Trading Metrics calculated at close of trading on 14-Nov-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2003 |
14-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
9,846.97 |
9,836.46 |
-10.51 |
-0.1% |
9,807.49 |
High |
9,852.90 |
9,892.97 |
40.07 |
0.4% |
9,892.97 |
Low |
9,792.01 |
9,737.79 |
-54.22 |
-0.6% |
9,719.05 |
Close |
9,837.94 |
9,768.68 |
-69.26 |
-0.7% |
9,768.68 |
Range |
60.89 |
155.18 |
94.29 |
154.9% |
173.92 |
ATR |
89.88 |
94.55 |
4.66 |
5.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,265.35 |
10,172.20 |
9,854.03 |
|
R3 |
10,110.17 |
10,017.02 |
9,811.35 |
|
R2 |
9,954.99 |
9,954.99 |
9,797.13 |
|
R1 |
9,861.84 |
9,861.84 |
9,782.90 |
9,830.83 |
PP |
9,799.81 |
9,799.81 |
9,799.81 |
9,784.31 |
S1 |
9,706.66 |
9,706.66 |
9,754.46 |
9,675.65 |
S2 |
9,644.63 |
9,644.63 |
9,740.23 |
|
S3 |
9,489.45 |
9,551.48 |
9,726.01 |
|
S4 |
9,334.27 |
9,396.30 |
9,683.33 |
|
|
Weekly Pivots for week ending 14-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,315.33 |
10,215.92 |
9,864.34 |
|
R3 |
10,141.41 |
10,042.00 |
9,816.51 |
|
R2 |
9,967.49 |
9,967.49 |
9,800.57 |
|
R1 |
9,868.08 |
9,868.08 |
9,784.62 |
9,830.83 |
PP |
9,793.57 |
9,793.57 |
9,793.57 |
9,774.94 |
S1 |
9,694.16 |
9,694.16 |
9,752.74 |
9,656.91 |
S2 |
9,619.65 |
9,619.65 |
9,736.79 |
|
S3 |
9,445.73 |
9,520.24 |
9,720.85 |
|
S4 |
9,271.81 |
9,346.32 |
9,673.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,892.97 |
9,719.05 |
173.92 |
1.8% |
95.12 |
1.0% |
29% |
True |
False |
|
10 |
9,903.57 |
9,719.05 |
184.52 |
1.9% |
90.78 |
0.9% |
27% |
False |
False |
|
20 |
9,903.57 |
9,497.72 |
405.85 |
4.2% |
89.16 |
0.9% |
67% |
False |
False |
|
40 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
99.20 |
1.0% |
80% |
False |
False |
|
60 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
98.48 |
1.0% |
80% |
False |
False |
|
80 |
9,903.57 |
8,997.11 |
906.46 |
9.3% |
100.68 |
1.0% |
85% |
False |
False |
|
100 |
9,903.57 |
8,871.20 |
1,032.37 |
10.6% |
106.09 |
1.1% |
87% |
False |
False |
|
120 |
9,903.57 |
8,679.60 |
1,223.97 |
12.5% |
110.28 |
1.1% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,552.49 |
2.618 |
10,299.23 |
1.618 |
10,144.05 |
1.000 |
10,048.15 |
0.618 |
9,988.87 |
HIGH |
9,892.97 |
0.618 |
9,833.69 |
0.500 |
9,815.38 |
0.382 |
9,797.07 |
LOW |
9,737.79 |
0.618 |
9,641.89 |
1.000 |
9,582.61 |
1.618 |
9,486.71 |
2.618 |
9,331.53 |
4.250 |
9,078.28 |
|
|
Fisher Pivots for day following 14-Nov-2003 |
Pivot |
1 day |
3 day |
R1 |
9,815.38 |
9,811.20 |
PP |
9,799.81 |
9,797.02 |
S1 |
9,784.25 |
9,782.85 |
|