Trading Metrics calculated at close of trading on 27-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2003 |
27-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
1,027.70 |
985.08 |
-42.62 |
-4.1% |
1,022.94 |
High |
1,027.70 |
1,006.26 |
-21.44 |
-2.1% |
1,039.16 |
Low |
992.85 |
982.02 |
-10.83 |
-1.1% |
992.85 |
Close |
996.18 |
986.41 |
-9.77 |
-1.0% |
996.18 |
Range |
34.85 |
24.24 |
-10.61 |
-30.4% |
46.31 |
ATR |
30.17 |
29.74 |
-0.42 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,064.28 |
1,049.59 |
999.74 |
|
R3 |
1,040.04 |
1,025.35 |
993.08 |
|
R2 |
1,015.80 |
1,015.80 |
990.85 |
|
R1 |
1,001.11 |
1,001.11 |
988.63 |
1,008.46 |
PP |
991.56 |
991.56 |
991.56 |
995.24 |
S1 |
976.87 |
976.87 |
984.19 |
984.22 |
S2 |
967.32 |
967.32 |
981.97 |
|
S3 |
943.08 |
952.63 |
979.74 |
|
S4 |
918.84 |
928.39 |
973.08 |
|
|
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 |
1,039.16 |
982.02 |
57.14 |
5.8% |
26.00 |
2.6% |
8% |
False |
True |
|
10 |
1,104.32 |
982.02 |
122.30 |
12.4% |
25.55 |
2.6% |
4% |
False |
True |
|
20 |
1,104.32 |
977.59 |
126.73 |
12.8% |
26.46 |
2.7% |
7% |
False |
False |
|
40 |
1,155.68 |
977.59 |
178.09 |
18.1% |
26.78 |
2.7% |
5% |
False |
False |
|
60 |
1,155.68 |
960.48 |
195.20 |
19.8% |
28.61 |
2.9% |
13% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
36.5% |
29.54 |
3.0% |
53% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
36.5% |
29.35 |
3.0% |
53% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
36.5% |
30.71 |
3.1% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,109.28 |
2.618 |
1,069.72 |
1.618 |
1,045.48 |
1.000 |
1,030.50 |
0.618 |
1,021.24 |
HIGH |
1,006.26 |
0.618 |
997.00 |
0.500 |
994.14 |
0.382 |
991.28 |
LOW |
982.02 |
0.618 |
967.04 |
1.000 |
957.78 |
1.618 |
942.80 |
2.618 |
918.56 |
4.250 |
879.00 |
|
|
Fisher Pivots for day following 27-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
994.14 |
1,010.59 |
PP |
991.56 |
1,002.53 |
S1 |
988.99 |
994.47 |
|