Trading Metrics calculated at close of trading on 14-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2003 |
14-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,787.83 |
8,787.22 |
-0.61 |
0.0% |
8,602.78 |
High |
8,869.29 |
8,843.37 |
-25.92 |
-0.3% |
8,818.55 |
Low |
8,746.97 |
8,746.35 |
-0.62 |
0.0% |
8,580.10 |
Close |
8,785.98 |
8,842.62 |
56.64 |
0.6% |
8,784.89 |
Range |
122.32 |
97.02 |
-25.30 |
-20.7% |
238.45 |
ATR |
147.52 |
143.91 |
-3.61 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,101.84 |
9,069.25 |
8,895.98 |
|
R3 |
9,004.82 |
8,972.23 |
8,869.30 |
|
R2 |
8,907.80 |
8,907.80 |
8,860.41 |
|
R1 |
8,875.21 |
8,875.21 |
8,851.51 |
8,891.51 |
PP |
8,810.78 |
8,810.78 |
8,810.78 |
8,818.93 |
S1 |
8,778.19 |
8,778.19 |
8,833.73 |
8,794.49 |
S2 |
8,713.76 |
8,713.76 |
8,824.83 |
|
S3 |
8,616.74 |
8,681.17 |
8,815.94 |
|
S4 |
8,519.72 |
8,584.15 |
8,789.26 |
|
|
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% |
139.07 |
1.6% |
91% |
False |
False |
|
10 |
8,869.29 |
8,242.91 |
626.38 |
7.1% |
145.04 |
1.6% |
96% |
False |
False |
|
20 |
8,869.29 |
8,242.91 |
626.38 |
7.1% |
138.83 |
1.6% |
96% |
False |
False |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.1% |
146.16 |
1.7% |
75% |
False |
False |
|
60 |
9,043.37 |
8,147.20 |
896.17 |
10.1% |
162.45 |
1.8% |
78% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
20.9% |
184.88 |
2.1% |
89% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.3% |
187.39 |
2.1% |
88% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
21.3% |
198.22 |
2.2% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,255.71 |
2.618 |
9,097.37 |
1.618 |
9,000.35 |
1.000 |
8,940.39 |
0.618 |
8,903.33 |
HIGH |
8,843.37 |
0.618 |
8,806.31 |
0.500 |
8,794.86 |
0.382 |
8,783.41 |
LOW |
8,746.35 |
0.618 |
8,686.39 |
1.000 |
8,649.33 |
1.618 |
8,589.37 |
2.618 |
8,492.35 |
4.250 |
8,334.02 |
|
|
Fisher Pivots for day following 14-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,826.70 |
8,821.56 |
PP |
8,810.78 |
8,800.50 |
S1 |
8,794.86 |
8,779.44 |
|