Trading Metrics calculated at close of trading on 14-Oct-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2003 |
14-Oct-2003 |
Change |
Change % |
Previous Week |
Open |
9,675.72 |
9,763.27 |
87.55 |
0.9% |
9,572.39 |
High |
9,783.49 |
9,812.98 |
29.49 |
0.3% |
9,768.69 |
Low |
9,675.57 |
9,732.31 |
56.74 |
0.6% |
9,536.02 |
Close |
9,764.38 |
9,812.98 |
48.60 |
0.5% |
9,674.68 |
Range |
107.92 |
80.67 |
-27.25 |
-25.3% |
232.67 |
ATR |
107.03 |
105.15 |
-1.88 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,028.10 |
10,001.21 |
9,857.35 |
|
R3 |
9,947.43 |
9,920.54 |
9,835.16 |
|
R2 |
9,866.76 |
9,866.76 |
9,827.77 |
|
R1 |
9,839.87 |
9,839.87 |
9,820.37 |
9,853.32 |
PP |
9,786.09 |
9,786.09 |
9,786.09 |
9,792.81 |
S1 |
9,759.20 |
9,759.20 |
9,805.59 |
9,772.65 |
S2 |
9,705.42 |
9,705.42 |
9,798.19 |
|
S3 |
9,624.75 |
9,678.53 |
9,790.80 |
|
S4 |
9,544.08 |
9,597.86 |
9,768.61 |
|
|
Weekly Pivots for week ending 10-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,357.81 |
10,248.91 |
9,802.65 |
|
R3 |
10,125.14 |
10,016.24 |
9,738.66 |
|
R2 |
9,892.47 |
9,892.47 |
9,717.34 |
|
R1 |
9,783.57 |
9,783.57 |
9,696.01 |
9,838.02 |
PP |
9,659.80 |
9,659.80 |
9,659.80 |
9,687.02 |
S1 |
9,550.90 |
9,550.90 |
9,653.35 |
9,605.35 |
S2 |
9,427.13 |
9,427.13 |
9,632.02 |
|
S3 |
9,194.46 |
9,318.23 |
9,610.70 |
|
S4 |
8,961.79 |
9,085.56 |
9,546.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,812.98 |
9,595.28 |
217.70 |
2.2% |
91.31 |
0.9% |
100% |
True |
False |
|
10 |
9,812.98 |
9,276.80 |
536.18 |
5.5% |
109.09 |
1.1% |
100% |
True |
False |
|
20 |
9,812.98 |
9,230.47 |
582.51 |
5.9% |
107.50 |
1.1% |
100% |
True |
False |
|
40 |
9,812.98 |
9,230.47 |
582.51 |
5.9% |
101.88 |
1.0% |
100% |
True |
False |
|
60 |
9,812.98 |
8,997.11 |
815.87 |
8.3% |
106.53 |
1.1% |
100% |
True |
False |
|
80 |
9,812.98 |
8,871.20 |
941.78 |
9.6% |
111.73 |
1.1% |
100% |
True |
False |
|
100 |
9,812.98 |
8,540.59 |
1,272.39 |
13.0% |
115.74 |
1.2% |
100% |
True |
False |
|
120 |
9,812.98 |
8,288.49 |
1,524.49 |
15.5% |
117.40 |
1.2% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,155.83 |
2.618 |
10,024.17 |
1.618 |
9,943.50 |
1.000 |
9,893.65 |
0.618 |
9,862.83 |
HIGH |
9,812.98 |
0.618 |
9,782.16 |
0.500 |
9,772.65 |
0.382 |
9,763.13 |
LOW |
9,732.31 |
0.618 |
9,682.46 |
1.000 |
9,651.64 |
1.618 |
9,601.79 |
2.618 |
9,521.12 |
4.250 |
9,389.46 |
|
|
Fisher Pivots for day following 14-Oct-2003 |
Pivot |
1 day |
3 day |
R1 |
9,799.54 |
9,786.91 |
PP |
9,786.09 |
9,760.83 |
S1 |
9,772.65 |
9,734.76 |
|