| Trading Metrics calculated at close of trading on 02-Oct-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2003 |
02-Oct-2003 |
Change |
Change % |
Previous Week |
| Open |
9,276.80 |
9,464.76 |
187.96 |
2.0% |
9,641.80 |
| High |
9,472.76 |
9,511.06 |
38.30 |
0.4% |
9,641.87 |
| Low |
9,276.80 |
9,427.65 |
150.85 |
1.6% |
9,303.82 |
| Close |
9,469.20 |
9,487.80 |
18.60 |
0.2% |
9,313.08 |
| Range |
195.96 |
83.41 |
-112.55 |
-57.4% |
338.05 |
| ATR |
111.42 |
109.42 |
-2.00 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,725.73 |
9,690.18 |
9,533.68 |
|
| R3 |
9,642.32 |
9,606.77 |
9,510.74 |
|
| R2 |
9,558.91 |
9,558.91 |
9,503.09 |
|
| R1 |
9,523.36 |
9,523.36 |
9,495.45 |
9,541.14 |
| PP |
9,475.50 |
9,475.50 |
9,475.50 |
9,484.39 |
| S1 |
9,439.95 |
9,439.95 |
9,480.15 |
9,457.73 |
| S2 |
9,392.09 |
9,392.09 |
9,472.51 |
|
| S3 |
9,308.68 |
9,356.54 |
9,464.86 |
|
| S4 |
9,225.27 |
9,273.13 |
9,441.92 |
|
|
| Weekly Pivots for week ending 26-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,433.74 |
10,211.46 |
9,499.01 |
|
| R3 |
10,095.69 |
9,873.41 |
9,406.04 |
|
| R2 |
9,757.64 |
9,757.64 |
9,375.06 |
|
| R1 |
9,535.36 |
9,535.36 |
9,344.07 |
9,477.48 |
| PP |
9,419.59 |
9,419.59 |
9,419.59 |
9,390.65 |
| S1 |
9,197.31 |
9,197.31 |
9,282.09 |
9,139.43 |
| S2 |
9,081.54 |
9,081.54 |
9,251.10 |
|
| S3 |
8,743.49 |
8,859.26 |
9,220.12 |
|
| S4 |
8,405.44 |
8,521.21 |
9,127.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,511.06 |
9,230.47 |
280.59 |
3.0% |
116.71 |
1.2% |
92% |
True |
False |
|
| 10 |
9,686.08 |
9,230.47 |
455.61 |
4.8% |
115.64 |
1.2% |
56% |
False |
False |
|
| 20 |
9,686.08 |
9,230.47 |
455.61 |
4.8% |
106.87 |
1.1% |
56% |
False |
False |
|
| 40 |
9,686.08 |
9,031.14 |
654.94 |
6.9% |
99.91 |
1.1% |
70% |
False |
False |
|
| 60 |
9,686.08 |
8,996.76 |
689.32 |
7.3% |
110.06 |
1.2% |
71% |
False |
False |
|
| 80 |
9,686.08 |
8,871.20 |
814.88 |
8.6% |
114.76 |
1.2% |
76% |
False |
False |
|
| 100 |
9,686.08 |
8,416.72 |
1,269.36 |
13.4% |
116.78 |
1.2% |
84% |
False |
False |
|
| 120 |
9,686.08 |
8,201.55 |
1,484.53 |
15.6% |
119.65 |
1.3% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,865.55 |
|
2.618 |
9,729.43 |
|
1.618 |
9,646.02 |
|
1.000 |
9,594.47 |
|
0.618 |
9,562.61 |
|
HIGH |
9,511.06 |
|
0.618 |
9,479.20 |
|
0.500 |
9,469.36 |
|
0.382 |
9,459.51 |
|
LOW |
9,427.65 |
|
0.618 |
9,376.10 |
|
1.000 |
9,344.24 |
|
1.618 |
9,292.69 |
|
2.618 |
9,209.28 |
|
4.250 |
9,073.16 |
|
|
| Fisher Pivots for day following 02-Oct-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,481.65 |
9,448.79 |
| PP |
9,475.50 |
9,409.78 |
| S1 |
9,469.36 |
9,370.77 |
|