| Trading Metrics calculated at close of trading on 10-Nov-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2003 |
10-Nov-2003 |
Change |
Change % |
Previous Week |
| Open |
9,857.12 |
9,807.49 |
-49.63 |
-0.5% |
9,802.46 |
| High |
9,903.57 |
9,824.38 |
-79.19 |
-0.8% |
9,903.57 |
| Low |
9,798.61 |
9,736.90 |
-61.71 |
-0.6% |
9,773.12 |
| Close |
9,809.79 |
9,756.53 |
-53.26 |
-0.5% |
9,809.79 |
| Range |
104.96 |
87.48 |
-17.48 |
-16.7% |
130.45 |
| ATR |
93.24 |
92.82 |
-0.41 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,035.04 |
9,983.27 |
9,804.64 |
|
| R3 |
9,947.56 |
9,895.79 |
9,780.59 |
|
| R2 |
9,860.08 |
9,860.08 |
9,772.57 |
|
| R1 |
9,808.31 |
9,808.31 |
9,764.55 |
9,790.46 |
| PP |
9,772.60 |
9,772.60 |
9,772.60 |
9,763.68 |
| S1 |
9,720.83 |
9,720.83 |
9,748.51 |
9,702.98 |
| S2 |
9,685.12 |
9,685.12 |
9,740.49 |
|
| S3 |
9,597.64 |
9,633.35 |
9,732.47 |
|
| S4 |
9,510.16 |
9,545.87 |
9,708.42 |
|
|
| Weekly Pivots for week ending 07-Nov-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,220.18 |
10,145.43 |
9,881.54 |
|
| R3 |
10,089.73 |
10,014.98 |
9,845.66 |
|
| R2 |
9,959.28 |
9,959.28 |
9,833.71 |
|
| R1 |
9,884.53 |
9,884.53 |
9,821.75 |
9,921.91 |
| PP |
9,828.83 |
9,828.83 |
9,828.83 |
9,847.51 |
| S1 |
9,754.08 |
9,754.08 |
9,797.83 |
9,791.46 |
| S2 |
9,698.38 |
9,698.38 |
9,785.87 |
|
| S3 |
9,567.93 |
9,623.63 |
9,773.92 |
|
| S4 |
9,437.48 |
9,493.18 |
9,738.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,903.57 |
9,736.90 |
166.67 |
1.7% |
85.18 |
0.9% |
12% |
False |
True |
|
| 10 |
9,903.57 |
9,609.72 |
293.85 |
3.0% |
86.04 |
0.9% |
50% |
False |
False |
|
| 20 |
9,903.57 |
9,497.72 |
405.85 |
4.2% |
88.42 |
0.9% |
64% |
False |
False |
|
| 40 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
98.99 |
1.0% |
78% |
False |
False |
|
| 60 |
9,903.57 |
9,230.47 |
673.10 |
6.9% |
97.69 |
1.0% |
78% |
False |
False |
|
| 80 |
9,903.57 |
8,997.11 |
906.46 |
9.3% |
102.41 |
1.0% |
84% |
False |
False |
|
| 100 |
9,903.57 |
8,871.20 |
1,032.37 |
10.6% |
107.22 |
1.1% |
86% |
False |
False |
|
| 120 |
9,903.57 |
8,509.22 |
1,394.35 |
14.3% |
111.51 |
1.1% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,196.17 |
|
2.618 |
10,053.40 |
|
1.618 |
9,965.92 |
|
1.000 |
9,911.86 |
|
0.618 |
9,878.44 |
|
HIGH |
9,824.38 |
|
0.618 |
9,790.96 |
|
0.500 |
9,780.64 |
|
0.382 |
9,770.32 |
|
LOW |
9,736.90 |
|
0.618 |
9,682.84 |
|
1.000 |
9,649.42 |
|
1.618 |
9,595.36 |
|
2.618 |
9,507.88 |
|
4.250 |
9,365.11 |
|
|
| Fisher Pivots for day following 10-Nov-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,780.64 |
9,820.24 |
| PP |
9,772.60 |
9,799.00 |
| S1 |
9,764.57 |
9,777.77 |
|