Trading Metrics calculated at close of trading on 03-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2003 |
03-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
7,939.72 |
8,053.74 |
114.02 |
1.4% |
8,128.54 |
High |
8,089.66 |
8,152.08 |
62.42 |
0.8% |
8,158.02 |
Low |
7,917.16 |
8,053.74 |
136.58 |
1.7% |
7,917.16 |
Close |
8,053.81 |
8,109.82 |
56.01 |
0.7% |
8,053.81 |
Range |
172.50 |
98.34 |
-74.16 |
-43.0% |
240.86 |
ATR |
161.61 |
157.09 |
-4.52 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,400.23 |
8,353.37 |
8,163.91 |
|
R3 |
8,301.89 |
8,255.03 |
8,136.86 |
|
R2 |
8,203.55 |
8,203.55 |
8,127.85 |
|
R1 |
8,156.69 |
8,156.69 |
8,118.83 |
8,180.12 |
PP |
8,105.21 |
8,105.21 |
8,105.21 |
8,116.93 |
S1 |
8,058.35 |
8,058.35 |
8,100.81 |
8,081.78 |
S2 |
8,006.87 |
8,006.87 |
8,091.79 |
|
S3 |
7,908.53 |
7,960.01 |
8,082.78 |
|
S4 |
7,810.19 |
7,861.67 |
8,055.73 |
|
|
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% |
161.85 |
2.0% |
80% |
False |
False |
|
10 |
8,623.49 |
7,917.16 |
706.33 |
8.7% |
171.13 |
2.1% |
27% |
False |
False |
|
20 |
8,869.29 |
7,917.16 |
952.13 |
11.7% |
155.82 |
1.9% |
20% |
False |
False |
|
40 |
8,869.29 |
7,917.16 |
952.13 |
11.7% |
147.10 |
1.8% |
20% |
False |
False |
|
60 |
9,043.37 |
7,917.16 |
1,126.21 |
13.9% |
154.10 |
1.9% |
17% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
22.8% |
173.27 |
2.1% |
49% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
22.8% |
182.81 |
2.3% |
49% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
23.2% |
186.79 |
2.3% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,570.03 |
2.618 |
8,409.53 |
1.618 |
8,311.19 |
1.000 |
8,250.42 |
0.618 |
8,212.85 |
HIGH |
8,152.08 |
0.618 |
8,114.51 |
0.500 |
8,102.91 |
0.382 |
8,091.31 |
LOW |
8,053.74 |
0.618 |
7,992.97 |
1.000 |
7,955.40 |
1.618 |
7,894.63 |
2.618 |
7,796.29 |
4.250 |
7,635.80 |
|
|
Fisher Pivots for day following 03-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
8,107.52 |
8,084.75 |
PP |
8,105.21 |
8,059.69 |
S1 |
8,102.91 |
8,034.62 |
|