Trading Metrics calculated at close of trading on 19-Nov-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2003 |
19-Nov-2003 |
Change |
Change % |
Previous Week |
Open |
9,711.44 |
9,620.68 |
-90.76 |
-0.9% |
9,807.49 |
High |
9,750.46 |
9,707.64 |
-42.82 |
-0.4% |
9,892.97 |
Low |
9,622.39 |
9,614.24 |
-8.15 |
-0.1% |
9,719.05 |
Close |
9,624.16 |
9,690.46 |
66.30 |
0.7% |
9,768.68 |
Range |
128.07 |
93.40 |
-34.67 |
-27.1% |
173.92 |
ATR |
99.88 |
99.41 |
-0.46 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,950.98 |
9,914.12 |
9,741.83 |
|
R3 |
9,857.58 |
9,820.72 |
9,716.15 |
|
R2 |
9,764.18 |
9,764.18 |
9,707.58 |
|
R1 |
9,727.32 |
9,727.32 |
9,699.02 |
9,745.75 |
PP |
9,670.78 |
9,670.78 |
9,670.78 |
9,680.00 |
S1 |
9,633.92 |
9,633.92 |
9,681.90 |
9,652.35 |
S2 |
9,577.38 |
9,577.38 |
9,673.34 |
|
S3 |
9,483.98 |
9,540.52 |
9,664.78 |
|
S4 |
9,390.58 |
9,447.12 |
9,639.09 |
|
|
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 |
9,614.24 |
278.73 |
2.9% |
114.66 |
1.2% |
27% |
False |
True |
|
10 |
9,903.57 |
9,614.24 |
289.33 |
3.0% |
103.53 |
1.1% |
26% |
False |
True |
|
20 |
9,903.57 |
9,497.72 |
405.85 |
4.2% |
92.93 |
1.0% |
47% |
False |
False |
|
40 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
98.59 |
1.0% |
68% |
False |
False |
|
60 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
98.69 |
1.0% |
68% |
False |
False |
|
80 |
9,903.57 |
8,997.11 |
906.46 |
9.4% |
100.27 |
1.0% |
76% |
False |
False |
|
100 |
9,903.57 |
8,871.20 |
1,032.37 |
10.7% |
106.28 |
1.1% |
79% |
False |
False |
|
120 |
9,903.57 |
8,861.32 |
1,042.25 |
10.8% |
109.16 |
1.1% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,104.59 |
2.618 |
9,952.16 |
1.618 |
9,858.76 |
1.000 |
9,801.04 |
0.618 |
9,765.36 |
HIGH |
9,707.64 |
0.618 |
9,671.96 |
0.500 |
9,660.94 |
0.382 |
9,649.92 |
LOW |
9,614.24 |
0.618 |
9,556.52 |
1.000 |
9,520.84 |
1.618 |
9,463.12 |
2.618 |
9,369.72 |
4.250 |
9,217.29 |
|
|
Fisher Pivots for day following 19-Nov-2003 |
Pivot |
1 day |
3 day |
R1 |
9,680.62 |
9,690.29 |
PP |
9,670.78 |
9,690.11 |
S1 |
9,660.94 |
9,689.94 |
|