Trading Metrics calculated at close of trading on 29-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2003 |
29-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
7,991.07 |
8,087.95 |
96.88 |
1.2% |
8,586.26 |
High |
8,114.00 |
8,158.02 |
44.02 |
0.5% |
8,623.49 |
Low |
7,991.07 |
7,945.00 |
-46.07 |
-0.6% |
8,112.43 |
Close |
8,088.84 |
8,110.71 |
21.87 |
0.3% |
8,131.01 |
Range |
122.93 |
213.02 |
90.09 |
73.3% |
511.06 |
ATR |
153.30 |
157.57 |
4.27 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,710.30 |
8,623.53 |
8,227.87 |
|
R3 |
8,497.28 |
8,410.51 |
8,169.29 |
|
R2 |
8,284.26 |
8,284.26 |
8,149.76 |
|
R1 |
8,197.49 |
8,197.49 |
8,130.24 |
8,240.88 |
PP |
8,071.24 |
8,071.24 |
8,071.24 |
8,092.94 |
S1 |
7,984.47 |
7,984.47 |
8,091.18 |
8,027.86 |
S2 |
7,858.22 |
7,858.22 |
8,071.66 |
|
S3 |
7,645.20 |
7,771.45 |
8,052.13 |
|
S4 |
7,432.18 |
7,558.43 |
7,993.55 |
|
|
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 |
8,386.61 |
7,945.00 |
441.61 |
5.4% |
182.94 |
2.3% |
38% |
False |
True |
|
10 |
8,854.61 |
7,945.00 |
909.61 |
11.2% |
165.97 |
2.0% |
18% |
False |
True |
|
20 |
8,869.29 |
7,945.00 |
924.29 |
11.4% |
155.50 |
1.9% |
18% |
False |
True |
|
40 |
9,043.37 |
7,945.00 |
1,098.37 |
13.5% |
149.11 |
1.8% |
15% |
False |
True |
|
60 |
9,043.37 |
7,945.00 |
1,098.37 |
13.5% |
156.03 |
1.9% |
15% |
False |
True |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
22.8% |
177.82 |
2.2% |
49% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
22.8% |
183.29 |
2.3% |
49% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
23.2% |
188.41 |
2.3% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,063.36 |
2.618 |
8,715.71 |
1.618 |
8,502.69 |
1.000 |
8,371.04 |
0.618 |
8,289.67 |
HIGH |
8,158.02 |
0.618 |
8,076.65 |
0.500 |
8,051.51 |
0.382 |
8,026.37 |
LOW |
7,945.00 |
0.618 |
7,813.35 |
1.000 |
7,731.98 |
1.618 |
7,600.33 |
2.618 |
7,387.31 |
4.250 |
7,039.67 |
|
|
Fisher Pivots for day following 29-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,090.98 |
8,090.98 |
PP |
8,071.24 |
8,071.24 |
S1 |
8,051.51 |
8,051.51 |
|