| Trading Metrics calculated at close of trading on 17-Jan-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2003 |
17-Jan-2003 |
Change |
Change % |
Previous Week |
| Open |
1,076.18 |
1,041.43 |
-34.75 |
-3.2% |
1,101.24 |
| High |
1,084.36 |
1,041.43 |
-42.93 |
-4.0% |
1,104.32 |
| Low |
1,057.87 |
1,017.53 |
-40.34 |
-3.8% |
1,017.53 |
| Close |
1,061.46 |
1,017.58 |
-43.88 |
-4.1% |
1,017.58 |
| Range |
26.49 |
23.90 |
-2.59 |
-9.8% |
86.79 |
| ATR |
29.36 |
30.40 |
1.04 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,097.21 |
1,081.30 |
1,030.73 |
|
| R3 |
1,073.31 |
1,057.40 |
1,024.15 |
|
| R2 |
1,049.41 |
1,049.41 |
1,021.96 |
|
| R1 |
1,033.50 |
1,033.50 |
1,019.77 |
1,029.51 |
| PP |
1,025.51 |
1,025.51 |
1,025.51 |
1,023.52 |
| S1 |
1,009.60 |
1,009.60 |
1,015.39 |
1,005.61 |
| S2 |
1,001.61 |
1,001.61 |
1,013.20 |
|
| S3 |
977.71 |
985.70 |
1,011.01 |
|
| S4 |
953.81 |
961.80 |
1,004.44 |
|
|
| Weekly Pivots for week ending 17-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,306.85 |
1,249.00 |
1,065.31 |
|
| R3 |
1,220.06 |
1,162.21 |
1,041.45 |
|
| R2 |
1,133.27 |
1,133.27 |
1,033.49 |
|
| R1 |
1,075.42 |
1,075.42 |
1,025.54 |
1,060.95 |
| PP |
1,046.48 |
1,046.48 |
1,046.48 |
1,039.24 |
| S1 |
988.63 |
988.63 |
1,009.62 |
974.16 |
| S2 |
959.69 |
959.69 |
1,001.67 |
|
| S3 |
872.90 |
901.84 |
993.71 |
|
| S4 |
786.11 |
815.05 |
969.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,104.32 |
1,017.53 |
86.79 |
8.5% |
25.11 |
2.5% |
0% |
False |
True |
|
| 10 |
1,104.32 |
1,017.53 |
86.79 |
8.5% |
27.95 |
2.7% |
0% |
False |
True |
|
| 20 |
1,104.32 |
977.59 |
126.73 |
12.5% |
25.61 |
2.5% |
32% |
False |
False |
|
| 40 |
1,155.68 |
977.59 |
178.09 |
17.5% |
27.65 |
2.7% |
22% |
False |
False |
|
| 60 |
1,155.68 |
941.17 |
214.51 |
21.1% |
29.43 |
2.9% |
36% |
False |
False |
|
| 80 |
1,155.68 |
795.25 |
360.43 |
35.4% |
30.15 |
3.0% |
62% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
35.4% |
29.81 |
2.9% |
62% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
35.4% |
31.28 |
3.1% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,143.01 |
|
2.618 |
1,104.00 |
|
1.618 |
1,080.10 |
|
1.000 |
1,065.33 |
|
0.618 |
1,056.20 |
|
HIGH |
1,041.43 |
|
0.618 |
1,032.30 |
|
0.500 |
1,029.48 |
|
0.382 |
1,026.66 |
|
LOW |
1,017.53 |
|
0.618 |
1,002.76 |
|
1.000 |
993.63 |
|
1.618 |
978.86 |
|
2.618 |
954.96 |
|
4.250 |
915.96 |
|
|
| Fisher Pivots for day following 17-Jan-2003 |
| Pivot |
1 day |
3 day |
| R1 |
1,029.48 |
1,058.71 |
| PP |
1,025.51 |
1,045.00 |
| S1 |
1,021.55 |
1,031.29 |
|