Trading Metrics calculated at close of trading on 30-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2003 |
30-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
994.60 |
1,018.48 |
23.88 |
2.4% |
1,022.94 |
High |
1,022.98 |
1,022.21 |
-0.77 |
-0.1% |
1,039.16 |
Low |
980.92 |
985.16 |
4.24 |
0.4% |
992.85 |
Close |
1,016.56 |
985.51 |
-31.05 |
-3.1% |
996.18 |
Range |
42.06 |
37.05 |
-5.01 |
-11.9% |
46.31 |
ATR |
30.15 |
30.64 |
0.49 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,108.78 |
1,084.19 |
1,005.89 |
|
R3 |
1,071.73 |
1,047.14 |
995.70 |
|
R2 |
1,034.68 |
1,034.68 |
992.30 |
|
R1 |
1,010.09 |
1,010.09 |
988.91 |
1,003.86 |
PP |
997.63 |
997.63 |
997.63 |
994.51 |
S1 |
973.04 |
973.04 |
982.11 |
966.81 |
S2 |
960.58 |
960.58 |
978.72 |
|
S3 |
923.53 |
935.99 |
975.32 |
|
S4 |
886.48 |
898.94 |
965.13 |
|
|
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 |
1,027.70 |
980.92 |
46.78 |
4.7% |
32.15 |
3.3% |
10% |
False |
False |
|
10 |
1,084.36 |
980.92 |
103.44 |
10.5% |
28.21 |
2.9% |
4% |
False |
False |
|
20 |
1,104.32 |
980.92 |
123.40 |
12.5% |
28.48 |
2.9% |
4% |
False |
False |
|
40 |
1,109.46 |
977.59 |
131.87 |
13.4% |
27.03 |
2.7% |
6% |
False |
False |
|
60 |
1,155.68 |
972.34 |
183.34 |
18.6% |
28.52 |
2.9% |
7% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
36.6% |
29.57 |
3.0% |
53% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
36.6% |
29.66 |
3.0% |
53% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
36.6% |
30.28 |
3.1% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,179.67 |
2.618 |
1,119.21 |
1.618 |
1,082.16 |
1.000 |
1,059.26 |
0.618 |
1,045.11 |
HIGH |
1,022.21 |
0.618 |
1,008.06 |
0.500 |
1,003.69 |
0.382 |
999.31 |
LOW |
985.16 |
0.618 |
962.26 |
1.000 |
948.11 |
1.618 |
925.21 |
2.618 |
888.16 |
4.250 |
827.70 |
|
|
Fisher Pivots for day following 30-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
1,003.69 |
1,001.95 |
PP |
997.63 |
996.47 |
S1 |
991.57 |
990.99 |
|