Trading Metrics calculated at close of trading on 22-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2003 |
22-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
1,022.94 |
1,005.57 |
-17.37 |
-1.7% |
1,101.24 |
High |
1,028.32 |
1,027.08 |
-1.24 |
-0.1% |
1,104.32 |
Low |
1,008.95 |
1,003.58 |
-5.37 |
-0.5% |
1,017.53 |
Close |
1,008.97 |
1,006.51 |
-2.46 |
-0.2% |
1,017.58 |
Range |
19.37 |
23.50 |
4.13 |
21.3% |
86.79 |
ATR |
29.61 |
29.18 |
-0.44 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,082.89 |
1,068.20 |
1,019.44 |
|
R3 |
1,059.39 |
1,044.70 |
1,012.97 |
|
R2 |
1,035.89 |
1,035.89 |
1,010.82 |
|
R1 |
1,021.20 |
1,021.20 |
1,008.66 |
1,028.55 |
PP |
1,012.39 |
1,012.39 |
1,012.39 |
1,016.06 |
S1 |
997.70 |
997.70 |
1,004.36 |
1,005.05 |
S2 |
988.89 |
988.89 |
1,002.20 |
|
S3 |
965.39 |
974.20 |
1,000.05 |
|
S4 |
941.89 |
950.70 |
993.59 |
|
|
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 |
1,003.58 |
96.31 |
9.6% |
24.64 |
2.4% |
3% |
False |
True |
|
10 |
1,104.32 |
1,003.58 |
100.74 |
10.0% |
26.25 |
2.6% |
3% |
False |
True |
|
20 |
1,104.32 |
977.59 |
126.73 |
12.6% |
25.31 |
2.5% |
23% |
False |
False |
|
40 |
1,155.68 |
977.59 |
178.09 |
17.7% |
26.70 |
2.7% |
16% |
False |
False |
|
60 |
1,155.68 |
941.17 |
214.51 |
21.3% |
28.94 |
2.9% |
30% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
35.8% |
29.77 |
3.0% |
59% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
35.8% |
29.47 |
2.9% |
59% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
35.8% |
31.04 |
3.1% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,126.96 |
2.618 |
1,088.60 |
1.618 |
1,065.10 |
1.000 |
1,050.58 |
0.618 |
1,041.60 |
HIGH |
1,027.08 |
0.618 |
1,018.10 |
0.500 |
1,015.33 |
0.382 |
1,012.56 |
LOW |
1,003.58 |
0.618 |
989.06 |
1.000 |
980.08 |
1.618 |
965.56 |
2.618 |
942.06 |
4.250 |
903.71 |
|
|
Fisher Pivots for day following 22-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
1,015.33 |
1,022.51 |
PP |
1,012.39 |
1,017.17 |
S1 |
1,009.45 |
1,011.84 |
|