Trading Metrics calculated at close of trading on 30-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2003 |
30-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,087.95 |
8,109.14 |
21.19 |
0.3% |
8,586.26 |
High |
8,158.02 |
8,141.09 |
-16.93 |
-0.2% |
8,623.49 |
Low |
7,945.00 |
7,938.62 |
-6.38 |
-0.1% |
8,112.43 |
Close |
8,110.71 |
7,945.13 |
-165.58 |
-2.0% |
8,131.01 |
Range |
213.02 |
202.47 |
-10.55 |
-5.0% |
511.06 |
ATR |
157.57 |
160.78 |
3.21 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,615.69 |
8,482.88 |
8,056.49 |
|
R3 |
8,413.22 |
8,280.41 |
8,000.81 |
|
R2 |
8,210.75 |
8,210.75 |
7,982.25 |
|
R1 |
8,077.94 |
8,077.94 |
7,963.69 |
8,043.11 |
PP |
8,008.28 |
8,008.28 |
8,008.28 |
7,990.87 |
S1 |
7,875.47 |
7,875.47 |
7,926.57 |
7,840.64 |
S2 |
7,805.81 |
7,805.81 |
7,908.01 |
|
S3 |
7,603.34 |
7,673.00 |
7,889.45 |
|
S4 |
7,400.87 |
7,470.53 |
7,833.77 |
|
|
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 |
8,367.89 |
7,938.62 |
429.27 |
5.4% |
197.28 |
2.5% |
2% |
False |
True |
|
10 |
8,805.52 |
7,938.62 |
866.90 |
10.9% |
170.97 |
2.2% |
1% |
False |
True |
|
20 |
8,869.29 |
7,938.62 |
930.67 |
11.7% |
159.71 |
2.0% |
1% |
False |
True |
|
40 |
8,869.29 |
7,938.62 |
930.67 |
11.7% |
147.76 |
1.9% |
1% |
False |
True |
|
60 |
9,043.37 |
7,938.62 |
1,104.75 |
13.9% |
155.52 |
2.0% |
1% |
False |
True |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
23.2% |
176.44 |
2.2% |
41% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.2% |
183.53 |
2.3% |
41% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
23.7% |
187.70 |
2.4% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,001.59 |
2.618 |
8,671.16 |
1.618 |
8,468.69 |
1.000 |
8,343.56 |
0.618 |
8,266.22 |
HIGH |
8,141.09 |
0.618 |
8,063.75 |
0.500 |
8,039.86 |
0.382 |
8,015.96 |
LOW |
7,938.62 |
0.618 |
7,813.49 |
1.000 |
7,736.15 |
1.618 |
7,611.02 |
2.618 |
7,408.55 |
4.250 |
7,078.12 |
|
|
Fisher Pivots for day following 30-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,039.86 |
8,048.32 |
PP |
8,008.28 |
8,013.92 |
S1 |
7,976.71 |
7,979.53 |
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