Trading Metrics calculated at close of trading on 07-Jan-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2003 |
07-Jan-2003 |
Change |
Change % |
Previous Week |
Open |
8,602.78 |
8,775.84 |
173.06 |
2.0% |
8,304.06 |
High |
8,800.59 |
8,802.64 |
2.05 |
0.0% |
8,635.49 |
Low |
8,602.10 |
8,713.03 |
110.93 |
1.3% |
8,242.91 |
Close |
8,773.57 |
8,740.59 |
-32.98 |
-0.4% |
8,601.69 |
Range |
198.49 |
89.61 |
-108.88 |
-54.9% |
392.58 |
ATR |
151.29 |
146.88 |
-4.41 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,020.92 |
8,970.36 |
8,789.88 |
|
R3 |
8,931.31 |
8,880.75 |
8,765.23 |
|
R2 |
8,841.70 |
8,841.70 |
8,757.02 |
|
R1 |
8,791.14 |
8,791.14 |
8,748.80 |
8,771.62 |
PP |
8,752.09 |
8,752.09 |
8,752.09 |
8,742.32 |
S1 |
8,701.53 |
8,701.53 |
8,732.38 |
8,682.01 |
S2 |
8,662.48 |
8,662.48 |
8,724.16 |
|
S3 |
8,572.87 |
8,611.92 |
8,715.95 |
|
S4 |
8,483.26 |
8,522.31 |
8,691.30 |
|
|
Weekly Pivots for week ending 03-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,671.10 |
9,528.98 |
8,817.61 |
|
R3 |
9,278.52 |
9,136.40 |
8,709.65 |
|
R2 |
8,885.94 |
8,885.94 |
8,673.66 |
|
R1 |
8,743.82 |
8,743.82 |
8,637.68 |
8,814.88 |
PP |
8,493.36 |
8,493.36 |
8,493.36 |
8,528.90 |
S1 |
8,351.24 |
8,351.24 |
8,565.70 |
8,422.30 |
S2 |
8,100.78 |
8,100.78 |
8,529.72 |
|
S3 |
7,708.20 |
7,958.66 |
8,493.73 |
|
S4 |
7,315.62 |
7,566.08 |
8,385.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,802.64 |
8,242.91 |
559.73 |
6.4% |
151.00 |
1.7% |
89% |
True |
False |
|
10 |
8,802.64 |
8,242.91 |
559.73 |
6.4% |
132.76 |
1.5% |
89% |
True |
False |
|
20 |
8,802.64 |
8,242.91 |
559.73 |
6.4% |
135.88 |
1.6% |
89% |
True |
False |
|
40 |
9,043.37 |
8,242.91 |
800.46 |
9.2% |
149.79 |
1.7% |
62% |
False |
False |
|
60 |
9,043.37 |
7,540.74 |
1,502.63 |
17.2% |
174.21 |
2.0% |
80% |
False |
False |
|
80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.1% |
188.50 |
2.2% |
84% |
False |
False |
|
100 |
9,077.01 |
7,197.49 |
1,879.52 |
21.5% |
189.19 |
2.2% |
82% |
False |
False |
|
120 |
9,077.01 |
7,197.49 |
1,879.52 |
21.5% |
208.46 |
2.4% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,183.48 |
2.618 |
9,037.24 |
1.618 |
8,947.63 |
1.000 |
8,892.25 |
0.618 |
8,858.02 |
HIGH |
8,802.64 |
0.618 |
8,768.41 |
0.500 |
8,757.84 |
0.382 |
8,747.26 |
LOW |
8,713.03 |
0.618 |
8,657.65 |
1.000 |
8,623.42 |
1.618 |
8,568.04 |
2.618 |
8,478.43 |
4.250 |
8,332.19 |
|
|
Fisher Pivots for day following 07-Jan-2003 |
Pivot |
1 day |
3 day |
R1 |
8,757.84 |
8,719.65 |
PP |
8,752.09 |
8,698.70 |
S1 |
8,746.34 |
8,677.76 |
|