Trading Metrics calculated at close of trading on 05-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2003 |
05-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
972.93 |
980.75 |
7.82 |
0.8% |
985.08 |
High |
974.68 |
999.16 |
24.48 |
2.5% |
1,022.98 |
Low |
960.01 |
967.59 |
7.58 |
0.8% |
968.34 |
Close |
971.73 |
968.97 |
-2.76 |
-0.3% |
983.05 |
Range |
14.67 |
31.57 |
16.90 |
115.2% |
54.64 |
ATR |
29.24 |
29.41 |
0.17 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,073.28 |
1,052.70 |
986.33 |
|
R3 |
1,041.71 |
1,021.13 |
977.65 |
|
R2 |
1,010.14 |
1,010.14 |
974.76 |
|
R1 |
989.56 |
989.56 |
971.86 |
984.07 |
PP |
978.57 |
978.57 |
978.57 |
975.83 |
S1 |
957.99 |
957.99 |
966.08 |
952.50 |
S2 |
947.00 |
947.00 |
963.18 |
|
S3 |
915.43 |
926.42 |
960.29 |
|
S4 |
883.86 |
894.85 |
951.61 |
|
|
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 |
1,022.21 |
960.01 |
62.20 |
6.4% |
25.44 |
2.6% |
14% |
False |
False |
|
10 |
1,039.16 |
960.01 |
79.15 |
8.2% |
27.89 |
2.9% |
11% |
False |
False |
|
20 |
1,104.32 |
960.01 |
144.31 |
14.9% |
27.07 |
2.8% |
6% |
False |
False |
|
40 |
1,104.32 |
960.01 |
144.31 |
14.9% |
26.15 |
2.7% |
6% |
False |
False |
|
60 |
1,155.68 |
960.01 |
195.67 |
20.2% |
28.07 |
2.9% |
5% |
False |
False |
|
80 |
1,155.68 |
863.10 |
292.58 |
30.2% |
28.96 |
3.0% |
36% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
37.2% |
29.43 |
3.0% |
48% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
37.2% |
29.62 |
3.1% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,133.33 |
2.618 |
1,081.81 |
1.618 |
1,050.24 |
1.000 |
1,030.73 |
0.618 |
1,018.67 |
HIGH |
999.16 |
0.618 |
987.10 |
0.500 |
983.38 |
0.382 |
979.65 |
LOW |
967.59 |
0.618 |
948.08 |
1.000 |
936.02 |
1.618 |
916.51 |
2.618 |
884.94 |
4.250 |
833.42 |
|
|
Fisher Pivots for day following 05-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
983.38 |
979.59 |
PP |
978.57 |
976.05 |
S1 |
973.77 |
972.51 |
|