Trading Metrics calculated at close of trading on 15-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2003 |
15-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,787.22 |
8,843.64 |
56.42 |
0.6% |
8,602.78 |
High |
8,843.37 |
8,854.61 |
11.24 |
0.1% |
8,818.55 |
Low |
8,746.35 |
8,702.14 |
-44.21 |
-0.5% |
8,580.10 |
Close |
8,842.62 |
8,723.18 |
-119.44 |
-1.4% |
8,784.89 |
Range |
97.02 |
152.47 |
55.45 |
57.2% |
238.45 |
ATR |
143.91 |
144.52 |
0.61 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,217.39 |
9,122.75 |
8,807.04 |
|
R3 |
9,064.92 |
8,970.28 |
8,765.11 |
|
R2 |
8,912.45 |
8,912.45 |
8,751.13 |
|
R1 |
8,817.81 |
8,817.81 |
8,737.16 |
8,788.90 |
PP |
8,759.98 |
8,759.98 |
8,759.98 |
8,745.52 |
S1 |
8,665.34 |
8,665.34 |
8,709.20 |
8,636.43 |
S2 |
8,607.51 |
8,607.51 |
8,695.23 |
|
S3 |
8,455.04 |
8,512.87 |
8,681.25 |
|
S4 |
8,302.57 |
8,360.40 |
8,639.32 |
|
|
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 |
8,596.61 |
272.68 |
3.1% |
138.37 |
1.6% |
46% |
False |
False |
|
10 |
8,869.29 |
8,342.38 |
526.91 |
6.0% |
148.45 |
1.7% |
72% |
False |
False |
|
20 |
8,869.29 |
8,242.91 |
626.38 |
7.2% |
136.82 |
1.6% |
77% |
False |
False |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.2% |
146.90 |
1.7% |
60% |
False |
False |
|
60 |
9,043.37 |
8,198.04 |
845.33 |
9.7% |
161.91 |
1.9% |
62% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.2% |
185.60 |
2.1% |
83% |
False |
False |
|
100 |
9,051.49 |
7,197.49 |
1,854.00 |
21.3% |
187.41 |
2.1% |
82% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
21.5% |
196.46 |
2.3% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,502.61 |
2.618 |
9,253.78 |
1.618 |
9,101.31 |
1.000 |
9,007.08 |
0.618 |
8,948.84 |
HIGH |
8,854.61 |
0.618 |
8,796.37 |
0.500 |
8,778.38 |
0.382 |
8,760.38 |
LOW |
8,702.14 |
0.618 |
8,607.91 |
1.000 |
8,549.67 |
1.618 |
8,455.44 |
2.618 |
8,302.97 |
4.250 |
8,054.14 |
|
|
Fisher Pivots for day following 15-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,778.38 |
8,785.72 |
PP |
8,759.98 |
8,764.87 |
S1 |
8,741.58 |
8,744.03 |
|