close of trading on 05-Nov-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2003 |
05-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
9,857.49 |
9,837.64 |
-19.85 |
-0.2% |
9,584.54 |
High |
9,874.83 |
9,859.34 |
-15.49 |
-0.2% |
9,839.86 |
Low |
9,819.86 |
9,778.31 |
-41.55 |
-0.4% |
9,584.54 |
Close |
9,838.83 |
9,820.83 |
-18.00 |
-0.2% |
9,801.12 |
Range |
54.97 |
81.03 |
26.06 |
47.4% |
255.32 |
ATR |
92.78 |
91.94 |
-0.84 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,062.58 |
10,022.74 |
9,865.40 |
|
R3 |
9,981.55 |
9,941.71 |
9,843.11 |
|
R2 |
9,900.52 |
9,900.52 |
9,835.69 |
|
R1 |
9,860.68 |
9,860.68 |
9,828.26 |
9,840.09 |
PP |
9,819.49 |
9,819.49 |
9,819.49 |
9,809.20 |
S1 |
9,779.65 |
9,779.65 |
9,813.40 |
9,759.06 |
S2 |
9,738.46 |
9,738.46 |
9,805.97 |
|
S3 |
9,657.43 |
9,698.62 |
9,798.55 |
|
S4 |
9,576.40 |
9,617.59 |
9,776.26 |
|
|
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 |
9,754.01 |
142.15 |
1.4% |
73.53 |
0.7% |
47% |
False |
False |
|
10 |
9,896.16 |
9,497.72 |
398.44 |
4.1% |
82.34 |
0.8% |
81% |
False |
False |
|
20 |
9,896.16 |
9,497.72 |
398.44 |
4.1% |
88.88 |
0.9% |
81% |
False |
False |
|
40 |
9,896.16 |
9,230.47 |
665.69 |
6.8% |
98.10 |
1.0% |
89% |
False |
False |
|
60 |
9,896.16 |
9,218.82 |
677.34 |
6.9% |
97.19 |
1.0% |
89% |
False |
False |
|
80 |
9,896.16 |
8,997.11 |
899.05 |
9.2% |
103.07 |
1.0% |
92% |
False |
False |
|
100 |
9,896.16 |
8,871.20 |
1,024.96 |
10.4% |
107.76 |
1.1% |
93% |
False |
False |
|
120 |
9,896.16 |
8,416.72 |
1,479.44 |
15.1% |
112.58 |
1.1% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,203.72 |
2.618 |
10,071.48 |
1.618 |
9,990.45 |
1.000 |
9,940.37 |
0.618 |
9,909.42 |
HIGH |
9,859.34 |
0.618 |
9,828.39 |
0.500 |
9,818.83 |
0.382 |
9,809.26 |
LOW |
9,778.31 |
0.618 |
9,728.23 |
1.000 |
9,697.28 |
1.618 |
9,647.20 |
2.618 |
9,566.17 |
4.250 |
9,433.93 |
|
|
Fisher Pivots for day following 05-Nov-2003 |
Pivot |
1 day |
3 day |
R1 |
9,820.16 |
9,837.24 |
PP |
9,819.49 |
9,831.77 |
S1 |
9,818.83 |
9,826.30 |
|