Trading Metrics calculated at close of trading on 03-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2003 |
03-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,342.38 |
8,607.38 |
265.00 |
3.2% |
8,304.06 |
High |
8,608.27 |
8,635.49 |
27.22 |
0.3% |
8,635.49 |
Low |
8,342.38 |
8,552.87 |
210.49 |
2.5% |
8,242.91 |
Close |
8,607.52 |
8,601.69 |
-5.83 |
-0.1% |
8,601.69 |
Range |
265.89 |
82.62 |
-183.27 |
-68.9% |
392.58 |
ATR |
152.63 |
147.63 |
-5.00 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,844.54 |
8,805.74 |
8,647.13 |
|
R3 |
8,761.92 |
8,723.12 |
8,624.41 |
|
R2 |
8,679.30 |
8,679.30 |
8,616.84 |
|
R1 |
8,640.50 |
8,640.50 |
8,609.26 |
8,618.59 |
PP |
8,596.68 |
8,596.68 |
8,596.68 |
8,585.73 |
S1 |
8,557.88 |
8,557.88 |
8,594.12 |
8,535.97 |
S2 |
8,514.06 |
8,514.06 |
8,586.54 |
|
S3 |
8,431.44 |
8,475.26 |
8,578.97 |
|
S4 |
8,348.82 |
8,392.64 |
8,556.25 |
|
|
Weekly Pivots for week ending 03-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,671.10 |
9,528.98 |
8,817.61 |
|
R3 |
9,278.52 |
9,136.40 |
8,709.65 |
|
R2 |
8,885.94 |
8,885.94 |
8,673.66 |
|
R1 |
8,743.82 |
8,743.82 |
8,637.68 |
8,814.88 |
PP |
8,493.36 |
8,493.36 |
8,493.36 |
8,528.90 |
S1 |
8,351.24 |
8,351.24 |
8,565.70 |
8,422.30 |
S2 |
8,100.78 |
8,100.78 |
8,529.72 |
|
S3 |
7,708.20 |
7,958.66 |
8,493.73 |
|
S4 |
7,315.62 |
7,566.08 |
8,385.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,635.49 |
8,242.91 |
392.58 |
4.6% |
148.68 |
1.7% |
91% |
True |
False |
|
10 |
8,635.49 |
8,242.91 |
392.58 |
4.6% |
136.31 |
1.6% |
91% |
True |
False |
|
20 |
8,769.05 |
8,242.91 |
526.14 |
6.1% |
138.37 |
1.6% |
68% |
False |
False |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.3% |
153.24 |
1.8% |
45% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.5% |
179.09 |
2.1% |
76% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.5% |
189.56 |
2.2% |
76% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
192.98 |
2.2% |
75% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
210.23 |
2.4% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,986.63 |
2.618 |
8,851.79 |
1.618 |
8,769.17 |
1.000 |
8,718.11 |
0.618 |
8,686.55 |
HIGH |
8,635.49 |
0.618 |
8,603.93 |
0.500 |
8,594.18 |
0.382 |
8,584.43 |
LOW |
8,552.87 |
0.618 |
8,501.81 |
1.000 |
8,470.25 |
1.618 |
8,419.19 |
2.618 |
8,336.57 |
4.250 |
8,201.74 |
|
|
Fisher Pivots for day following 03-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,599.19 |
8,547.53 |
PP |
8,596.68 |
8,493.36 |
S1 |
8,594.18 |
8,439.20 |
|