Trading Metrics calculated at close of trading on 04-Feb-2003 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
03-Feb-2003 |
04-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
8,053.74 |
8,104.61 |
50.87 |
0.6% |
8,128.54 |
High |
8,152.08 |
8,104.61 |
-47.47 |
-0.6% |
8,158.02 |
Low |
8,053.74 |
7,934.77 |
-118.97 |
-1.5% |
7,917.16 |
Close |
8,109.82 |
8,013.29 |
-96.53 |
-1.2% |
8,053.81 |
Range |
98.34 |
169.84 |
71.50 |
72.7% |
240.86 |
ATR |
157.09 |
158.38 |
1.28 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 04-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,527.08 |
8,440.02 |
8,106.70 |
|
R3 |
8,357.24 |
8,270.18 |
8,060.00 |
|
R2 |
8,187.40 |
8,187.40 |
8,044.43 |
|
R1 |
8,100.34 |
8,100.34 |
8,028.86 |
8,058.95 |
PP |
8,017.56 |
8,017.56 |
8,017.56 |
7,996.86 |
S1 |
7,930.50 |
7,930.50 |
7,997.72 |
7,889.11 |
S2 |
7,847.72 |
7,847.72 |
7,982.15 |
|
S3 |
7,677.88 |
7,760.66 |
7,966.58 |
|
S4 |
7,508.04 |
7,590.82 |
7,919.88 |
|
|
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% |
171.23 |
2.1% |
40% |
False |
False |
|
10 |
8,444.61 |
7,917.16 |
527.45 |
6.6% |
169.59 |
2.1% |
18% |
False |
False |
|
20 |
8,869.29 |
7,917.16 |
952.13 |
11.9% |
154.39 |
1.9% |
10% |
False |
False |
|
40 |
8,869.29 |
7,917.16 |
952.13 |
11.9% |
147.33 |
1.8% |
10% |
False |
False |
|
60 |
9,043.37 |
7,917.16 |
1,126.21 |
14.1% |
153.44 |
1.9% |
9% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
23.0% |
172.68 |
2.2% |
44% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.0% |
182.94 |
2.3% |
44% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
23.5% |
185.93 |
2.3% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,826.43 |
2.618 |
8,549.25 |
1.618 |
8,379.41 |
1.000 |
8,274.45 |
0.618 |
8,209.57 |
HIGH |
8,104.61 |
0.618 |
8,039.73 |
0.500 |
8,019.69 |
0.382 |
7,999.65 |
LOW |
7,934.77 |
0.618 |
7,829.81 |
1.000 |
7,764.93 |
1.618 |
7,659.97 |
2.618 |
7,490.13 |
4.250 |
7,212.95 |
|
|
Fisher Pivots for day following 04-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
8,019.69 |
8,034.62 |
PP |
8,017.56 |
8,027.51 |
S1 |
8,015.42 |
8,020.40 |
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