Trading Metrics calculated at close of trading on 24-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2003 |
24-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
1,024.47 |
1,027.70 |
3.23 |
0.3% |
1,022.94 |
High |
1,039.16 |
1,027.70 |
-11.46 |
-1.1% |
1,039.16 |
Low |
1,011.12 |
992.85 |
-18.27 |
-1.8% |
992.85 |
Close |
1,032.67 |
996.18 |
-36.49 |
-3.5% |
996.18 |
Range |
28.04 |
34.85 |
6.81 |
24.3% |
46.31 |
ATR |
29.42 |
30.17 |
0.74 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,110.13 |
1,088.00 |
1,015.35 |
|
R3 |
1,075.28 |
1,053.15 |
1,005.76 |
|
R2 |
1,040.43 |
1,040.43 |
1,002.57 |
|
R1 |
1,018.30 |
1,018.30 |
999.37 |
1,011.94 |
PP |
1,005.58 |
1,005.58 |
1,005.58 |
1,002.40 |
S1 |
983.45 |
983.45 |
992.99 |
977.09 |
S2 |
970.73 |
970.73 |
989.79 |
|
S3 |
935.88 |
948.60 |
986.60 |
|
S4 |
901.03 |
913.75 |
977.01 |
|
|
Weekly Pivots for week ending 24-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.33 |
1,118.56 |
1,021.65 |
|
R3 |
1,102.02 |
1,072.25 |
1,008.92 |
|
R2 |
1,055.71 |
1,055.71 |
1,004.67 |
|
R1 |
1,025.94 |
1,025.94 |
1,000.43 |
1,017.67 |
PP |
1,009.40 |
1,009.40 |
1,009.40 |
1,005.26 |
S1 |
979.63 |
979.63 |
991.93 |
971.36 |
S2 |
963.09 |
963.09 |
987.69 |
|
S3 |
916.78 |
933.32 |
983.44 |
|
S4 |
870.47 |
887.01 |
970.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,041.43 |
992.85 |
48.58 |
4.9% |
25.93 |
2.6% |
7% |
False |
True |
|
10 |
1,104.32 |
992.85 |
111.47 |
11.2% |
27.14 |
2.7% |
3% |
False |
True |
|
20 |
1,104.32 |
977.59 |
126.73 |
12.7% |
26.66 |
2.7% |
15% |
False |
False |
|
40 |
1,155.68 |
977.59 |
178.09 |
17.9% |
27.07 |
2.7% |
10% |
False |
False |
|
60 |
1,155.68 |
941.17 |
214.51 |
21.5% |
28.89 |
2.9% |
26% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
36.2% |
29.82 |
3.0% |
56% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
36.2% |
29.40 |
3.0% |
56% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
36.2% |
30.84 |
3.1% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,175.81 |
2.618 |
1,118.94 |
1.618 |
1,084.09 |
1.000 |
1,062.55 |
0.618 |
1,049.24 |
HIGH |
1,027.70 |
0.618 |
1,014.39 |
0.500 |
1,010.28 |
0.382 |
1,006.16 |
LOW |
992.85 |
0.618 |
971.31 |
1.000 |
958.00 |
1.618 |
936.46 |
2.618 |
901.61 |
4.250 |
844.74 |
|
|
Fisher Pivots for day following 24-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
1,010.28 |
1,016.01 |
PP |
1,005.58 |
1,009.40 |
S1 |
1,000.88 |
1,002.79 |
|