Trading Metrics calculated at close of trading on 09-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2003 |
09-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,735.93 |
8,596.68 |
-139.25 |
-1.6% |
8,304.06 |
High |
8,736.07 |
8,787.70 |
51.63 |
0.6% |
8,635.49 |
Low |
8,580.10 |
8,596.61 |
16.51 |
0.2% |
8,242.91 |
Close |
8,595.31 |
8,776.18 |
180.87 |
2.1% |
8,601.69 |
Range |
155.97 |
191.09 |
35.12 |
22.5% |
392.58 |
ATR |
147.85 |
151.04 |
3.18 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,293.43 |
9,225.90 |
8,881.28 |
|
R3 |
9,102.34 |
9,034.81 |
8,828.73 |
|
R2 |
8,911.25 |
8,911.25 |
8,811.21 |
|
R1 |
8,843.72 |
8,843.72 |
8,793.70 |
8,877.49 |
PP |
8,720.16 |
8,720.16 |
8,720.16 |
8,737.05 |
S1 |
8,652.63 |
8,652.63 |
8,758.66 |
8,686.40 |
S2 |
8,529.07 |
8,529.07 |
8,741.15 |
|
S3 |
8,337.98 |
8,461.54 |
8,723.63 |
|
S4 |
8,146.89 |
8,270.45 |
8,671.08 |
|
|
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 |
8,552.87 |
249.77 |
2.8% |
143.56 |
1.6% |
89% |
False |
False |
|
10 |
8,802.64 |
8,242.91 |
559.73 |
6.4% |
153.49 |
1.7% |
95% |
False |
False |
|
20 |
8,802.64 |
8,242.91 |
559.73 |
6.4% |
139.21 |
1.6% |
95% |
False |
False |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.1% |
149.56 |
1.7% |
67% |
False |
False |
|
60 |
9,043.37 |
7,883.23 |
1,160.14 |
13.2% |
171.16 |
2.0% |
77% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.0% |
189.56 |
2.2% |
86% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.4% |
189.71 |
2.2% |
84% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
21.4% |
205.88 |
2.3% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,599.83 |
2.618 |
9,287.97 |
1.618 |
9,096.88 |
1.000 |
8,978.79 |
0.618 |
8,905.79 |
HIGH |
8,787.70 |
0.618 |
8,714.70 |
0.500 |
8,692.16 |
0.382 |
8,669.61 |
LOW |
8,596.61 |
0.618 |
8,478.52 |
1.000 |
8,405.52 |
1.618 |
8,287.43 |
2.618 |
8,096.34 |
4.250 |
7,784.48 |
|
|
Fisher Pivots for day following 09-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,748.17 |
8,747.91 |
PP |
8,720.16 |
8,719.64 |
S1 |
8,692.16 |
8,691.37 |
|