Trading Metrics calculated at close of trading on 13-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2003 |
13-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,776.04 |
8,787.83 |
11.79 |
0.1% |
8,602.78 |
High |
8,818.55 |
8,869.29 |
50.74 |
0.6% |
8,818.55 |
Low |
8,689.58 |
8,746.97 |
57.39 |
0.7% |
8,580.10 |
Close |
8,784.89 |
8,785.98 |
1.09 |
0.0% |
8,784.89 |
Range |
128.97 |
122.32 |
-6.65 |
-5.2% |
238.45 |
ATR |
149.46 |
147.52 |
-1.94 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,167.71 |
9,099.16 |
8,853.26 |
|
R3 |
9,045.39 |
8,976.84 |
8,819.62 |
|
R2 |
8,923.07 |
8,923.07 |
8,808.41 |
|
R1 |
8,854.52 |
8,854.52 |
8,797.19 |
8,827.64 |
PP |
8,800.75 |
8,800.75 |
8,800.75 |
8,787.30 |
S1 |
8,732.20 |
8,732.20 |
8,774.77 |
8,705.32 |
S2 |
8,678.43 |
8,678.43 |
8,763.55 |
|
S3 |
8,556.11 |
8,609.88 |
8,752.34 |
|
S4 |
8,433.79 |
8,487.56 |
8,718.70 |
|
|
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 |
8,869.29 |
8,580.10 |
289.19 |
3.3% |
137.59 |
1.6% |
71% |
True |
False |
|
10 |
8,869.29 |
8,242.91 |
626.38 |
7.1% |
146.56 |
1.7% |
87% |
True |
False |
|
20 |
8,869.29 |
8,242.91 |
626.38 |
7.1% |
139.64 |
1.6% |
87% |
True |
False |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.1% |
147.27 |
1.7% |
68% |
False |
False |
|
60 |
9,043.37 |
8,038.24 |
1,005.13 |
11.4% |
165.50 |
1.9% |
74% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.0% |
186.56 |
2.1% |
86% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.4% |
188.17 |
2.1% |
85% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
21.4% |
202.99 |
2.3% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,389.15 |
2.618 |
9,189.52 |
1.618 |
9,067.20 |
1.000 |
8,991.61 |
0.618 |
8,944.88 |
HIGH |
8,869.29 |
0.618 |
8,822.56 |
0.500 |
8,808.13 |
0.382 |
8,793.70 |
LOW |
8,746.97 |
0.618 |
8,671.38 |
1.000 |
8,624.65 |
1.618 |
8,549.06 |
2.618 |
8,426.74 |
4.250 |
8,227.11 |
|
|
Fisher Pivots for day following 13-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,808.13 |
8,768.30 |
PP |
8,800.75 |
8,750.63 |
S1 |
8,793.36 |
8,732.95 |
|