| Trading Metrics calculated at close of trading on 18-Nov-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2003 |
18-Nov-2003 |
Change |
Change % |
Previous Week |
| Open |
9,765.64 |
9,711.44 |
-54.20 |
-0.6% |
9,807.49 |
| High |
9,765.64 |
9,750.46 |
-15.18 |
-0.2% |
9,892.97 |
| Low |
9,629.87 |
9,622.39 |
-7.48 |
-0.1% |
9,719.05 |
| Close |
9,710.83 |
9,624.16 |
-86.67 |
-0.9% |
9,768.68 |
| Range |
135.77 |
128.07 |
-7.70 |
-5.7% |
173.92 |
| ATR |
97.71 |
99.88 |
2.17 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,049.88 |
9,965.09 |
9,694.60 |
|
| R3 |
9,921.81 |
9,837.02 |
9,659.38 |
|
| R2 |
9,793.74 |
9,793.74 |
9,647.64 |
|
| R1 |
9,708.95 |
9,708.95 |
9,635.90 |
9,687.31 |
| PP |
9,665.67 |
9,665.67 |
9,665.67 |
9,654.85 |
| S1 |
9,580.88 |
9,580.88 |
9,612.42 |
9,559.24 |
| S2 |
9,537.60 |
9,537.60 |
9,600.68 |
|
| S3 |
9,409.53 |
9,452.81 |
9,588.94 |
|
| S4 |
9,281.46 |
9,324.74 |
9,553.72 |
|
|
| 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 |
9,622.39 |
270.58 |
2.8% |
121.97 |
1.3% |
1% |
False |
True |
|
| 10 |
9,903.57 |
9,622.39 |
281.18 |
2.9% |
102.29 |
1.1% |
1% |
False |
True |
|
| 20 |
9,903.57 |
9,497.72 |
405.85 |
4.2% |
96.36 |
1.0% |
31% |
False |
False |
|
| 40 |
9,903.57 |
9,230.47 |
673.10 |
7.0% |
100.49 |
1.0% |
58% |
False |
False |
|
| 60 |
9,903.57 |
9,230.47 |
673.10 |
7.0% |
99.15 |
1.0% |
58% |
False |
False |
|
| 80 |
9,903.57 |
8,997.11 |
906.46 |
9.4% |
100.62 |
1.0% |
69% |
False |
False |
|
| 100 |
9,903.57 |
8,871.20 |
1,032.37 |
10.7% |
106.32 |
1.1% |
73% |
False |
False |
|
| 120 |
9,903.57 |
8,851.45 |
1,052.12 |
10.9% |
109.64 |
1.1% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,294.76 |
|
2.618 |
10,085.75 |
|
1.618 |
9,957.68 |
|
1.000 |
9,878.53 |
|
0.618 |
9,829.61 |
|
HIGH |
9,750.46 |
|
0.618 |
9,701.54 |
|
0.500 |
9,686.43 |
|
0.382 |
9,671.31 |
|
LOW |
9,622.39 |
|
0.618 |
9,543.24 |
|
1.000 |
9,494.32 |
|
1.618 |
9,415.17 |
|
2.618 |
9,287.10 |
|
4.250 |
9,078.09 |
|
|
| Fisher Pivots for day following 18-Nov-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,686.43 |
9,757.68 |
| PP |
9,665.67 |
9,713.17 |
| S1 |
9,644.92 |
9,668.67 |
|