Trading Metrics calculated at close of trading on 11-Nov-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2003 |
11-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
9,807.49 |
9,756.53 |
-50.96 |
-0.5% |
9,802.46 |
High |
9,824.38 |
9,761.20 |
-63.18 |
-0.6% |
9,903.57 |
Low |
9,736.90 |
9,719.05 |
-17.85 |
-0.2% |
9,773.12 |
Close |
9,756.53 |
9,737.79 |
-18.74 |
-0.2% |
9,809.79 |
Range |
87.48 |
42.15 |
-45.33 |
-51.8% |
130.45 |
ATR |
92.82 |
89.20 |
-3.62 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,865.80 |
9,843.94 |
9,760.97 |
|
R3 |
9,823.65 |
9,801.79 |
9,749.38 |
|
R2 |
9,781.50 |
9,781.50 |
9,745.52 |
|
R1 |
9,759.64 |
9,759.64 |
9,741.65 |
9,749.50 |
PP |
9,739.35 |
9,739.35 |
9,739.35 |
9,734.27 |
S1 |
9,717.49 |
9,717.49 |
9,733.93 |
9,707.35 |
S2 |
9,697.20 |
9,697.20 |
9,730.06 |
|
S3 |
9,655.05 |
9,675.34 |
9,726.20 |
|
S4 |
9,612.90 |
9,633.19 |
9,714.61 |
|
|
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 |
9,719.05 |
184.52 |
1.9% |
82.62 |
0.8% |
10% |
False |
True |
|
10 |
9,903.57 |
9,719.05 |
184.52 |
1.9% |
76.23 |
0.8% |
10% |
False |
True |
|
20 |
9,903.57 |
9,497.72 |
405.85 |
4.2% |
86.50 |
0.9% |
59% |
False |
False |
|
40 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
97.00 |
1.0% |
75% |
False |
False |
|
60 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
96.75 |
1.0% |
75% |
False |
False |
|
80 |
9,903.57 |
8,997.11 |
906.46 |
9.3% |
101.52 |
1.0% |
82% |
False |
False |
|
100 |
9,903.57 |
8,871.20 |
1,032.37 |
10.6% |
106.68 |
1.1% |
84% |
False |
False |
|
120 |
9,903.57 |
8,540.59 |
1,362.98 |
14.0% |
110.87 |
1.1% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,940.34 |
2.618 |
9,871.55 |
1.618 |
9,829.40 |
1.000 |
9,803.35 |
0.618 |
9,787.25 |
HIGH |
9,761.20 |
0.618 |
9,745.10 |
0.500 |
9,740.13 |
0.382 |
9,735.15 |
LOW |
9,719.05 |
0.618 |
9,693.00 |
1.000 |
9,676.90 |
1.618 |
9,650.85 |
2.618 |
9,608.70 |
4.250 |
9,539.91 |
|
|
Fisher Pivots for day following 11-Nov-2003 |
Pivot |
1 day |
3 day |
R1 |
9,740.13 |
9,811.31 |
PP |
9,739.35 |
9,786.80 |
S1 |
9,738.57 |
9,762.30 |
|