Trading Metrics calculated at close of trading on 21-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2003 |
21-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,695.82 |
8,586.26 |
-109.56 |
-1.3% |
8,787.83 |
High |
8,695.82 |
8,623.49 |
-72.33 |
-0.8% |
8,869.29 |
Low |
8,559.11 |
8,438.18 |
-120.93 |
-1.4% |
8,559.11 |
Close |
8,586.74 |
8,442.90 |
-143.84 |
-1.7% |
8,586.74 |
Range |
136.71 |
185.31 |
48.60 |
35.5% |
310.18 |
ATR |
143.31 |
146.31 |
3.00 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,057.45 |
8,935.49 |
8,544.82 |
|
R3 |
8,872.14 |
8,750.18 |
8,493.86 |
|
R2 |
8,686.83 |
8,686.83 |
8,476.87 |
|
R1 |
8,564.87 |
8,564.87 |
8,459.89 |
8,533.20 |
PP |
8,501.52 |
8,501.52 |
8,501.52 |
8,485.69 |
S1 |
8,379.56 |
8,379.56 |
8,425.91 |
8,347.89 |
S2 |
8,316.21 |
8,316.21 |
8,408.93 |
|
S3 |
8,130.90 |
8,194.25 |
8,391.94 |
|
S4 |
7,945.59 |
8,008.94 |
8,340.98 |
|
|
Weekly Pivots for week ending 17-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,602.25 |
9,404.68 |
8,757.34 |
|
R3 |
9,292.07 |
9,094.50 |
8,672.04 |
|
R2 |
8,981.89 |
8,981.89 |
8,643.61 |
|
R1 |
8,784.32 |
8,784.32 |
8,615.17 |
8,728.02 |
PP |
8,671.71 |
8,671.71 |
8,671.71 |
8,643.56 |
S1 |
8,474.14 |
8,474.14 |
8,558.31 |
8,417.84 |
S2 |
8,361.53 |
8,361.53 |
8,529.87 |
|
S3 |
8,051.35 |
8,163.96 |
8,501.44 |
|
S4 |
7,741.17 |
7,853.78 |
8,416.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,854.61 |
8,438.18 |
416.43 |
4.9% |
140.80 |
1.7% |
1% |
False |
True |
|
10 |
8,869.29 |
8,438.18 |
431.11 |
5.1% |
139.19 |
1.6% |
1% |
False |
True |
|
20 |
8,869.29 |
8,242.91 |
626.38 |
7.4% |
138.81 |
1.6% |
32% |
False |
False |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.5% |
145.73 |
1.7% |
25% |
False |
False |
|
60 |
9,043.37 |
8,198.04 |
845.33 |
10.0% |
158.23 |
1.9% |
29% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.9% |
183.44 |
2.2% |
67% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
21.9% |
185.46 |
2.2% |
67% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
22.3% |
193.42 |
2.3% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,411.06 |
2.618 |
9,108.63 |
1.618 |
8,923.32 |
1.000 |
8,808.80 |
0.618 |
8,738.01 |
HIGH |
8,623.49 |
0.618 |
8,552.70 |
0.500 |
8,530.84 |
0.382 |
8,508.97 |
LOW |
8,438.18 |
0.618 |
8,323.66 |
1.000 |
8,252.87 |
1.618 |
8,138.35 |
2.618 |
7,953.04 |
4.250 |
7,650.61 |
|
|
Fisher Pivots for day following 21-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,530.84 |
8,621.85 |
PP |
8,501.52 |
8,562.20 |
S1 |
8,472.21 |
8,502.55 |
|