Trading Metrics calculated at close of trading on 06-Nov-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2003 |
06-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
9,837.64 |
9,820.68 |
-16.96 |
-0.2% |
9,584.54 |
High |
9,859.34 |
9,870.60 |
11.26 |
0.1% |
9,839.86 |
Low |
9,778.31 |
9,773.12 |
-5.19 |
-0.1% |
9,584.54 |
Close |
9,820.83 |
9,856.97 |
36.14 |
0.4% |
9,801.12 |
Range |
81.03 |
97.48 |
16.45 |
20.3% |
255.32 |
ATR |
91.94 |
92.33 |
0.40 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,126.00 |
10,088.97 |
9,910.58 |
|
R3 |
10,028.52 |
9,991.49 |
9,883.78 |
|
R2 |
9,931.04 |
9,931.04 |
9,874.84 |
|
R1 |
9,894.01 |
9,894.01 |
9,865.91 |
9,912.53 |
PP |
9,833.56 |
9,833.56 |
9,833.56 |
9,842.82 |
S1 |
9,796.53 |
9,796.53 |
9,848.03 |
9,815.05 |
S2 |
9,736.08 |
9,736.08 |
9,839.10 |
|
S3 |
9,638.60 |
9,699.05 |
9,830.16 |
|
S4 |
9,541.12 |
9,601.57 |
9,803.36 |
|
|
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 |
9,773.12 |
123.04 |
1.2% |
76.07 |
0.8% |
68% |
False |
True |
|
10 |
9,896.16 |
9,497.72 |
398.44 |
4.0% |
85.04 |
0.9% |
90% |
False |
False |
|
20 |
9,896.16 |
9,497.72 |
398.44 |
4.0% |
86.98 |
0.9% |
90% |
False |
False |
|
40 |
9,896.16 |
9,230.47 |
665.69 |
6.8% |
98.23 |
1.0% |
94% |
False |
False |
|
60 |
9,896.16 |
9,218.82 |
677.34 |
6.9% |
97.34 |
1.0% |
94% |
False |
False |
|
80 |
9,896.16 |
8,997.11 |
899.05 |
9.1% |
102.89 |
1.0% |
96% |
False |
False |
|
100 |
9,896.16 |
8,871.20 |
1,024.96 |
10.4% |
107.89 |
1.1% |
96% |
False |
False |
|
120 |
9,896.16 |
8,416.72 |
1,479.44 |
15.0% |
111.78 |
1.1% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,284.89 |
2.618 |
10,125.80 |
1.618 |
10,028.32 |
1.000 |
9,968.08 |
0.618 |
9,930.84 |
HIGH |
9,870.60 |
0.618 |
9,833.36 |
0.500 |
9,821.86 |
0.382 |
9,810.36 |
LOW |
9,773.12 |
0.618 |
9,712.88 |
1.000 |
9,675.64 |
1.618 |
9,615.40 |
2.618 |
9,517.92 |
4.250 |
9,358.83 |
|
|
Fisher Pivots for day following 06-Nov-2003 |
Pivot |
1 day |
3 day |
R1 |
9,845.27 |
9,845.97 |
PP |
9,833.56 |
9,834.97 |
S1 |
9,821.86 |
9,823.98 |
|