Trading Metrics calculated at close of trading on 06-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2003 |
06-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,607.38 |
8,602.78 |
-4.60 |
-0.1% |
8,304.06 |
High |
8,635.49 |
8,800.59 |
165.10 |
1.9% |
8,635.49 |
Low |
8,552.87 |
8,602.10 |
49.23 |
0.6% |
8,242.91 |
Close |
8,601.69 |
8,773.57 |
171.88 |
2.0% |
8,601.69 |
Range |
82.62 |
198.49 |
115.87 |
140.2% |
392.58 |
ATR |
147.63 |
151.29 |
3.66 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,320.89 |
9,245.72 |
8,882.74 |
|
R3 |
9,122.40 |
9,047.23 |
8,828.15 |
|
R2 |
8,923.91 |
8,923.91 |
8,809.96 |
|
R1 |
8,848.74 |
8,848.74 |
8,791.76 |
8,886.33 |
PP |
8,725.42 |
8,725.42 |
8,725.42 |
8,744.21 |
S1 |
8,650.25 |
8,650.25 |
8,755.38 |
8,687.84 |
S2 |
8,526.93 |
8,526.93 |
8,737.18 |
|
S3 |
8,328.44 |
8,451.76 |
8,718.99 |
|
S4 |
8,129.95 |
8,253.27 |
8,664.40 |
|
|
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 |
8,800.59 |
8,242.91 |
557.68 |
6.4% |
155.53 |
1.8% |
95% |
True |
False |
|
10 |
8,800.59 |
8,242.91 |
557.68 |
6.4% |
138.42 |
1.6% |
95% |
True |
False |
|
20 |
8,800.59 |
8,242.91 |
557.68 |
6.4% |
140.28 |
1.6% |
95% |
True |
False |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.1% |
152.96 |
1.7% |
66% |
False |
False |
|
60 |
9,043.37 |
7,197.49 |
1,845.88 |
21.0% |
178.77 |
2.0% |
85% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.0% |
190.08 |
2.2% |
85% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.4% |
192.24 |
2.2% |
84% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
21.4% |
209.97 |
2.4% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,644.17 |
2.618 |
9,320.24 |
1.618 |
9,121.75 |
1.000 |
8,999.08 |
0.618 |
8,923.26 |
HIGH |
8,800.59 |
0.618 |
8,724.77 |
0.500 |
8,701.35 |
0.382 |
8,677.92 |
LOW |
8,602.10 |
0.618 |
8,479.43 |
1.000 |
8,403.61 |
1.618 |
8,280.94 |
2.618 |
8,082.45 |
4.250 |
7,758.52 |
|
|
Fisher Pivots for day following 06-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,749.50 |
8,706.21 |
PP |
8,725.42 |
8,638.85 |
S1 |
8,701.35 |
8,571.49 |
|