| Trading Metrics calculated at close of trading on 10-Jan-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2003 |
10-Jan-2003 |
Change |
Change % |
Previous Week |
| Open |
8,596.68 |
8,776.04 |
179.36 |
2.1% |
8,602.78 |
| High |
8,787.70 |
8,818.55 |
30.85 |
0.4% |
8,818.55 |
| Low |
8,596.61 |
8,689.58 |
92.97 |
1.1% |
8,580.10 |
| Close |
8,776.18 |
8,784.89 |
8.71 |
0.1% |
8,784.89 |
| Range |
191.09 |
128.97 |
-62.12 |
-32.5% |
238.45 |
| ATR |
151.04 |
149.46 |
-1.58 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,151.25 |
9,097.04 |
8,855.82 |
|
| R3 |
9,022.28 |
8,968.07 |
8,820.36 |
|
| R2 |
8,893.31 |
8,893.31 |
8,808.53 |
|
| R1 |
8,839.10 |
8,839.10 |
8,796.71 |
8,866.21 |
| PP |
8,764.34 |
8,764.34 |
8,764.34 |
8,777.89 |
| S1 |
8,710.13 |
8,710.13 |
8,773.07 |
8,737.24 |
| S2 |
8,635.37 |
8,635.37 |
8,761.25 |
|
| S3 |
8,506.40 |
8,581.16 |
8,749.42 |
|
| S4 |
8,377.43 |
8,452.19 |
8,713.96 |
|
|
| Weekly Pivots for week ending 10-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,443.20 |
9,352.49 |
8,916.04 |
|
| R3 |
9,204.75 |
9,114.04 |
8,850.46 |
|
| R2 |
8,966.30 |
8,966.30 |
8,828.61 |
|
| R1 |
8,875.59 |
8,875.59 |
8,806.75 |
8,920.95 |
| PP |
8,727.85 |
8,727.85 |
8,727.85 |
8,750.52 |
| S1 |
8,637.14 |
8,637.14 |
8,763.03 |
8,682.50 |
| S2 |
8,489.40 |
8,489.40 |
8,741.17 |
|
| S3 |
8,250.95 |
8,398.69 |
8,719.32 |
|
| S4 |
8,012.50 |
8,160.24 |
8,653.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,818.55 |
8,580.10 |
238.45 |
2.7% |
152.83 |
1.7% |
86% |
True |
False |
|
| 10 |
8,818.55 |
8,242.91 |
575.64 |
6.6% |
150.75 |
1.7% |
94% |
True |
False |
|
| 20 |
8,818.55 |
8,242.91 |
575.64 |
6.6% |
138.74 |
1.6% |
94% |
True |
False |
|
| 40 |
9,043.37 |
8,242.91 |
800.46 |
9.1% |
149.09 |
1.7% |
68% |
False |
False |
|
| 60 |
9,043.37 |
8,013.41 |
1,029.96 |
11.7% |
167.11 |
1.9% |
75% |
False |
False |
|
| 80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.0% |
187.55 |
2.1% |
86% |
False |
False |
|
| 100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.4% |
188.60 |
2.1% |
84% |
False |
False |
|
| 120 |
9,077.01 |
7,197.49 |
1,879.52 |
21.4% |
203.73 |
2.3% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,366.67 |
|
2.618 |
9,156.19 |
|
1.618 |
9,027.22 |
|
1.000 |
8,947.52 |
|
0.618 |
8,898.25 |
|
HIGH |
8,818.55 |
|
0.618 |
8,769.28 |
|
0.500 |
8,754.07 |
|
0.382 |
8,738.85 |
|
LOW |
8,689.58 |
|
0.618 |
8,609.88 |
|
1.000 |
8,560.61 |
|
1.618 |
8,480.91 |
|
2.618 |
8,351.94 |
|
4.250 |
8,141.46 |
|
|
| Fisher Pivots for day following 10-Jan-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,774.62 |
8,756.37 |
| PP |
8,764.34 |
8,727.85 |
| S1 |
8,754.07 |
8,699.33 |
|