| Trading Metrics calculated at close of trading on 24-Jan-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2003 |
24-Jan-2003 |
Change |
Change % |
Previous Week |
| Open |
8,320.72 |
8,367.89 |
47.17 |
0.6% |
8,586.26 |
| High |
8,386.61 |
8,367.89 |
-18.72 |
-0.2% |
8,623.49 |
| Low |
8,255.86 |
8,112.43 |
-143.43 |
-1.7% |
8,112.43 |
| Close |
8,369.47 |
8,131.01 |
-238.46 |
-2.8% |
8,131.01 |
| Range |
130.75 |
255.46 |
124.71 |
95.4% |
511.06 |
| ATR |
144.65 |
152.68 |
8.03 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,970.16 |
8,806.04 |
8,271.51 |
|
| R3 |
8,714.70 |
8,550.58 |
8,201.26 |
|
| R2 |
8,459.24 |
8,459.24 |
8,177.84 |
|
| R1 |
8,295.12 |
8,295.12 |
8,154.43 |
8,249.45 |
| PP |
8,203.78 |
8,203.78 |
8,203.78 |
8,180.94 |
| S1 |
8,039.66 |
8,039.66 |
8,107.59 |
7,993.99 |
| S2 |
7,948.32 |
7,948.32 |
8,084.18 |
|
| S3 |
7,692.86 |
7,784.20 |
8,060.76 |
|
| S4 |
7,437.40 |
7,528.74 |
7,990.51 |
|
|
| Weekly Pivots for week ending 24-Jan-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,822.16 |
9,487.64 |
8,412.09 |
|
| R3 |
9,311.10 |
8,976.58 |
8,271.55 |
|
| R2 |
8,800.04 |
8,800.04 |
8,224.70 |
|
| R1 |
8,465.52 |
8,465.52 |
8,177.86 |
8,377.25 |
| PP |
8,288.98 |
8,288.98 |
8,288.98 |
8,244.84 |
| S1 |
7,954.46 |
7,954.46 |
8,084.16 |
7,866.19 |
| S2 |
7,777.92 |
7,777.92 |
8,037.32 |
|
| S3 |
7,266.86 |
7,443.40 |
7,990.47 |
|
| S4 |
6,755.80 |
6,932.34 |
7,849.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,695.82 |
8,112.43 |
583.39 |
7.2% |
169.25 |
2.1% |
3% |
False |
True |
|
| 10 |
8,869.29 |
8,112.43 |
756.86 |
9.3% |
147.95 |
1.8% |
2% |
False |
True |
|
| 20 |
8,869.29 |
8,112.43 |
756.86 |
9.3% |
150.72 |
1.9% |
2% |
False |
True |
|
| 40 |
9,043.37 |
8,112.43 |
930.94 |
11.4% |
148.25 |
1.8% |
2% |
False |
True |
|
| 60 |
9,043.37 |
8,112.43 |
930.94 |
11.4% |
155.74 |
1.9% |
2% |
False |
True |
|
| 80 |
9,043.37 |
7,197.49 |
1,845.88 |
22.7% |
181.15 |
2.2% |
51% |
False |
False |
|
| 100 |
9,043.37 |
7,197.49 |
1,845.88 |
22.7% |
185.31 |
2.3% |
51% |
False |
False |
|
| 120 |
9,077.01 |
7,197.49 |
1,879.52 |
23.1% |
191.47 |
2.4% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,453.60 |
|
2.618 |
9,036.68 |
|
1.618 |
8,781.22 |
|
1.000 |
8,623.35 |
|
0.618 |
8,525.76 |
|
HIGH |
8,367.89 |
|
0.618 |
8,270.30 |
|
0.500 |
8,240.16 |
|
0.382 |
8,210.02 |
|
LOW |
8,112.43 |
|
0.618 |
7,954.56 |
|
1.000 |
7,856.97 |
|
1.618 |
7,699.10 |
|
2.618 |
7,443.64 |
|
4.250 |
7,026.73 |
|
|
| Fisher Pivots for day following 24-Jan-2003 |
| Pivot |
1 day |
3 day |
| R1 |
8,240.16 |
8,278.52 |
| PP |
8,203.78 |
8,229.35 |
| S1 |
8,167.39 |
8,180.18 |
|