Trading Metrics calculated at close of trading on 03-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2003 |
03-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
971.60 |
987.37 |
15.77 |
1.6% |
985.08 |
High |
996.04 |
997.56 |
1.52 |
0.2% |
1,022.98 |
Low |
968.34 |
981.37 |
13.03 |
1.3% |
968.34 |
Close |
983.05 |
987.07 |
4.02 |
0.4% |
983.05 |
Range |
27.70 |
16.19 |
-11.51 |
-41.6% |
54.64 |
ATR |
30.43 |
29.41 |
-1.02 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,037.24 |
1,028.34 |
995.97 |
|
R3 |
1,021.05 |
1,012.15 |
991.52 |
|
R2 |
1,004.86 |
1,004.86 |
990.04 |
|
R1 |
995.96 |
995.96 |
988.55 |
992.32 |
PP |
988.67 |
988.67 |
988.67 |
986.84 |
S1 |
979.77 |
979.77 |
985.59 |
976.13 |
S2 |
972.48 |
972.48 |
984.10 |
|
S3 |
956.29 |
963.58 |
982.62 |
|
S4 |
940.10 |
947.39 |
978.17 |
|
|
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 |
5.5% |
29.11 |
2.9% |
34% |
False |
False |
|
10 |
1,039.16 |
968.34 |
70.82 |
7.2% |
27.56 |
2.8% |
26% |
False |
False |
|
20 |
1,104.32 |
968.34 |
135.98 |
13.8% |
27.75 |
2.8% |
14% |
False |
False |
|
40 |
1,104.32 |
968.34 |
135.98 |
13.8% |
26.80 |
2.7% |
14% |
False |
False |
|
60 |
1,155.68 |
968.34 |
187.34 |
19.0% |
28.35 |
2.9% |
10% |
False |
False |
|
80 |
1,155.68 |
798.17 |
357.51 |
36.2% |
29.36 |
3.0% |
53% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
36.5% |
29.50 |
3.0% |
53% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
36.5% |
30.20 |
3.1% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,066.37 |
2.618 |
1,039.95 |
1.618 |
1,023.76 |
1.000 |
1,013.75 |
0.618 |
1,007.57 |
HIGH |
997.56 |
0.618 |
991.38 |
0.500 |
989.47 |
0.382 |
987.55 |
LOW |
981.37 |
0.618 |
971.36 |
1.000 |
965.18 |
1.618 |
955.17 |
2.618 |
938.98 |
4.250 |
912.56 |
|
|
Fisher Pivots for day following 03-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
989.47 |
995.28 |
PP |
988.67 |
992.54 |
S1 |
987.87 |
989.81 |
|