Trading Metrics calculated at close of trading on 05-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2003 |
05-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
8,104.61 |
8,014.45 |
-90.16 |
-1.1% |
8,128.54 |
High |
8,104.61 |
8,152.53 |
47.92 |
0.6% |
8,158.02 |
Low |
7,934.77 |
7,967.82 |
33.05 |
0.4% |
7,917.16 |
Close |
8,013.29 |
7,985.18 |
-28.11 |
-0.4% |
8,053.81 |
Range |
169.84 |
184.71 |
14.87 |
8.8% |
240.86 |
ATR |
158.38 |
160.26 |
1.88 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,589.31 |
8,471.95 |
8,086.77 |
|
R3 |
8,404.60 |
8,287.24 |
8,035.98 |
|
R2 |
8,219.89 |
8,219.89 |
8,019.04 |
|
R1 |
8,102.53 |
8,102.53 |
8,002.11 |
8,068.86 |
PP |
8,035.18 |
8,035.18 |
8,035.18 |
8,018.34 |
S1 |
7,917.82 |
7,917.82 |
7,968.25 |
7,884.15 |
S2 |
7,850.47 |
7,850.47 |
7,951.32 |
|
S3 |
7,665.76 |
7,733.11 |
7,934.38 |
|
S4 |
7,481.05 |
7,548.40 |
7,883.59 |
|
|
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 |
8,152.53 |
7,917.16 |
235.37 |
2.9% |
165.57 |
2.1% |
29% |
True |
False |
|
10 |
8,386.61 |
7,917.16 |
469.45 |
5.9% |
174.25 |
2.2% |
14% |
False |
False |
|
20 |
8,869.29 |
7,917.16 |
952.13 |
11.9% |
159.14 |
2.0% |
7% |
False |
False |
|
40 |
8,869.29 |
7,917.16 |
952.13 |
11.9% |
147.51 |
1.8% |
7% |
False |
False |
|
60 |
9,043.37 |
7,917.16 |
1,126.21 |
14.1% |
152.91 |
1.9% |
6% |
False |
False |
|
80 |
9,043.37 |
7,540.74 |
1,502.63 |
18.8% |
170.44 |
2.1% |
30% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.1% |
182.63 |
2.3% |
43% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
23.5% |
184.18 |
2.3% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,937.55 |
2.618 |
8,636.10 |
1.618 |
8,451.39 |
1.000 |
8,337.24 |
0.618 |
8,266.68 |
HIGH |
8,152.53 |
0.618 |
8,081.97 |
0.500 |
8,060.18 |
0.382 |
8,038.38 |
LOW |
7,967.82 |
0.618 |
7,853.67 |
1.000 |
7,783.11 |
1.618 |
7,668.96 |
2.618 |
7,484.25 |
4.250 |
7,182.80 |
|
|
Fisher Pivots for day following 05-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
8,060.18 |
8,043.65 |
PP |
8,035.18 |
8,024.16 |
S1 |
8,010.18 |
8,004.67 |
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