Trading Metrics calculated at close of trading on 06-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2003 |
06-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
980.75 |
966.05 |
-14.70 |
-1.5% |
985.08 |
High |
999.16 |
979.18 |
-19.98 |
-2.0% |
1,022.98 |
Low |
967.59 |
960.81 |
-6.78 |
-0.7% |
968.34 |
Close |
968.97 |
970.55 |
1.58 |
0.2% |
983.05 |
Range |
31.57 |
18.37 |
-13.20 |
-41.8% |
54.64 |
ATR |
29.41 |
28.62 |
-0.79 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,025.29 |
1,016.29 |
980.65 |
|
R3 |
1,006.92 |
997.92 |
975.60 |
|
R2 |
988.55 |
988.55 |
973.92 |
|
R1 |
979.55 |
979.55 |
972.23 |
984.05 |
PP |
970.18 |
970.18 |
970.18 |
972.43 |
S1 |
961.18 |
961.18 |
968.87 |
965.68 |
S2 |
951.81 |
951.81 |
967.18 |
|
S3 |
933.44 |
942.81 |
965.50 |
|
S4 |
915.07 |
924.44 |
960.45 |
|
|
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 |
999.16 |
960.01 |
39.15 |
4.0% |
21.70 |
2.2% |
27% |
False |
False |
|
10 |
1,027.70 |
960.01 |
67.69 |
7.0% |
26.93 |
2.8% |
16% |
False |
False |
|
20 |
1,104.32 |
960.01 |
144.31 |
14.9% |
26.73 |
2.8% |
7% |
False |
False |
|
40 |
1,104.32 |
960.01 |
144.31 |
14.9% |
25.60 |
2.6% |
7% |
False |
False |
|
60 |
1,155.68 |
960.01 |
195.67 |
20.2% |
27.79 |
2.9% |
5% |
False |
False |
|
80 |
1,155.68 |
876.21 |
279.47 |
28.8% |
28.74 |
3.0% |
34% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
37.1% |
29.40 |
3.0% |
49% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
37.1% |
29.52 |
3.0% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,057.25 |
2.618 |
1,027.27 |
1.618 |
1,008.90 |
1.000 |
997.55 |
0.618 |
990.53 |
HIGH |
979.18 |
0.618 |
972.16 |
0.500 |
970.00 |
0.382 |
967.83 |
LOW |
960.81 |
0.618 |
949.46 |
1.000 |
942.44 |
1.618 |
931.09 |
2.618 |
912.72 |
4.250 |
882.74 |
|
|
Fisher Pivots for day following 06-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
970.37 |
979.59 |
PP |
970.18 |
976.57 |
S1 |
970.00 |
973.56 |
|