Trading Metrics calculated at close of trading on 02-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2002 |
02-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,332.24 |
8,342.38 |
10.14 |
0.1% |
8,511.39 |
High |
8,361.31 |
8,608.27 |
246.96 |
3.0% |
8,565.01 |
Low |
8,242.91 |
8,342.38 |
99.47 |
1.2% |
8,285.14 |
Close |
8,341.63 |
8,607.52 |
265.89 |
3.2% |
8,303.78 |
Range |
118.40 |
265.89 |
147.49 |
124.6% |
279.87 |
ATR |
143.86 |
152.63 |
8.77 |
6.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,317.06 |
9,228.18 |
8,753.76 |
|
R3 |
9,051.17 |
8,962.29 |
8,680.64 |
|
R2 |
8,785.28 |
8,785.28 |
8,656.27 |
|
R1 |
8,696.40 |
8,696.40 |
8,631.89 |
8,740.84 |
PP |
8,519.39 |
8,519.39 |
8,519.39 |
8,541.61 |
S1 |
8,430.51 |
8,430.51 |
8,583.15 |
8,474.95 |
S2 |
8,253.50 |
8,253.50 |
8,558.77 |
|
S3 |
7,987.61 |
8,164.62 |
8,534.40 |
|
S4 |
7,721.72 |
7,898.73 |
8,461.28 |
|
|
Weekly Pivots for week ending 27-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,224.25 |
9,043.89 |
8,457.71 |
|
R3 |
8,944.38 |
8,764.02 |
8,380.74 |
|
R2 |
8,664.51 |
8,664.51 |
8,355.09 |
|
R1 |
8,484.15 |
8,484.15 |
8,329.43 |
8,434.40 |
PP |
8,384.64 |
8,384.64 |
8,384.64 |
8,359.77 |
S1 |
8,204.28 |
8,204.28 |
8,278.13 |
8,154.53 |
S2 |
8,104.77 |
8,104.77 |
8,252.47 |
|
S3 |
7,824.90 |
7,924.41 |
8,226.82 |
|
S4 |
7,545.03 |
7,644.54 |
8,149.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,608.27 |
8,242.91 |
365.36 |
4.2% |
163.42 |
1.9% |
100% |
True |
False |
|
10 |
8,608.27 |
8,242.91 |
365.36 |
4.2% |
140.42 |
1.6% |
100% |
True |
False |
|
20 |
8,811.62 |
8,242.91 |
568.71 |
6.6% |
142.15 |
1.7% |
64% |
False |
False |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.3% |
154.85 |
1.8% |
46% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.4% |
182.57 |
2.1% |
76% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.4% |
189.78 |
2.2% |
76% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.8% |
193.75 |
2.3% |
75% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
21.8% |
213.18 |
2.5% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,738.30 |
2.618 |
9,304.37 |
1.618 |
9,038.48 |
1.000 |
8,874.16 |
0.618 |
8,772.59 |
HIGH |
8,608.27 |
0.618 |
8,506.70 |
0.500 |
8,475.33 |
0.382 |
8,443.95 |
LOW |
8,342.38 |
0.618 |
8,178.06 |
1.000 |
8,076.49 |
1.618 |
7,912.17 |
2.618 |
7,646.28 |
4.250 |
7,212.35 |
|
|
Fisher Pivots for day following 02-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,563.46 |
8,546.88 |
PP |
8,519.39 |
8,486.23 |
S1 |
8,475.33 |
8,425.59 |
|