| Trading Metrics calculated at close of trading on 20-Oct-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2003 |
20-Oct-2003 |
Change |
Change % |
Previous Week |
| Open |
9,791.86 |
9,721.50 |
-70.36 |
-0.7% |
9,675.72 |
| High |
9,815.79 |
9,777.94 |
-37.85 |
-0.4% |
9,850.01 |
| Low |
9,701.72 |
9,705.57 |
3.85 |
0.0% |
9,675.57 |
| Close |
9,721.79 |
9,777.94 |
56.15 |
0.6% |
9,721.79 |
| Range |
114.07 |
72.37 |
-41.70 |
-36.6% |
174.44 |
| ATR |
103.78 |
101.53 |
-2.24 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,970.93 |
9,946.80 |
9,817.74 |
|
| R3 |
9,898.56 |
9,874.43 |
9,797.84 |
|
| R2 |
9,826.19 |
9,826.19 |
9,791.21 |
|
| R1 |
9,802.06 |
9,802.06 |
9,784.57 |
9,814.13 |
| PP |
9,753.82 |
9,753.82 |
9,753.82 |
9,759.85 |
| S1 |
9,729.69 |
9,729.69 |
9,771.31 |
9,741.76 |
| S2 |
9,681.45 |
9,681.45 |
9,764.67 |
|
| S3 |
9,609.08 |
9,657.32 |
9,758.04 |
|
| S4 |
9,536.71 |
9,584.95 |
9,738.14 |
|
|
| Weekly Pivots for week ending 17-Oct-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,272.44 |
10,171.56 |
9,817.73 |
|
| R3 |
10,098.00 |
9,997.12 |
9,769.76 |
|
| R2 |
9,923.56 |
9,923.56 |
9,753.77 |
|
| R1 |
9,822.68 |
9,822.68 |
9,737.78 |
9,873.12 |
| PP |
9,749.12 |
9,749.12 |
9,749.12 |
9,774.35 |
| S1 |
9,648.24 |
9,648.24 |
9,705.80 |
9,698.68 |
| S2 |
9,574.68 |
9,574.68 |
9,689.81 |
|
| S3 |
9,400.24 |
9,473.80 |
9,673.82 |
|
| S4 |
9,225.80 |
9,299.36 |
9,625.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,850.01 |
9,701.72 |
148.29 |
1.5% |
89.14 |
0.9% |
51% |
False |
False |
|
| 10 |
9,850.01 |
9,536.02 |
313.99 |
3.2% |
94.02 |
1.0% |
77% |
False |
False |
|
| 20 |
9,850.01 |
9,230.47 |
619.54 |
6.3% |
105.84 |
1.1% |
88% |
False |
False |
|
| 40 |
9,850.01 |
9,230.47 |
619.54 |
6.3% |
101.10 |
1.0% |
88% |
False |
False |
|
| 60 |
9,850.01 |
8,997.11 |
852.90 |
8.7% |
102.41 |
1.0% |
92% |
False |
False |
|
| 80 |
9,850.01 |
8,871.20 |
978.81 |
10.0% |
109.91 |
1.1% |
93% |
False |
False |
|
| 100 |
9,850.01 |
8,711.39 |
1,138.62 |
11.6% |
113.39 |
1.2% |
94% |
False |
False |
|
| 120 |
9,850.01 |
8,340.23 |
1,509.78 |
15.4% |
115.76 |
1.2% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,085.51 |
|
2.618 |
9,967.40 |
|
1.618 |
9,895.03 |
|
1.000 |
9,850.31 |
|
0.618 |
9,822.66 |
|
HIGH |
9,777.94 |
|
0.618 |
9,750.29 |
|
0.500 |
9,741.76 |
|
0.382 |
9,733.22 |
|
LOW |
9,705.57 |
|
0.618 |
9,660.85 |
|
1.000 |
9,633.20 |
|
1.618 |
9,588.48 |
|
2.618 |
9,516.11 |
|
4.250 |
9,398.00 |
|
|
| Fisher Pivots for day following 20-Oct-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,765.88 |
9,772.82 |
| PP |
9,753.82 |
9,767.69 |
| S1 |
9,741.76 |
9,762.57 |
|