Trading Metrics calculated at close of trading on 31-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2003 |
31-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,109.14 |
7,939.72 |
-169.42 |
-2.1% |
8,128.54 |
High |
8,141.09 |
8,089.66 |
-51.43 |
-0.6% |
8,158.02 |
Low |
7,938.62 |
7,917.16 |
-21.46 |
-0.3% |
7,917.16 |
Close |
7,945.13 |
8,053.81 |
108.68 |
1.4% |
8,053.81 |
Range |
202.47 |
172.50 |
-29.97 |
-14.8% |
240.86 |
ATR |
160.78 |
161.61 |
0.84 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,537.71 |
8,468.26 |
8,148.69 |
|
R3 |
8,365.21 |
8,295.76 |
8,101.25 |
|
R2 |
8,192.71 |
8,192.71 |
8,085.44 |
|
R1 |
8,123.26 |
8,123.26 |
8,069.62 |
8,157.99 |
PP |
8,020.21 |
8,020.21 |
8,020.21 |
8,037.57 |
S1 |
7,950.76 |
7,950.76 |
8,038.00 |
7,985.49 |
S2 |
7,847.71 |
7,847.71 |
8,022.19 |
|
S3 |
7,675.21 |
7,778.26 |
8,006.37 |
|
S4 |
7,502.71 |
7,605.76 |
7,958.94 |
|
|
Weekly Pivots for week ending 31-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,765.58 |
8,650.55 |
8,186.28 |
|
R3 |
8,524.72 |
8,409.69 |
8,120.05 |
|
R2 |
8,283.86 |
8,283.86 |
8,097.97 |
|
R1 |
8,168.83 |
8,168.83 |
8,075.89 |
8,105.92 |
PP |
8,043.00 |
8,043.00 |
8,043.00 |
8,011.54 |
S1 |
7,927.97 |
7,927.97 |
8,031.73 |
7,865.06 |
S2 |
7,802.14 |
7,802.14 |
8,009.65 |
|
S3 |
7,561.28 |
7,687.11 |
7,987.57 |
|
S4 |
7,320.42 |
7,446.25 |
7,921.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,158.02 |
7,917.16 |
240.86 |
3.0% |
180.69 |
2.2% |
57% |
False |
True |
|
10 |
8,695.82 |
7,917.16 |
778.66 |
9.7% |
174.97 |
2.2% |
18% |
False |
True |
|
20 |
8,869.29 |
7,917.16 |
952.13 |
11.8% |
155.04 |
1.9% |
14% |
False |
True |
|
40 |
8,869.29 |
7,917.16 |
952.13 |
11.8% |
148.59 |
1.8% |
14% |
False |
True |
|
60 |
9,043.37 |
7,917.16 |
1,126.21 |
14.0% |
154.91 |
1.9% |
12% |
False |
True |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
22.9% |
175.69 |
2.2% |
46% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
22.9% |
182.83 |
2.3% |
46% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
23.3% |
187.30 |
2.3% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,822.79 |
2.618 |
8,541.27 |
1.618 |
8,368.77 |
1.000 |
8,262.16 |
0.618 |
8,196.27 |
HIGH |
8,089.66 |
0.618 |
8,023.77 |
0.500 |
8,003.41 |
0.382 |
7,983.06 |
LOW |
7,917.16 |
0.618 |
7,810.56 |
1.000 |
7,744.66 |
1.618 |
7,638.06 |
2.618 |
7,465.56 |
4.250 |
7,184.04 |
|
|
Fisher Pivots for day following 31-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,037.01 |
8,048.40 |
PP |
8,020.21 |
8,043.00 |
S1 |
8,003.41 |
8,037.59 |
|