Trading Metrics calculated at close of trading on 17-Nov-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2003 |
17-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
9,836.46 |
9,765.64 |
-70.82 |
-0.7% |
9,807.49 |
High |
9,892.97 |
9,765.64 |
-127.33 |
-1.3% |
9,892.97 |
Low |
9,737.79 |
9,629.87 |
-107.92 |
-1.1% |
9,719.05 |
Close |
9,768.68 |
9,710.83 |
-57.85 |
-0.6% |
9,768.68 |
Range |
155.18 |
135.77 |
-19.41 |
-12.5% |
173.92 |
ATR |
94.55 |
97.71 |
3.16 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,109.42 |
10,045.90 |
9,785.50 |
|
R3 |
9,973.65 |
9,910.13 |
9,748.17 |
|
R2 |
9,837.88 |
9,837.88 |
9,735.72 |
|
R1 |
9,774.36 |
9,774.36 |
9,723.28 |
9,738.24 |
PP |
9,702.11 |
9,702.11 |
9,702.11 |
9,684.05 |
S1 |
9,638.59 |
9,638.59 |
9,698.38 |
9,602.47 |
S2 |
9,566.34 |
9,566.34 |
9,685.94 |
|
S3 |
9,430.57 |
9,502.82 |
9,673.49 |
|
S4 |
9,294.80 |
9,367.05 |
9,636.16 |
|
|
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 |
9,629.87 |
263.10 |
2.7% |
104.78 |
1.1% |
31% |
False |
True |
|
10 |
9,903.57 |
9,629.87 |
273.70 |
2.8% |
94.98 |
1.0% |
30% |
False |
True |
|
20 |
9,903.57 |
9,497.72 |
405.85 |
4.2% |
92.33 |
1.0% |
53% |
False |
False |
|
40 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
99.09 |
1.0% |
71% |
False |
False |
|
60 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
98.17 |
1.0% |
71% |
False |
False |
|
80 |
9,903.57 |
8,997.11 |
906.46 |
9.3% |
99.89 |
1.0% |
79% |
False |
False |
|
100 |
9,903.57 |
8,871.20 |
1,032.37 |
10.6% |
106.40 |
1.1% |
81% |
False |
False |
|
120 |
9,903.57 |
8,711.39 |
1,192.18 |
12.3% |
109.88 |
1.1% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,342.66 |
2.618 |
10,121.09 |
1.618 |
9,985.32 |
1.000 |
9,901.41 |
0.618 |
9,849.55 |
HIGH |
9,765.64 |
0.618 |
9,713.78 |
0.500 |
9,697.76 |
0.382 |
9,681.73 |
LOW |
9,629.87 |
0.618 |
9,545.96 |
1.000 |
9,494.10 |
1.618 |
9,410.19 |
2.618 |
9,274.42 |
4.250 |
9,052.85 |
|
|
Fisher Pivots for day following 17-Nov-2003 |
Pivot |
1 day |
3 day |
R1 |
9,706.47 |
9,761.42 |
PP |
9,702.11 |
9,744.56 |
S1 |
9,697.76 |
9,727.69 |
|