| Trading Metrics calculated at close of trading on 09-Dec-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2003 |
09-Dec-2003 |
Change |
Change % |
Previous Week |
| Open |
9,862.01 |
9,966.45 |
104.44 |
1.1% |
9,785.35 |
| High |
9,970.16 |
10,003.10 |
32.94 |
0.3% |
9,942.01 |
| Low |
9,859.57 |
9,916.90 |
57.33 |
0.6% |
9,785.35 |
| Close |
9,965.27 |
9,923.42 |
-41.85 |
-0.4% |
9,862.68 |
| Range |
110.59 |
86.20 |
-24.39 |
-22.1% |
156.66 |
| ATR |
91.61 |
91.22 |
-0.39 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,206.41 |
10,151.11 |
9,970.83 |
|
| R3 |
10,120.21 |
10,064.91 |
9,947.13 |
|
| R2 |
10,034.01 |
10,034.01 |
9,939.22 |
|
| R1 |
9,978.71 |
9,978.71 |
9,931.32 |
9,963.26 |
| PP |
9,947.81 |
9,947.81 |
9,947.81 |
9,940.08 |
| S1 |
9,892.51 |
9,892.51 |
9,915.52 |
9,877.06 |
| S2 |
9,861.61 |
9,861.61 |
9,907.62 |
|
| S3 |
9,775.41 |
9,806.31 |
9,899.72 |
|
| S4 |
9,689.21 |
9,720.11 |
9,876.01 |
|
|
| Weekly Pivots for week ending 05-Dec-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,333.33 |
10,254.66 |
9,948.84 |
|
| R3 |
10,176.67 |
10,098.00 |
9,905.76 |
|
| R2 |
10,020.01 |
10,020.01 |
9,891.40 |
|
| R1 |
9,941.34 |
9,941.34 |
9,877.04 |
9,980.68 |
| PP |
9,863.35 |
9,863.35 |
9,863.35 |
9,883.01 |
| S1 |
9,784.68 |
9,784.68 |
9,848.32 |
9,824.02 |
| S2 |
9,706.69 |
9,706.69 |
9,833.96 |
|
| S3 |
9,550.03 |
9,628.02 |
9,819.60 |
|
| S4 |
9,393.37 |
9,471.36 |
9,776.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,003.10 |
9,846.31 |
156.79 |
1.6% |
86.51 |
0.9% |
49% |
True |
False |
|
| 10 |
10,003.10 |
9,706.01 |
297.09 |
3.0% |
81.29 |
0.8% |
73% |
True |
False |
|
| 20 |
10,003.10 |
9,585.50 |
417.60 |
4.2% |
92.75 |
0.9% |
81% |
True |
False |
|
| 40 |
10,003.10 |
9,497.72 |
505.38 |
5.1% |
90.58 |
0.9% |
84% |
True |
False |
|
| 60 |
10,003.10 |
9,230.47 |
772.63 |
7.8% |
96.91 |
1.0% |
90% |
True |
False |
|
| 80 |
10,003.10 |
9,230.47 |
772.63 |
7.8% |
96.46 |
1.0% |
90% |
True |
False |
|
| 100 |
10,003.10 |
8,997.11 |
1,005.99 |
10.1% |
100.47 |
1.0% |
92% |
True |
False |
|
| 120 |
10,003.10 |
8,871.20 |
1,131.90 |
11.4% |
104.81 |
1.1% |
93% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,369.45 |
|
2.618 |
10,228.77 |
|
1.618 |
10,142.57 |
|
1.000 |
10,089.30 |
|
0.618 |
10,056.37 |
|
HIGH |
10,003.10 |
|
0.618 |
9,970.17 |
|
0.500 |
9,960.00 |
|
0.382 |
9,949.83 |
|
LOW |
9,916.90 |
|
0.618 |
9,863.63 |
|
1.000 |
9,830.70 |
|
1.618 |
9,777.43 |
|
2.618 |
9,691.23 |
|
4.250 |
9,550.55 |
|
|
| Fisher Pivots for day following 09-Dec-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,960.00 |
9,924.71 |
| PP |
9,947.81 |
9,924.28 |
| S1 |
9,935.61 |
9,923.85 |
|