Trading Metrics calculated at close of trading on 27-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2003 |
27-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
886.28 |
859.81 |
-26.47 |
-3.0% |
901.79 |
High |
886.28 |
863.95 |
-22.33 |
-2.5% |
906.00 |
Low |
859.71 |
844.25 |
-15.46 |
-1.8% |
859.71 |
Close |
861.40 |
847.48 |
-13.92 |
-1.6% |
861.40 |
Range |
26.57 |
19.70 |
-6.87 |
-25.9% |
46.29 |
ATR |
15.96 |
16.23 |
0.27 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
910.99 |
898.94 |
858.32 |
|
R3 |
891.29 |
879.24 |
852.90 |
|
R2 |
871.59 |
871.59 |
851.09 |
|
R1 |
859.54 |
859.54 |
849.29 |
855.72 |
PP |
851.89 |
851.89 |
851.89 |
849.98 |
S1 |
839.84 |
839.84 |
845.67 |
836.02 |
S2 |
832.19 |
832.19 |
843.87 |
|
S3 |
812.49 |
820.14 |
842.06 |
|
S4 |
792.79 |
800.44 |
836.65 |
|
|
Weekly Pivots for week ending 24-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,014.57 |
984.28 |
886.86 |
|
R3 |
968.28 |
937.99 |
874.13 |
|
R2 |
921.99 |
921.99 |
869.89 |
|
R1 |
891.70 |
891.70 |
865.64 |
883.70 |
PP |
875.70 |
875.70 |
875.70 |
871.71 |
S1 |
845.41 |
845.41 |
857.16 |
837.41 |
S2 |
829.41 |
829.41 |
852.91 |
|
S3 |
783.12 |
799.12 |
848.67 |
|
S4 |
736.83 |
752.83 |
835.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
906.00 |
844.25 |
61.75 |
7.3% |
18.02 |
2.1% |
5% |
False |
True |
|
10 |
935.05 |
844.25 |
90.80 |
10.7% |
15.50 |
1.8% |
4% |
False |
True |
|
20 |
935.05 |
844.25 |
90.80 |
10.7% |
15.57 |
1.8% |
4% |
False |
True |
|
40 |
954.28 |
844.25 |
110.03 |
13.0% |
15.13 |
1.8% |
3% |
False |
True |
|
60 |
954.28 |
844.25 |
110.03 |
13.0% |
15.98 |
1.9% |
3% |
False |
True |
|
80 |
954.28 |
768.63 |
185.65 |
21.9% |
18.18 |
2.1% |
42% |
False |
False |
|
100 |
954.28 |
768.63 |
185.65 |
21.9% |
18.61 |
2.2% |
42% |
False |
False |
|
120 |
965.00 |
768.63 |
196.37 |
23.2% |
19.53 |
2.3% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
947.68 |
2.618 |
915.52 |
1.618 |
895.82 |
1.000 |
883.65 |
0.618 |
876.12 |
HIGH |
863.95 |
0.618 |
856.42 |
0.500 |
854.10 |
0.382 |
851.78 |
LOW |
844.25 |
0.618 |
832.08 |
1.000 |
824.55 |
1.618 |
812.38 |
2.618 |
792.68 |
4.250 |
760.53 |
|
|
Fisher Pivots for day following 27-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
854.10 |
867.25 |
PP |
851.89 |
860.66 |
S1 |
849.69 |
854.07 |
|