Trading Metrics calculated at close of trading on 17-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2003 |
17-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,449.16 |
9,566.08 |
116.92 |
1.2% |
9,503.41 |
High |
9,571.13 |
9,594.43 |
23.30 |
0.2% |
9,599.34 |
Low |
9,449.16 |
9,536.81 |
87.65 |
0.9% |
9,380.95 |
Close |
9,567.34 |
9,545.65 |
-21.69 |
-0.2% |
9,471.55 |
Range |
121.97 |
57.62 |
-64.35 |
-52.8% |
218.39 |
ATR |
100.73 |
97.65 |
-3.08 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,731.82 |
9,696.36 |
9,577.34 |
|
R3 |
9,674.20 |
9,638.74 |
9,561.50 |
|
R2 |
9,616.58 |
9,616.58 |
9,556.21 |
|
R1 |
9,581.12 |
9,581.12 |
9,550.93 |
9,570.04 |
PP |
9,558.96 |
9,558.96 |
9,558.96 |
9,553.43 |
S1 |
9,523.50 |
9,523.50 |
9,540.37 |
9,512.42 |
S2 |
9,501.34 |
9,501.34 |
9,535.09 |
|
S3 |
9,443.72 |
9,465.88 |
9,529.80 |
|
S4 |
9,386.10 |
9,408.26 |
9,513.96 |
|
|
Weekly Pivots for week ending 12-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,139.12 |
10,023.72 |
9,591.66 |
|
R3 |
9,920.73 |
9,805.33 |
9,531.61 |
|
R2 |
9,702.34 |
9,702.34 |
9,511.59 |
|
R1 |
9,586.94 |
9,586.94 |
9,491.57 |
9,535.45 |
PP |
9,483.95 |
9,483.95 |
9,483.95 |
9,458.20 |
S1 |
9,368.55 |
9,368.55 |
9,451.53 |
9,317.06 |
S2 |
9,265.56 |
9,265.56 |
9,431.51 |
|
S3 |
9,047.17 |
9,150.16 |
9,411.49 |
|
S4 |
8,828.78 |
8,931.77 |
9,351.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,594.43 |
9,380.95 |
213.48 |
2.2% |
86.74 |
0.9% |
77% |
True |
False |
|
10 |
9,609.09 |
9,380.95 |
228.14 |
2.4% |
92.38 |
1.0% |
72% |
False |
False |
|
20 |
9,609.09 |
9,233.08 |
376.01 |
3.9% |
94.46 |
1.0% |
83% |
False |
False |
|
40 |
9,609.09 |
8,997.11 |
611.98 |
6.4% |
104.06 |
1.1% |
90% |
False |
False |
|
60 |
9,609.09 |
8,871.20 |
737.89 |
7.7% |
111.41 |
1.2% |
91% |
False |
False |
|
80 |
9,609.09 |
8,540.59 |
1,068.50 |
11.2% |
117.47 |
1.2% |
94% |
False |
False |
|
100 |
9,609.09 |
8,305.03 |
1,304.06 |
13.7% |
118.44 |
1.2% |
95% |
False |
False |
|
120 |
9,609.09 |
7,929.31 |
1,679.78 |
17.6% |
122.44 |
1.3% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,839.32 |
2.618 |
9,745.28 |
1.618 |
9,687.66 |
1.000 |
9,652.05 |
0.618 |
9,630.04 |
HIGH |
9,594.43 |
0.618 |
9,572.42 |
0.500 |
9,565.62 |
0.382 |
9,558.82 |
LOW |
9,536.81 |
0.618 |
9,501.20 |
1.000 |
9,479.19 |
1.618 |
9,443.58 |
2.618 |
9,385.96 |
4.250 |
9,291.93 |
|
|
Fisher Pivots for day following 17-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,565.62 |
9,535.61 |
PP |
9,558.96 |
9,525.56 |
S1 |
9,552.31 |
9,515.52 |
|