Trading Metrics calculated at close of trading on 07-Nov-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2003 |
07-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
9,820.68 |
9,857.12 |
36.44 |
0.4% |
9,802.46 |
High |
9,870.60 |
9,903.57 |
32.97 |
0.3% |
9,903.57 |
Low |
9,773.12 |
9,798.61 |
25.49 |
0.3% |
9,773.12 |
Close |
9,856.97 |
9,809.79 |
-47.18 |
-0.5% |
9,809.79 |
Range |
97.48 |
104.96 |
7.48 |
7.7% |
130.45 |
ATR |
92.33 |
93.24 |
0.90 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,152.20 |
10,085.96 |
9,867.52 |
|
R3 |
10,047.24 |
9,981.00 |
9,838.65 |
|
R2 |
9,942.28 |
9,942.28 |
9,829.03 |
|
R1 |
9,876.04 |
9,876.04 |
9,819.41 |
9,856.68 |
PP |
9,837.32 |
9,837.32 |
9,837.32 |
9,827.65 |
S1 |
9,771.08 |
9,771.08 |
9,800.17 |
9,751.72 |
S2 |
9,732.36 |
9,732.36 |
9,790.55 |
|
S3 |
9,627.40 |
9,666.12 |
9,780.93 |
|
S4 |
9,522.44 |
9,561.16 |
9,752.06 |
|
|
Weekly Pivots for week ending 07-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,220.18 |
10,145.43 |
9,881.54 |
|
R3 |
10,089.73 |
10,014.98 |
9,845.66 |
|
R2 |
9,959.28 |
9,959.28 |
9,833.71 |
|
R1 |
9,884.53 |
9,884.53 |
9,821.75 |
9,921.91 |
PP |
9,828.83 |
9,828.83 |
9,828.83 |
9,847.51 |
S1 |
9,754.08 |
9,754.08 |
9,797.83 |
9,791.46 |
S2 |
9,698.38 |
9,698.38 |
9,785.87 |
|
S3 |
9,567.93 |
9,623.63 |
9,773.92 |
|
S4 |
9,437.48 |
9,493.18 |
9,738.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,903.57 |
9,773.12 |
130.45 |
1.3% |
86.44 |
0.9% |
28% |
True |
False |
|
10 |
9,903.57 |
9,584.54 |
319.03 |
3.3% |
85.21 |
0.9% |
71% |
True |
False |
|
20 |
9,903.57 |
9,497.72 |
405.85 |
4.1% |
89.44 |
0.9% |
77% |
True |
False |
|
40 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
98.17 |
1.0% |
86% |
True |
False |
|
60 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
97.16 |
1.0% |
86% |
True |
False |
|
80 |
9,903.57 |
8,997.11 |
906.46 |
9.2% |
103.01 |
1.1% |
90% |
True |
False |
|
100 |
9,903.57 |
8,871.20 |
1,032.37 |
10.5% |
107.93 |
1.1% |
91% |
True |
False |
|
120 |
9,903.57 |
8,431.21 |
1,472.36 |
15.0% |
111.54 |
1.1% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,349.65 |
2.618 |
10,178.36 |
1.618 |
10,073.40 |
1.000 |
10,008.53 |
0.618 |
9,968.44 |
HIGH |
9,903.57 |
0.618 |
9,863.48 |
0.500 |
9,851.09 |
0.382 |
9,838.70 |
LOW |
9,798.61 |
0.618 |
9,733.74 |
1.000 |
9,693.65 |
1.618 |
9,628.78 |
2.618 |
9,523.82 |
4.250 |
9,352.53 |
|
|
Fisher Pivots for day following 07-Nov-2003 |
Pivot |
1 day |
3 day |
R1 |
9,851.09 |
9,838.35 |
PP |
9,837.32 |
9,828.83 |
S1 |
9,823.56 |
9,819.31 |
|