Trading Metrics calculated at close of trading on 16-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2003 |
16-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,843.64 |
8,721.12 |
-122.52 |
-1.4% |
8,602.78 |
High |
8,854.61 |
8,805.52 |
-49.09 |
-0.6% |
8,818.55 |
Low |
8,702.14 |
8,673.05 |
-29.09 |
-0.3% |
8,580.10 |
Close |
8,723.18 |
8,697.87 |
-25.31 |
-0.3% |
8,784.89 |
Range |
152.47 |
132.47 |
-20.00 |
-13.1% |
238.45 |
ATR |
144.52 |
143.66 |
-0.86 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,122.89 |
9,042.85 |
8,770.73 |
|
R3 |
8,990.42 |
8,910.38 |
8,734.30 |
|
R2 |
8,857.95 |
8,857.95 |
8,722.16 |
|
R1 |
8,777.91 |
8,777.91 |
8,710.01 |
8,751.70 |
PP |
8,725.48 |
8,725.48 |
8,725.48 |
8,712.37 |
S1 |
8,645.44 |
8,645.44 |
8,685.73 |
8,619.23 |
S2 |
8,593.01 |
8,593.01 |
8,673.58 |
|
S3 |
8,460.54 |
8,512.97 |
8,661.44 |
|
S4 |
8,328.07 |
8,380.50 |
8,625.01 |
|
|
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 |
8,673.05 |
196.24 |
2.3% |
126.65 |
1.5% |
13% |
False |
True |
|
10 |
8,869.29 |
8,552.87 |
316.42 |
3.6% |
135.10 |
1.6% |
46% |
False |
False |
|
20 |
8,869.29 |
8,242.91 |
626.38 |
7.2% |
137.76 |
1.6% |
73% |
False |
False |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.2% |
146.32 |
1.7% |
57% |
False |
False |
|
60 |
9,043.37 |
8,198.04 |
845.33 |
9.7% |
158.83 |
1.8% |
59% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.2% |
184.80 |
2.1% |
81% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
21.2% |
186.52 |
2.1% |
81% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
21.6% |
196.29 |
2.3% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,368.52 |
2.618 |
9,152.33 |
1.618 |
9,019.86 |
1.000 |
8,937.99 |
0.618 |
8,887.39 |
HIGH |
8,805.52 |
0.618 |
8,754.92 |
0.500 |
8,739.29 |
0.382 |
8,723.65 |
LOW |
8,673.05 |
0.618 |
8,591.18 |
1.000 |
8,540.58 |
1.618 |
8,458.71 |
2.618 |
8,326.24 |
4.250 |
8,110.05 |
|
|
Fisher Pivots for day following 16-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,739.29 |
8,763.83 |
PP |
8,725.48 |
8,741.84 |
S1 |
8,711.68 |
8,719.86 |
|