Trading Metrics calculated at close of trading on 04-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2003 |
04-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
987.37 |
972.93 |
-14.44 |
-1.5% |
985.08 |
High |
997.56 |
974.68 |
-22.88 |
-2.3% |
1,022.98 |
Low |
981.37 |
960.01 |
-21.36 |
-2.2% |
968.34 |
Close |
987.07 |
971.73 |
-15.34 |
-1.6% |
983.05 |
Range |
16.19 |
14.67 |
-1.52 |
-9.4% |
54.64 |
ATR |
29.41 |
29.24 |
-0.17 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,012.82 |
1,006.94 |
979.80 |
|
R3 |
998.15 |
992.27 |
975.76 |
|
R2 |
983.48 |
983.48 |
974.42 |
|
R1 |
977.60 |
977.60 |
973.07 |
973.21 |
PP |
968.81 |
968.81 |
968.81 |
966.61 |
S1 |
962.93 |
962.93 |
970.39 |
958.54 |
S2 |
954.14 |
954.14 |
969.04 |
|
S3 |
939.47 |
948.26 |
967.70 |
|
S4 |
924.80 |
933.59 |
963.66 |
|
|
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 |
960.01 |
62.97 |
6.5% |
27.53 |
2.8% |
19% |
False |
True |
|
10 |
1,039.16 |
960.01 |
79.15 |
8.1% |
27.09 |
2.8% |
15% |
False |
True |
|
20 |
1,104.32 |
960.01 |
144.31 |
14.9% |
26.76 |
2.8% |
8% |
False |
True |
|
40 |
1,104.32 |
960.01 |
144.31 |
14.9% |
26.33 |
2.7% |
8% |
False |
True |
|
60 |
1,155.68 |
960.01 |
195.67 |
20.1% |
28.04 |
2.9% |
6% |
False |
True |
|
80 |
1,155.68 |
801.26 |
354.42 |
36.5% |
29.21 |
3.0% |
48% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
37.1% |
29.32 |
3.0% |
49% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
37.1% |
29.89 |
3.1% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,037.03 |
2.618 |
1,013.09 |
1.618 |
998.42 |
1.000 |
989.35 |
0.618 |
983.75 |
HIGH |
974.68 |
0.618 |
969.08 |
0.500 |
967.35 |
0.382 |
965.61 |
LOW |
960.01 |
0.618 |
950.94 |
1.000 |
945.34 |
1.618 |
936.27 |
2.618 |
921.60 |
4.250 |
897.66 |
|
|
Fisher Pivots for day following 04-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
970.27 |
978.79 |
PP |
968.81 |
976.43 |
S1 |
967.35 |
974.08 |
|