Trading Metrics calculated at close of trading on 21-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2003 |
21-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
1,041.43 |
1,022.94 |
-18.49 |
-1.8% |
1,101.24 |
High |
1,041.43 |
1,028.32 |
-13.11 |
-1.3% |
1,104.32 |
Low |
1,017.53 |
1,008.95 |
-8.58 |
-0.8% |
1,017.53 |
Close |
1,017.58 |
1,008.97 |
-8.61 |
-0.8% |
1,017.58 |
Range |
23.90 |
19.37 |
-4.53 |
-19.0% |
86.79 |
ATR |
30.40 |
29.61 |
-0.79 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,073.52 |
1,060.62 |
1,019.62 |
|
R3 |
1,054.15 |
1,041.25 |
1,014.30 |
|
R2 |
1,034.78 |
1,034.78 |
1,012.52 |
|
R1 |
1,021.88 |
1,021.88 |
1,010.75 |
1,018.65 |
PP |
1,015.41 |
1,015.41 |
1,015.41 |
1,013.80 |
S1 |
1,002.51 |
1,002.51 |
1,007.19 |
999.28 |
S2 |
996.04 |
996.04 |
1,005.42 |
|
S3 |
976.67 |
983.14 |
1,003.64 |
|
S4 |
957.30 |
963.77 |
998.32 |
|
|
Weekly Pivots for week ending 17-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.85 |
1,249.00 |
1,065.31 |
|
R3 |
1,220.06 |
1,162.21 |
1,041.45 |
|
R2 |
1,133.27 |
1,133.27 |
1,033.49 |
|
R1 |
1,075.42 |
1,075.42 |
1,025.54 |
1,060.95 |
PP |
1,046.48 |
1,046.48 |
1,046.48 |
1,039.24 |
S1 |
988.63 |
988.63 |
1,009.62 |
974.16 |
S2 |
959.69 |
959.69 |
1,001.67 |
|
S3 |
872.90 |
901.84 |
993.71 |
|
S4 |
786.11 |
815.05 |
969.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,099.89 |
1,008.95 |
90.94 |
9.0% |
23.31 |
2.3% |
0% |
False |
True |
|
10 |
1,104.32 |
1,008.95 |
95.37 |
9.5% |
26.44 |
2.6% |
0% |
False |
True |
|
20 |
1,104.32 |
977.59 |
126.73 |
12.6% |
24.79 |
2.5% |
25% |
False |
False |
|
40 |
1,155.68 |
977.59 |
178.09 |
17.7% |
27.06 |
2.7% |
18% |
False |
False |
|
60 |
1,155.68 |
941.17 |
214.51 |
21.3% |
29.14 |
2.9% |
32% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
35.7% |
29.93 |
3.0% |
59% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
35.7% |
29.50 |
2.9% |
59% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
35.7% |
31.10 |
3.1% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,110.64 |
2.618 |
1,079.03 |
1.618 |
1,059.66 |
1.000 |
1,047.69 |
0.618 |
1,040.29 |
HIGH |
1,028.32 |
0.618 |
1,020.92 |
0.500 |
1,018.64 |
0.382 |
1,016.35 |
LOW |
1,008.95 |
0.618 |
996.98 |
1.000 |
989.58 |
1.618 |
977.61 |
2.618 |
958.24 |
4.250 |
926.63 |
|
|
Fisher Pivots for day following 21-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
1,018.64 |
1,046.66 |
PP |
1,015.41 |
1,034.09 |
S1 |
1,012.19 |
1,021.53 |
|