| Trading Metrics calculated at close of trading on 23-Jan-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2003 |
23-Jan-2003 |
Change |
Change % |
Previous Week |
| Open |
1,005.57 |
1,024.47 |
18.90 |
1.9% |
1,101.24 |
| High |
1,027.08 |
1,039.16 |
12.08 |
1.2% |
1,104.32 |
| Low |
1,003.58 |
1,011.12 |
7.54 |
0.8% |
1,017.53 |
| Close |
1,006.51 |
1,032.67 |
26.16 |
2.6% |
1,017.58 |
| Range |
23.50 |
28.04 |
4.54 |
19.3% |
86.79 |
| ATR |
29.18 |
29.42 |
0.25 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,111.77 |
1,100.26 |
1,048.09 |
|
| R3 |
1,083.73 |
1,072.22 |
1,040.38 |
|
| R2 |
1,055.69 |
1,055.69 |
1,037.81 |
|
| R1 |
1,044.18 |
1,044.18 |
1,035.24 |
1,049.94 |
| PP |
1,027.65 |
1,027.65 |
1,027.65 |
1,030.53 |
| S1 |
1,016.14 |
1,016.14 |
1,030.10 |
1,021.90 |
| S2 |
999.61 |
999.61 |
1,027.53 |
|
| S3 |
971.57 |
988.10 |
1,024.96 |
|
| S4 |
943.53 |
960.06 |
1,017.25 |
|
|
| 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 |
1,084.36 |
1,003.58 |
80.78 |
7.8% |
24.26 |
2.3% |
36% |
False |
False |
|
| 10 |
1,104.32 |
1,003.58 |
100.74 |
9.8% |
26.52 |
2.6% |
29% |
False |
False |
|
| 20 |
1,104.32 |
977.59 |
126.73 |
12.3% |
25.47 |
2.5% |
43% |
False |
False |
|
| 40 |
1,155.68 |
977.59 |
178.09 |
17.2% |
26.83 |
2.6% |
31% |
False |
False |
|
| 60 |
1,155.68 |
941.17 |
214.51 |
20.8% |
28.89 |
2.8% |
43% |
False |
False |
|
| 80 |
1,155.68 |
795.25 |
360.43 |
34.9% |
29.72 |
2.9% |
66% |
False |
False |
|
| 100 |
1,155.68 |
795.25 |
360.43 |
34.9% |
29.28 |
2.8% |
66% |
False |
False |
|
| 120 |
1,155.68 |
795.25 |
360.43 |
34.9% |
30.87 |
3.0% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,158.33 |
|
2.618 |
1,112.57 |
|
1.618 |
1,084.53 |
|
1.000 |
1,067.20 |
|
0.618 |
1,056.49 |
|
HIGH |
1,039.16 |
|
0.618 |
1,028.45 |
|
0.500 |
1,025.14 |
|
0.382 |
1,021.83 |
|
LOW |
1,011.12 |
|
0.618 |
993.79 |
|
1.000 |
983.08 |
|
1.618 |
965.75 |
|
2.618 |
937.71 |
|
4.250 |
891.95 |
|
|
| Fisher Pivots for day following 23-Jan-2003 |
| Pivot |
1 day |
3 day |
| R1 |
1,030.16 |
1,028.90 |
| PP |
1,027.65 |
1,025.14 |
| S1 |
1,025.14 |
1,021.37 |
|