Trading Metrics calculated at close of trading on 22-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2003 |
22-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,586.26 |
8,439.54 |
-146.72 |
-1.7% |
8,787.83 |
High |
8,623.49 |
8,444.61 |
-178.88 |
-2.1% |
8,869.29 |
Low |
8,438.18 |
8,306.59 |
-131.59 |
-1.6% |
8,559.11 |
Close |
8,442.90 |
8,318.73 |
-124.17 |
-1.5% |
8,586.74 |
Range |
185.31 |
138.02 |
-47.29 |
-25.5% |
310.18 |
ATR |
146.31 |
145.72 |
-0.59 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,770.70 |
8,682.74 |
8,394.64 |
|
R3 |
8,632.68 |
8,544.72 |
8,356.69 |
|
R2 |
8,494.66 |
8,494.66 |
8,344.03 |
|
R1 |
8,406.70 |
8,406.70 |
8,331.38 |
8,381.67 |
PP |
8,356.64 |
8,356.64 |
8,356.64 |
8,344.13 |
S1 |
8,268.68 |
8,268.68 |
8,306.08 |
8,243.65 |
S2 |
8,218.62 |
8,218.62 |
8,293.43 |
|
S3 |
8,080.60 |
8,130.66 |
8,280.77 |
|
S4 |
7,942.58 |
7,992.64 |
8,242.82 |
|
|
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 |
8,306.59 |
548.02 |
6.6% |
149.00 |
1.8% |
2% |
False |
True |
|
10 |
8,869.29 |
8,306.59 |
562.70 |
6.8% |
144.04 |
1.7% |
2% |
False |
True |
|
20 |
8,869.29 |
8,242.91 |
626.38 |
7.5% |
138.40 |
1.7% |
12% |
False |
False |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.6% |
143.40 |
1.7% |
9% |
False |
False |
|
60 |
9,043.37 |
8,198.04 |
845.33 |
10.2% |
155.85 |
1.9% |
14% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
22.2% |
183.07 |
2.2% |
61% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
22.2% |
185.06 |
2.2% |
61% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
22.6% |
192.91 |
2.3% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,031.20 |
2.618 |
8,805.95 |
1.618 |
8,667.93 |
1.000 |
8,582.63 |
0.618 |
8,529.91 |
HIGH |
8,444.61 |
0.618 |
8,391.89 |
0.500 |
8,375.60 |
0.382 |
8,359.31 |
LOW |
8,306.59 |
0.618 |
8,221.29 |
1.000 |
8,168.57 |
1.618 |
8,083.27 |
2.618 |
7,945.25 |
4.250 |
7,720.01 |
|
|
Fisher Pivots for day following 22-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,375.60 |
8,501.21 |
PP |
8,356.64 |
8,440.38 |
S1 |
8,337.69 |
8,379.56 |
|