Trading Metrics calculated at close of trading on 28-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2003 |
28-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,128.54 |
7,991.07 |
-137.47 |
-1.7% |
8,586.26 |
High |
8,150.34 |
8,114.00 |
-36.34 |
-0.4% |
8,623.49 |
Low |
7,957.82 |
7,991.07 |
33.25 |
0.4% |
8,112.43 |
Close |
7,989.56 |
8,088.84 |
99.28 |
1.2% |
8,131.01 |
Range |
192.52 |
122.93 |
-69.59 |
-36.1% |
511.06 |
ATR |
155.52 |
153.30 |
-2.22 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,433.43 |
8,384.06 |
8,156.45 |
|
R3 |
8,310.50 |
8,261.13 |
8,122.65 |
|
R2 |
8,187.57 |
8,187.57 |
8,111.38 |
|
R1 |
8,138.20 |
8,138.20 |
8,100.11 |
8,162.89 |
PP |
8,064.64 |
8,064.64 |
8,064.64 |
8,076.98 |
S1 |
8,015.27 |
8,015.27 |
8,077.57 |
8,039.96 |
S2 |
7,941.71 |
7,941.71 |
8,066.30 |
|
S3 |
7,818.78 |
7,892.34 |
8,055.03 |
|
S4 |
7,695.85 |
7,769.41 |
8,021.23 |
|
|
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 |
8,444.61 |
7,957.82 |
486.79 |
6.0% |
167.94 |
2.1% |
27% |
False |
False |
|
10 |
8,854.61 |
7,957.82 |
896.79 |
11.1% |
154.37 |
1.9% |
15% |
False |
False |
|
20 |
8,869.29 |
7,957.82 |
911.47 |
11.3% |
150.46 |
1.9% |
14% |
False |
False |
|
40 |
9,043.37 |
7,957.82 |
1,085.55 |
13.4% |
145.26 |
1.8% |
12% |
False |
False |
|
60 |
9,043.37 |
7,957.82 |
1,085.55 |
13.4% |
155.10 |
1.9% |
12% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
22.8% |
177.91 |
2.2% |
48% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
22.8% |
183.19 |
2.3% |
48% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
23.2% |
188.68 |
2.3% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,636.45 |
2.618 |
8,435.83 |
1.618 |
8,312.90 |
1.000 |
8,236.93 |
0.618 |
8,189.97 |
HIGH |
8,114.00 |
0.618 |
8,067.04 |
0.500 |
8,052.54 |
0.382 |
8,038.03 |
LOW |
7,991.07 |
0.618 |
7,915.10 |
1.000 |
7,868.14 |
1.618 |
7,792.17 |
2.618 |
7,669.24 |
4.250 |
7,468.62 |
|
|
Fisher Pivots for day following 28-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,076.74 |
8,162.86 |
PP |
8,064.64 |
8,138.18 |
S1 |
8,052.54 |
8,113.51 |
|