Trading Metrics calculated at close of trading on 08-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2003 |
08-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,775.84 |
8,735.93 |
-39.91 |
-0.5% |
8,304.06 |
High |
8,802.64 |
8,736.07 |
-66.57 |
-0.8% |
8,635.49 |
Low |
8,713.03 |
8,580.10 |
-132.93 |
-1.5% |
8,242.91 |
Close |
8,740.59 |
8,595.31 |
-145.28 |
-1.7% |
8,601.69 |
Range |
89.61 |
155.97 |
66.36 |
74.1% |
392.58 |
ATR |
146.88 |
147.85 |
0.97 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,105.07 |
9,006.16 |
8,681.09 |
|
R3 |
8,949.10 |
8,850.19 |
8,638.20 |
|
R2 |
8,793.13 |
8,793.13 |
8,623.90 |
|
R1 |
8,694.22 |
8,694.22 |
8,609.61 |
8,665.69 |
PP |
8,637.16 |
8,637.16 |
8,637.16 |
8,622.90 |
S1 |
8,538.25 |
8,538.25 |
8,581.01 |
8,509.72 |
S2 |
8,481.19 |
8,481.19 |
8,566.72 |
|
S3 |
8,325.22 |
8,382.28 |
8,552.42 |
|
S4 |
8,169.25 |
8,226.31 |
8,509.53 |
|
|
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 |
8,802.64 |
8,342.38 |
460.26 |
5.4% |
158.52 |
1.8% |
55% |
False |
False |
|
10 |
8,802.64 |
8,242.91 |
559.73 |
6.5% |
139.21 |
1.6% |
63% |
False |
False |
|
20 |
8,802.64 |
8,242.91 |
559.73 |
6.5% |
135.13 |
1.6% |
63% |
False |
False |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.3% |
149.44 |
1.7% |
44% |
False |
False |
|
60 |
9,043.37 |
7,745.70 |
1,297.67 |
15.1% |
170.80 |
2.0% |
65% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.5% |
188.82 |
2.2% |
76% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
189.08 |
2.2% |
74% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
207.95 |
2.4% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,398.94 |
2.618 |
9,144.40 |
1.618 |
8,988.43 |
1.000 |
8,892.04 |
0.618 |
8,832.46 |
HIGH |
8,736.07 |
0.618 |
8,676.49 |
0.500 |
8,658.09 |
0.382 |
8,639.68 |
LOW |
8,580.10 |
0.618 |
8,483.71 |
1.000 |
8,424.13 |
1.618 |
8,327.74 |
2.618 |
8,171.77 |
4.250 |
7,917.23 |
|
|
Fisher Pivots for day following 08-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,658.09 |
8,691.37 |
PP |
8,637.16 |
8,659.35 |
S1 |
8,616.24 |
8,627.33 |
|