| Trading Metrics calculated at close of trading on 19-Sep-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2003 |
19-Sep-2003 |
Change |
Change % |
Previous Week |
| Open |
9,544.04 |
9,661.80 |
117.76 |
1.2% |
9,471.19 |
| High |
9,662.84 |
9,686.08 |
23.24 |
0.2% |
9,686.08 |
| Low |
9,538.28 |
9,610.15 |
71.87 |
0.8% |
9,436.60 |
| Close |
9,659.13 |
9,644.82 |
-14.31 |
-0.1% |
9,644.82 |
| Range |
124.56 |
75.93 |
-48.63 |
-39.0% |
249.48 |
| ATR |
99.58 |
97.89 |
-1.69 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,874.81 |
9,835.74 |
9,686.58 |
|
| R3 |
9,798.88 |
9,759.81 |
9,665.70 |
|
| R2 |
9,722.95 |
9,722.95 |
9,658.74 |
|
| R1 |
9,683.88 |
9,683.88 |
9,651.78 |
9,665.45 |
| PP |
9,647.02 |
9,647.02 |
9,647.02 |
9,637.80 |
| S1 |
9,607.95 |
9,607.95 |
9,637.86 |
9,589.52 |
| S2 |
9,571.09 |
9,571.09 |
9,630.90 |
|
| S3 |
9,495.16 |
9,532.02 |
9,623.94 |
|
| S4 |
9,419.23 |
9,456.09 |
9,603.06 |
|
|
| Weekly Pivots for week ending 19-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,337.61 |
10,240.69 |
9,782.03 |
|
| R3 |
10,088.13 |
9,991.21 |
9,713.43 |
|
| R2 |
9,838.65 |
9,838.65 |
9,690.56 |
|
| R1 |
9,741.73 |
9,741.73 |
9,667.69 |
9,790.19 |
| PP |
9,589.17 |
9,589.17 |
9,589.17 |
9,613.40 |
| S1 |
9,492.25 |
9,492.25 |
9,621.95 |
9,540.71 |
| S2 |
9,339.69 |
9,339.69 |
9,599.08 |
|
| S3 |
9,090.21 |
9,242.77 |
9,576.21 |
|
| S4 |
8,840.73 |
8,993.29 |
9,507.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,686.08 |
9,436.60 |
249.48 |
2.6% |
86.88 |
0.9% |
83% |
True |
False |
|
| 10 |
9,686.08 |
9,380.95 |
305.13 |
3.2% |
92.88 |
1.0% |
86% |
True |
False |
|
| 20 |
9,686.08 |
9,233.08 |
453.00 |
4.7% |
97.05 |
1.0% |
91% |
True |
False |
|
| 40 |
9,686.08 |
8,997.11 |
688.97 |
7.1% |
102.17 |
1.1% |
94% |
True |
False |
|
| 60 |
9,686.08 |
8,871.20 |
814.88 |
8.4% |
110.68 |
1.1% |
95% |
True |
False |
|
| 80 |
9,686.08 |
8,679.60 |
1,006.48 |
10.4% |
115.82 |
1.2% |
96% |
True |
False |
|
| 100 |
9,686.08 |
8,340.23 |
1,345.85 |
14.0% |
117.31 |
1.2% |
97% |
True |
False |
|
| 120 |
9,686.08 |
7,979.69 |
1,706.39 |
17.7% |
121.51 |
1.3% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,008.78 |
|
2.618 |
9,884.86 |
|
1.618 |
9,808.93 |
|
1.000 |
9,762.01 |
|
0.618 |
9,733.00 |
|
HIGH |
9,686.08 |
|
0.618 |
9,657.07 |
|
0.500 |
9,648.12 |
|
0.382 |
9,639.16 |
|
LOW |
9,610.15 |
|
0.618 |
9,563.23 |
|
1.000 |
9,534.22 |
|
1.618 |
9,487.30 |
|
2.618 |
9,411.37 |
|
4.250 |
9,287.45 |
|
|
| Fisher Pivots for day following 19-Sep-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,648.12 |
9,633.70 |
| PP |
9,647.02 |
9,622.57 |
| S1 |
9,645.92 |
9,611.45 |
|