Trading Metrics calculated at close of trading on 12-Nov-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2003 |
12-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
9,756.53 |
9,729.50 |
-27.03 |
-0.3% |
9,802.46 |
High |
9,761.20 |
9,859.34 |
98.14 |
1.0% |
9,903.57 |
Low |
9,719.05 |
9,729.42 |
10.37 |
0.1% |
9,773.12 |
Close |
9,737.79 |
9,848.83 |
111.04 |
1.1% |
9,809.79 |
Range |
42.15 |
129.92 |
87.77 |
208.2% |
130.45 |
ATR |
89.20 |
92.11 |
2.91 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,202.29 |
10,155.48 |
9,920.29 |
|
R3 |
10,072.37 |
10,025.56 |
9,884.56 |
|
R2 |
9,942.45 |
9,942.45 |
9,872.65 |
|
R1 |
9,895.64 |
9,895.64 |
9,860.74 |
9,919.05 |
PP |
9,812.53 |
9,812.53 |
9,812.53 |
9,824.23 |
S1 |
9,765.72 |
9,765.72 |
9,836.92 |
9,789.13 |
S2 |
9,682.61 |
9,682.61 |
9,825.01 |
|
S3 |
9,552.69 |
9,635.80 |
9,813.10 |
|
S4 |
9,422.77 |
9,505.88 |
9,777.37 |
|
|
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% |
92.40 |
0.9% |
70% |
False |
False |
|
10 |
9,903.57 |
9,719.05 |
184.52 |
1.9% |
82.96 |
0.8% |
70% |
False |
False |
|
20 |
9,903.57 |
9,497.72 |
405.85 |
4.1% |
88.72 |
0.9% |
87% |
False |
False |
|
40 |
9,903.57 |
9,230.47 |
673.10 |
6.8% |
98.81 |
1.0% |
92% |
False |
False |
|
60 |
9,903.57 |
9,230.47 |
673.10 |
6.8% |
97.36 |
1.0% |
92% |
False |
False |
|
80 |
9,903.57 |
8,997.11 |
906.46 |
9.2% |
101.43 |
1.0% |
94% |
False |
False |
|
100 |
9,903.57 |
8,871.20 |
1,032.37 |
10.5% |
106.37 |
1.1% |
95% |
False |
False |
|
120 |
9,903.57 |
8,540.59 |
1,362.98 |
13.8% |
111.25 |
1.1% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,411.50 |
2.618 |
10,199.47 |
1.618 |
10,069.55 |
1.000 |
9,989.26 |
0.618 |
9,939.63 |
HIGH |
9,859.34 |
0.618 |
9,809.71 |
0.500 |
9,794.38 |
0.382 |
9,779.05 |
LOW |
9,729.42 |
0.618 |
9,649.13 |
1.000 |
9,599.50 |
1.618 |
9,519.21 |
2.618 |
9,389.29 |
4.250 |
9,177.26 |
|
|
Fisher Pivots for day following 12-Nov-2003 |
Pivot |
1 day |
3 day |
R1 |
9,830.68 |
9,828.95 |
PP |
9,812.53 |
9,809.07 |
S1 |
9,794.38 |
9,789.20 |
|