Trading Metrics calculated at close of trading on 06-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2003 |
06-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
8,014.45 |
7,981.95 |
-32.50 |
-0.4% |
8,128.54 |
High |
8,152.53 |
7,991.96 |
-160.57 |
-2.0% |
8,158.02 |
Low |
7,967.82 |
7,881.30 |
-86.52 |
-1.1% |
7,917.16 |
Close |
7,985.18 |
7,929.30 |
-55.88 |
-0.7% |
8,053.81 |
Range |
184.71 |
110.66 |
-74.05 |
-40.1% |
240.86 |
ATR |
160.26 |
156.72 |
-3.54 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,266.17 |
8,208.39 |
7,990.16 |
|
R3 |
8,155.51 |
8,097.73 |
7,959.73 |
|
R2 |
8,044.85 |
8,044.85 |
7,949.59 |
|
R1 |
7,987.07 |
7,987.07 |
7,939.44 |
7,960.63 |
PP |
7,934.19 |
7,934.19 |
7,934.19 |
7,920.97 |
S1 |
7,876.41 |
7,876.41 |
7,919.16 |
7,849.97 |
S2 |
7,823.53 |
7,823.53 |
7,909.01 |
|
S3 |
7,712.87 |
7,765.75 |
7,898.87 |
|
S4 |
7,602.21 |
7,655.09 |
7,868.44 |
|
|
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 |
7,881.30 |
271.23 |
3.4% |
147.21 |
1.9% |
18% |
False |
True |
|
10 |
8,367.89 |
7,881.30 |
486.59 |
6.1% |
172.25 |
2.2% |
10% |
False |
True |
|
20 |
8,869.29 |
7,881.30 |
987.99 |
12.5% |
156.88 |
2.0% |
5% |
False |
True |
|
40 |
8,869.29 |
7,881.30 |
987.99 |
12.5% |
146.00 |
1.8% |
5% |
False |
True |
|
60 |
9,043.37 |
7,881.30 |
1,162.07 |
14.7% |
151.92 |
1.9% |
4% |
False |
True |
|
80 |
9,043.37 |
7,745.70 |
1,297.67 |
16.4% |
167.32 |
2.1% |
14% |
False |
False |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.3% |
182.43 |
2.3% |
40% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
23.7% |
183.71 |
2.3% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,462.27 |
2.618 |
8,281.67 |
1.618 |
8,171.01 |
1.000 |
8,102.62 |
0.618 |
8,060.35 |
HIGH |
7,991.96 |
0.618 |
7,949.69 |
0.500 |
7,936.63 |
0.382 |
7,923.57 |
LOW |
7,881.30 |
0.618 |
7,812.91 |
1.000 |
7,770.64 |
1.618 |
7,702.25 |
2.618 |
7,591.59 |
4.250 |
7,411.00 |
|
|
Fisher Pivots for day following 06-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,936.63 |
8,016.92 |
PP |
7,934.19 |
7,987.71 |
S1 |
7,931.74 |
7,958.51 |
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