Trading Metrics calculated at close of trading on 31-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2003 |
31-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
1,018.48 |
971.60 |
-46.88 |
-4.6% |
985.08 |
High |
1,022.21 |
996.04 |
-26.17 |
-2.6% |
1,022.98 |
Low |
985.16 |
968.34 |
-16.82 |
-1.7% |
968.34 |
Close |
985.51 |
983.05 |
-2.46 |
-0.2% |
983.05 |
Range |
37.05 |
27.70 |
-9.35 |
-25.2% |
54.64 |
ATR |
30.64 |
30.43 |
-0.21 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,065.58 |
1,052.01 |
998.29 |
|
R3 |
1,037.88 |
1,024.31 |
990.67 |
|
R2 |
1,010.18 |
1,010.18 |
988.13 |
|
R1 |
996.61 |
996.61 |
985.59 |
1,003.40 |
PP |
982.48 |
982.48 |
982.48 |
985.87 |
S1 |
968.91 |
968.91 |
980.51 |
975.70 |
S2 |
954.78 |
954.78 |
977.97 |
|
S3 |
927.08 |
941.21 |
975.43 |
|
S4 |
899.38 |
913.51 |
967.82 |
|
|
Weekly Pivots for week ending 31-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,155.38 |
1,123.85 |
1,013.10 |
|
R3 |
1,100.74 |
1,069.21 |
998.08 |
|
R2 |
1,046.10 |
1,046.10 |
993.07 |
|
R1 |
1,014.57 |
1,014.57 |
988.06 |
1,003.02 |
PP |
991.46 |
991.46 |
991.46 |
985.68 |
S1 |
959.93 |
959.93 |
978.04 |
948.38 |
S2 |
936.82 |
936.82 |
973.03 |
|
S3 |
882.18 |
905.29 |
968.02 |
|
S4 |
827.54 |
850.65 |
953.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,022.98 |
968.34 |
54.64 |
5.6% |
30.72 |
3.1% |
27% |
False |
True |
|
10 |
1,041.43 |
968.34 |
73.09 |
7.4% |
28.33 |
2.9% |
20% |
False |
True |
|
20 |
1,104.32 |
968.34 |
135.98 |
13.8% |
27.70 |
2.8% |
11% |
False |
True |
|
40 |
1,104.32 |
968.34 |
135.98 |
13.8% |
27.09 |
2.8% |
11% |
False |
True |
|
60 |
1,155.68 |
968.34 |
187.34 |
19.1% |
28.46 |
2.9% |
8% |
False |
True |
|
80 |
1,155.68 |
795.25 |
360.43 |
36.7% |
29.57 |
3.0% |
52% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
36.7% |
29.55 |
3.0% |
52% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
36.7% |
30.24 |
3.1% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,113.77 |
2.618 |
1,068.56 |
1.618 |
1,040.86 |
1.000 |
1,023.74 |
0.618 |
1,013.16 |
HIGH |
996.04 |
0.618 |
985.46 |
0.500 |
982.19 |
0.382 |
978.92 |
LOW |
968.34 |
0.618 |
951.22 |
1.000 |
940.64 |
1.618 |
923.52 |
2.618 |
895.82 |
4.250 |
850.62 |
|
|
Fisher Pivots for day following 31-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
982.76 |
995.66 |
PP |
982.48 |
991.46 |
S1 |
982.19 |
987.25 |
|