| 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 |
8,721.12 |
8,695.82 |
-25.30 |
-0.3% |
8,787.83 |
| High |
8,805.52 |
8,695.82 |
-109.70 |
-1.2% |
8,869.29 |
| Low |
8,673.05 |
8,559.11 |
-113.94 |
-1.3% |
8,559.11 |
| Close |
8,697.87 |
8,586.74 |
-111.13 |
-1.3% |
8,586.74 |
| Range |
132.47 |
136.71 |
4.24 |
3.2% |
310.18 |
| ATR |
143.66 |
143.31 |
-0.35 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,024.02 |
8,942.09 |
8,661.93 |
|
| R3 |
8,887.31 |
8,805.38 |
8,624.34 |
|
| R2 |
8,750.60 |
8,750.60 |
8,611.80 |
|
| R1 |
8,668.67 |
8,668.67 |
8,599.27 |
8,641.28 |
| PP |
8,613.89 |
8,613.89 |
8,613.89 |
8,600.20 |
| S1 |
8,531.96 |
8,531.96 |
8,574.21 |
8,504.57 |
| S2 |
8,477.18 |
8,477.18 |
8,561.68 |
|
| S3 |
8,340.47 |
8,395.25 |
8,549.14 |
|
| S4 |
8,203.76 |
8,258.54 |
8,511.55 |
|
|
| Weekly Pivots for week ending 17-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,602.25 |
9,404.68 |
8,757.34 |
|
| R3 |
9,292.07 |
9,094.50 |
8,672.04 |
|
| R2 |
8,981.89 |
8,981.89 |
8,643.61 |
|
| R1 |
8,784.32 |
8,784.32 |
8,615.17 |
8,728.02 |
| PP |
8,671.71 |
8,671.71 |
8,671.71 |
8,643.56 |
| S1 |
8,474.14 |
8,474.14 |
8,558.31 |
8,417.84 |
| S2 |
8,361.53 |
8,361.53 |
8,529.87 |
|
| S3 |
8,051.35 |
8,163.96 |
8,501.44 |
|
| S4 |
7,741.17 |
7,853.78 |
8,416.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,869.29 |
8,559.11 |
310.18 |
3.6% |
128.20 |
1.5% |
9% |
False |
True |
|
| 10 |
8,869.29 |
8,559.11 |
310.18 |
3.6% |
140.51 |
1.6% |
9% |
False |
True |
|
| 20 |
8,869.29 |
8,242.91 |
626.38 |
7.3% |
138.41 |
1.6% |
55% |
False |
False |
|
| 40 |
9,043.37 |
8,242.91 |
800.46 |
9.3% |
146.19 |
1.7% |
43% |
False |
False |
|
| 60 |
9,043.37 |
8,198.04 |
845.33 |
9.8% |
158.48 |
1.8% |
46% |
False |
False |
|
| 80 |
9,043.37 |
7,197.49 |
1,845.88 |
21.5% |
183.94 |
2.1% |
75% |
False |
False |
|
| 100 |
9,043.37 |
7,197.49 |
1,845.88 |
21.5% |
185.95 |
2.2% |
75% |
False |
False |
|
| 120 |
9,077.01 |
7,197.49 |
1,879.52 |
21.9% |
193.73 |
2.3% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,276.84 |
|
2.618 |
9,053.73 |
|
1.618 |
8,917.02 |
|
1.000 |
8,832.53 |
|
0.618 |
8,780.31 |
|
HIGH |
8,695.82 |
|
0.618 |
8,643.60 |
|
0.500 |
8,627.47 |
|
0.382 |
8,611.33 |
|
LOW |
8,559.11 |
|
0.618 |
8,474.62 |
|
1.000 |
8,422.40 |
|
1.618 |
8,337.91 |
|
2.618 |
8,201.20 |
|
4.250 |
7,978.09 |
|
|
| Fisher Pivots for day following 17-Jan-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,627.47 |
8,706.86 |
| PP |
8,613.89 |
8,666.82 |
| S1 |
8,600.32 |
8,626.78 |
|