Trading Metrics calculated at close of trading on 13-Nov-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2003 |
13-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
9,729.50 |
9,846.97 |
117.47 |
1.2% |
9,802.46 |
High |
9,859.34 |
9,852.90 |
-6.44 |
-0.1% |
9,903.57 |
Low |
9,729.42 |
9,792.01 |
62.59 |
0.6% |
9,773.12 |
Close |
9,848.83 |
9,837.94 |
-10.89 |
-0.1% |
9,809.79 |
Range |
129.92 |
60.89 |
-69.03 |
-53.1% |
130.45 |
ATR |
92.11 |
89.88 |
-2.23 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,010.29 |
9,985.00 |
9,871.43 |
|
R3 |
9,949.40 |
9,924.11 |
9,854.68 |
|
R2 |
9,888.51 |
9,888.51 |
9,849.10 |
|
R1 |
9,863.22 |
9,863.22 |
9,843.52 |
9,845.42 |
PP |
9,827.62 |
9,827.62 |
9,827.62 |
9,818.72 |
S1 |
9,802.33 |
9,802.33 |
9,832.36 |
9,784.53 |
S2 |
9,766.73 |
9,766.73 |
9,826.78 |
|
S3 |
9,705.84 |
9,741.44 |
9,821.20 |
|
S4 |
9,644.95 |
9,680.55 |
9,804.45 |
|
|
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% |
85.08 |
0.9% |
64% |
False |
False |
|
10 |
9,903.57 |
9,719.05 |
184.52 |
1.9% |
80.58 |
0.8% |
64% |
False |
False |
|
20 |
9,903.57 |
9,497.72 |
405.85 |
4.1% |
87.11 |
0.9% |
84% |
False |
False |
|
40 |
9,903.57 |
9,230.47 |
673.10 |
6.8% |
97.21 |
1.0% |
90% |
False |
False |
|
60 |
9,903.57 |
9,230.47 |
673.10 |
6.8% |
97.39 |
1.0% |
90% |
False |
False |
|
80 |
9,903.57 |
8,997.11 |
906.46 |
9.2% |
100.93 |
1.0% |
93% |
False |
False |
|
100 |
9,903.57 |
8,871.20 |
1,032.37 |
10.5% |
106.15 |
1.1% |
94% |
False |
False |
|
120 |
9,903.57 |
8,679.60 |
1,223.97 |
12.4% |
109.65 |
1.1% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,111.68 |
2.618 |
10,012.31 |
1.618 |
9,951.42 |
1.000 |
9,913.79 |
0.618 |
9,890.53 |
HIGH |
9,852.90 |
0.618 |
9,829.64 |
0.500 |
9,822.46 |
0.382 |
9,815.27 |
LOW |
9,792.01 |
0.618 |
9,754.38 |
1.000 |
9,731.12 |
1.618 |
9,693.49 |
2.618 |
9,632.60 |
4.250 |
9,533.23 |
|
|
Fisher Pivots for day following 13-Nov-2003 |
Pivot |
1 day |
3 day |
R1 |
9,832.78 |
9,821.69 |
PP |
9,827.62 |
9,805.44 |
S1 |
9,822.46 |
9,789.20 |
|