Trading Metrics calculated at close of trading on 07-Feb-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2003 |
07-Feb-2003 |
Change |
Change % |
Previous Week |
Open |
7,981.95 |
7,932.45 |
-49.50 |
-0.6% |
8,053.74 |
High |
7,991.96 |
8,001.08 |
9.12 |
0.1% |
8,152.53 |
Low |
7,881.30 |
7,830.02 |
-51.28 |
-0.7% |
7,830.02 |
Close |
7,929.30 |
7,864.23 |
-65.07 |
-0.8% |
7,864.23 |
Range |
110.66 |
171.06 |
60.40 |
54.6% |
322.51 |
ATR |
156.72 |
157.74 |
1.02 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,411.62 |
8,308.99 |
7,958.31 |
|
R3 |
8,240.56 |
8,137.93 |
7,911.27 |
|
R2 |
8,069.50 |
8,069.50 |
7,895.59 |
|
R1 |
7,966.87 |
7,966.87 |
7,879.91 |
7,932.66 |
PP |
7,898.44 |
7,898.44 |
7,898.44 |
7,881.34 |
S1 |
7,795.81 |
7,795.81 |
7,848.55 |
7,761.60 |
S2 |
7,727.38 |
7,727.38 |
7,832.87 |
|
S3 |
7,556.32 |
7,624.75 |
7,817.19 |
|
S4 |
7,385.26 |
7,453.69 |
7,770.15 |
|
|
Weekly Pivots for week ending 07-Feb-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,916.46 |
8,712.85 |
8,041.61 |
|
R3 |
8,593.95 |
8,390.34 |
7,952.92 |
|
R2 |
8,271.44 |
8,271.44 |
7,923.36 |
|
R1 |
8,067.83 |
8,067.83 |
7,893.79 |
8,008.38 |
PP |
7,948.93 |
7,948.93 |
7,948.93 |
7,919.20 |
S1 |
7,745.32 |
7,745.32 |
7,834.67 |
7,685.87 |
S2 |
7,626.42 |
7,626.42 |
7,805.10 |
|
S3 |
7,303.91 |
7,422.81 |
7,775.54 |
|
S4 |
6,981.40 |
7,100.30 |
7,686.85 |
|
|
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 |
7,830.02 |
322.51 |
4.1% |
146.92 |
1.9% |
11% |
False |
True |
|
10 |
8,158.02 |
7,830.02 |
328.00 |
4.2% |
163.81 |
2.1% |
10% |
False |
True |
|
20 |
8,869.29 |
7,830.02 |
1,039.27 |
13.2% |
155.88 |
2.0% |
3% |
False |
True |
|
40 |
8,869.29 |
7,830.02 |
1,039.27 |
13.2% |
147.54 |
1.9% |
3% |
False |
True |
|
60 |
9,043.37 |
7,830.02 |
1,213.35 |
15.4% |
151.67 |
1.9% |
3% |
False |
True |
|
80 |
9,043.37 |
7,830.02 |
1,213.35 |
15.4% |
167.34 |
2.1% |
3% |
False |
True |
|
100 |
9,043.37 |
7,197.49 |
1,845.88 |
23.5% |
182.83 |
2.3% |
36% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
23.9% |
184.07 |
2.3% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,728.09 |
2.618 |
8,448.92 |
1.618 |
8,277.86 |
1.000 |
8,172.14 |
0.618 |
8,106.80 |
HIGH |
8,001.08 |
0.618 |
7,935.74 |
0.500 |
7,915.55 |
0.382 |
7,895.36 |
LOW |
7,830.02 |
0.618 |
7,724.30 |
1.000 |
7,658.96 |
1.618 |
7,553.24 |
2.618 |
7,382.18 |
4.250 |
7,103.02 |
|
|
Fisher Pivots for day following 07-Feb-2003 |
Pivot |
1 day |
3 day |
R1 |
7,915.55 |
7,991.28 |
PP |
7,898.44 |
7,948.93 |
S1 |
7,881.34 |
7,906.58 |
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