Trading Metrics calculated at close of trading on 28-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2003 |
28-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
985.08 |
996.88 |
11.80 |
1.2% |
1,022.94 |
High |
1,006.26 |
1,006.51 |
0.25 |
0.0% |
1,039.16 |
Low |
982.02 |
983.95 |
1.93 |
0.2% |
992.85 |
Close |
986.41 |
1,001.41 |
15.00 |
1.5% |
996.18 |
Range |
24.24 |
22.56 |
-1.68 |
-6.9% |
46.31 |
ATR |
29.74 |
29.23 |
-0.51 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,064.97 |
1,055.75 |
1,013.82 |
|
R3 |
1,042.41 |
1,033.19 |
1,007.61 |
|
R2 |
1,019.85 |
1,019.85 |
1,005.55 |
|
R1 |
1,010.63 |
1,010.63 |
1,003.48 |
1,015.24 |
PP |
997.29 |
997.29 |
997.29 |
999.60 |
S1 |
988.07 |
988.07 |
999.34 |
992.68 |
S2 |
974.73 |
974.73 |
997.27 |
|
S3 |
952.17 |
965.51 |
995.21 |
|
S4 |
929.61 |
942.95 |
989.00 |
|
|
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 |
5.7% |
26.64 |
2.7% |
34% |
False |
False |
|
10 |
1,099.89 |
982.02 |
117.87 |
11.8% |
24.97 |
2.5% |
16% |
False |
False |
|
20 |
1,104.32 |
977.59 |
126.73 |
12.7% |
26.49 |
2.6% |
19% |
False |
False |
|
40 |
1,155.68 |
977.59 |
178.09 |
17.8% |
26.66 |
2.7% |
13% |
False |
False |
|
60 |
1,155.68 |
972.34 |
183.34 |
18.3% |
28.39 |
2.8% |
16% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
36.0% |
29.35 |
2.9% |
57% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
36.0% |
29.27 |
2.9% |
57% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
36.0% |
30.50 |
3.0% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,102.39 |
2.618 |
1,065.57 |
1.618 |
1,043.01 |
1.000 |
1,029.07 |
0.618 |
1,020.45 |
HIGH |
1,006.51 |
0.618 |
997.89 |
0.500 |
995.23 |
0.382 |
992.57 |
LOW |
983.95 |
0.618 |
970.01 |
1.000 |
961.39 |
1.618 |
947.45 |
2.618 |
924.89 |
4.250 |
888.07 |
|
|
Fisher Pivots for day following 28-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
999.35 |
1,004.86 |
PP |
997.29 |
1,003.71 |
S1 |
995.23 |
1,002.56 |
|