Trading Metrics calculated at close of trading on 27-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2003 |
27-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,367.89 |
8,128.54 |
-239.35 |
-2.9% |
8,586.26 |
High |
8,367.89 |
8,150.34 |
-217.55 |
-2.6% |
8,623.49 |
Low |
8,112.43 |
7,957.82 |
-154.61 |
-1.9% |
8,112.43 |
Close |
8,131.01 |
7,989.56 |
-141.45 |
-1.7% |
8,131.01 |
Range |
255.46 |
192.52 |
-62.94 |
-24.6% |
511.06 |
ATR |
152.68 |
155.52 |
2.85 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,610.13 |
8,492.37 |
8,095.45 |
|
R3 |
8,417.61 |
8,299.85 |
8,042.50 |
|
R2 |
8,225.09 |
8,225.09 |
8,024.86 |
|
R1 |
8,107.33 |
8,107.33 |
8,007.21 |
8,069.95 |
PP |
8,032.57 |
8,032.57 |
8,032.57 |
8,013.89 |
S1 |
7,914.81 |
7,914.81 |
7,971.91 |
7,877.43 |
S2 |
7,840.05 |
7,840.05 |
7,954.26 |
|
S3 |
7,647.53 |
7,722.29 |
7,936.62 |
|
S4 |
7,455.01 |
7,529.77 |
7,883.67 |
|
|
Weekly Pivots for week ending 24-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,822.16 |
9,487.64 |
8,412.09 |
|
R3 |
9,311.10 |
8,976.58 |
8,271.55 |
|
R2 |
8,800.04 |
8,800.04 |
8,224.70 |
|
R1 |
8,465.52 |
8,465.52 |
8,177.86 |
8,377.25 |
PP |
8,288.98 |
8,288.98 |
8,288.98 |
8,244.84 |
S1 |
7,954.46 |
7,954.46 |
8,084.16 |
7,866.19 |
S2 |
7,777.92 |
7,777.92 |
8,037.32 |
|
S3 |
7,266.86 |
7,443.40 |
7,990.47 |
|
S4 |
6,755.80 |
6,932.34 |
7,849.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,623.49 |
7,957.82 |
665.67 |
8.3% |
180.41 |
2.3% |
5% |
False |
True |
|
10 |
8,869.29 |
7,957.82 |
911.47 |
11.4% |
154.31 |
1.9% |
3% |
False |
True |
|
20 |
8,869.29 |
7,957.82 |
911.47 |
11.4% |
152.53 |
1.9% |
3% |
False |
True |
|
40 |
9,043.37 |
7,957.82 |
1,085.55 |
13.6% |
148.71 |
1.9% |
3% |
False |
True |
|
60 |
9,043.37 |
7,957.82 |
1,085.55 |
13.6% |
155.59 |
1.9% |
3% |
False |
True |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
23.1% |
179.22 |
2.2% |
43% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.1% |
183.68 |
2.3% |
43% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
23.5% |
190.72 |
2.4% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,968.55 |
2.618 |
8,654.36 |
1.618 |
8,461.84 |
1.000 |
8,342.86 |
0.618 |
8,269.32 |
HIGH |
8,150.34 |
0.618 |
8,076.80 |
0.500 |
8,054.08 |
0.382 |
8,031.36 |
LOW |
7,957.82 |
0.618 |
7,838.84 |
1.000 |
7,765.30 |
1.618 |
7,646.32 |
2.618 |
7,453.80 |
4.250 |
7,139.61 |
|
|
Fisher Pivots for day following 27-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,054.08 |
8,172.22 |
PP |
8,032.57 |
8,111.33 |
S1 |
8,011.07 |
8,050.45 |
|