Trading Metrics calculated at close of trading on 09-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2003 |
09-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,503.41 |
9,584.92 |
81.51 |
0.9% |
9,416.67 |
High |
9,599.34 |
9,584.95 |
-14.39 |
-0.1% |
9,609.09 |
Low |
9,503.41 |
9,490.84 |
-12.57 |
-0.1% |
9,389.58 |
Close |
9,586.29 |
9,507.20 |
-79.09 |
-0.8% |
9,503.34 |
Range |
95.93 |
94.11 |
-1.82 |
-1.9% |
219.51 |
ATR |
103.14 |
102.59 |
-0.55 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,809.99 |
9,752.71 |
9,558.96 |
|
R3 |
9,715.88 |
9,658.60 |
9,533.08 |
|
R2 |
9,621.77 |
9,621.77 |
9,524.45 |
|
R1 |
9,564.49 |
9,564.49 |
9,515.83 |
9,546.08 |
PP |
9,527.66 |
9,527.66 |
9,527.66 |
9,518.46 |
S1 |
9,470.38 |
9,470.38 |
9,498.57 |
9,451.97 |
S2 |
9,433.55 |
9,433.55 |
9,489.95 |
|
S3 |
9,339.44 |
9,376.27 |
9,481.32 |
|
S4 |
9,245.33 |
9,282.16 |
9,455.44 |
|
|
Weekly Pivots for week ending 05-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,159.20 |
10,050.78 |
9,624.07 |
|
R3 |
9,939.69 |
9,831.27 |
9,563.71 |
|
R2 |
9,720.18 |
9,720.18 |
9,543.58 |
|
R1 |
9,611.76 |
9,611.76 |
9,523.46 |
9,665.97 |
PP |
9,500.67 |
9,500.67 |
9,500.67 |
9,527.78 |
S1 |
9,392.25 |
9,392.25 |
9,483.22 |
9,446.46 |
S2 |
9,281.16 |
9,281.16 |
9,463.10 |
|
S3 |
9,061.65 |
9,172.74 |
9,442.97 |
|
S4 |
8,842.14 |
8,953.23 |
9,382.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,609.09 |
9,461.37 |
147.72 |
1.6% |
93.69 |
1.0% |
31% |
False |
False |
|
10 |
9,609.09 |
9,233.08 |
376.01 |
4.0% |
97.83 |
1.0% |
73% |
False |
False |
|
20 |
9,609.09 |
9,208.80 |
400.29 |
4.2% |
95.21 |
1.0% |
75% |
False |
False |
|
40 |
9,609.09 |
8,997.11 |
611.98 |
6.4% |
109.09 |
1.1% |
83% |
False |
False |
|
60 |
9,609.09 |
8,871.20 |
737.89 |
7.8% |
115.81 |
1.2% |
86% |
False |
False |
|
80 |
9,609.09 |
8,416.72 |
1,192.37 |
12.5% |
119.73 |
1.3% |
91% |
False |
False |
|
100 |
9,609.09 |
8,235.41 |
1,373.68 |
14.4% |
120.80 |
1.3% |
93% |
False |
False |
|
120 |
9,609.09 |
7,929.31 |
1,679.78 |
17.7% |
127.55 |
1.3% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,984.92 |
2.618 |
9,831.33 |
1.618 |
9,737.22 |
1.000 |
9,679.06 |
0.618 |
9,643.11 |
HIGH |
9,584.95 |
0.618 |
9,549.00 |
0.500 |
9,537.90 |
0.382 |
9,526.79 |
LOW |
9,490.84 |
0.618 |
9,432.68 |
1.000 |
9,396.73 |
1.618 |
9,338.57 |
2.618 |
9,244.46 |
4.250 |
9,090.87 |
|
|
Fisher Pivots for day following 09-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,537.90 |
9,530.36 |
PP |
9,527.66 |
9,522.64 |
S1 |
9,517.43 |
9,514.92 |
|