Trading Metrics calculated at close of trading on 29-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2003 |
29-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
996.88 |
994.60 |
-2.28 |
-0.2% |
1,022.94 |
High |
1,006.51 |
1,022.98 |
16.47 |
1.6% |
1,039.16 |
Low |
983.95 |
980.92 |
-3.03 |
-0.3% |
992.85 |
Close |
1,001.41 |
1,016.56 |
15.15 |
1.5% |
996.18 |
Range |
22.56 |
42.06 |
19.50 |
86.4% |
46.31 |
ATR |
29.23 |
30.15 |
0.92 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,133.00 |
1,116.84 |
1,039.69 |
|
R3 |
1,090.94 |
1,074.78 |
1,028.13 |
|
R2 |
1,048.88 |
1,048.88 |
1,024.27 |
|
R1 |
1,032.72 |
1,032.72 |
1,020.42 |
1,040.80 |
PP |
1,006.82 |
1,006.82 |
1,006.82 |
1,010.86 |
S1 |
990.66 |
990.66 |
1,012.70 |
998.74 |
S2 |
964.76 |
964.76 |
1,008.85 |
|
S3 |
922.70 |
948.60 |
1,004.99 |
|
S4 |
880.64 |
906.54 |
993.43 |
|
|
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 |
980.92 |
58.24 |
5.7% |
30.35 |
3.0% |
61% |
False |
True |
|
10 |
1,099.89 |
980.92 |
118.97 |
11.7% |
27.49 |
2.7% |
30% |
False |
True |
|
20 |
1,104.32 |
977.59 |
126.73 |
12.5% |
27.46 |
2.7% |
31% |
False |
False |
|
40 |
1,155.68 |
977.59 |
178.09 |
17.5% |
27.24 |
2.7% |
22% |
False |
False |
|
60 |
1,155.68 |
972.34 |
183.34 |
18.0% |
28.68 |
2.8% |
24% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
35.5% |
29.54 |
2.9% |
61% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
35.5% |
29.51 |
2.9% |
61% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
35.5% |
30.39 |
3.0% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,201.74 |
2.618 |
1,133.09 |
1.618 |
1,091.03 |
1.000 |
1,065.04 |
0.618 |
1,048.97 |
HIGH |
1,022.98 |
0.618 |
1,006.91 |
0.500 |
1,001.95 |
0.382 |
996.99 |
LOW |
980.92 |
0.618 |
954.93 |
1.000 |
938.86 |
1.618 |
912.87 |
2.618 |
870.81 |
4.250 |
802.17 |
|
|
Fisher Pivots for day following 29-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
1,011.69 |
1,011.69 |
PP |
1,006.82 |
1,006.82 |
S1 |
1,001.95 |
1,001.95 |
|