Trading Metrics calculated at close of trading on 08-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2002 |
08-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
956.03 |
987.88 |
31.85 |
3.3% |
989.15 |
High |
989.07 |
993.56 |
4.49 |
0.5% |
994.46 |
Low |
956.03 |
972.91 |
16.88 |
1.8% |
934.87 |
Close |
989.03 |
976.98 |
-12.05 |
-1.2% |
989.03 |
Range |
33.04 |
20.65 |
-12.39 |
-37.5% |
59.59 |
ATR |
22.04 |
21.94 |
-0.10 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,043.10 |
1,030.69 |
988.34 |
|
R3 |
1,022.45 |
1,010.04 |
982.66 |
|
R2 |
1,001.80 |
1,001.80 |
980.77 |
|
R1 |
989.39 |
989.39 |
978.87 |
985.27 |
PP |
981.15 |
981.15 |
981.15 |
979.09 |
S1 |
968.74 |
968.74 |
975.09 |
964.62 |
S2 |
960.50 |
960.50 |
973.19 |
|
S3 |
939.85 |
948.09 |
971.30 |
|
S4 |
919.20 |
927.44 |
965.62 |
|
|
Weekly Pivots for week ending 05-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.56 |
1,129.88 |
1,021.80 |
|
R3 |
1,091.97 |
1,070.29 |
1,005.42 |
|
R2 |
1,032.38 |
1,032.38 |
999.95 |
|
R1 |
1,010.70 |
1,010.70 |
994.49 |
991.75 |
PP |
972.79 |
972.79 |
972.79 |
963.31 |
S1 |
951.11 |
951.11 |
983.57 |
932.16 |
S2 |
913.20 |
913.20 |
978.11 |
|
S3 |
853.61 |
891.52 |
972.64 |
|
S4 |
794.02 |
831.93 |
956.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
994.46 |
934.87 |
59.59 |
6.1% |
24.64 |
2.5% |
71% |
False |
False |
|
10 |
1,005.88 |
934.87 |
71.01 |
7.3% |
25.11 |
2.6% |
59% |
False |
False |
|
20 |
1,040.83 |
934.87 |
105.96 |
10.8% |
22.38 |
2.3% |
40% |
False |
False |
|
40 |
1,106.59 |
934.87 |
171.72 |
17.6% |
19.36 |
2.0% |
25% |
False |
False |
|
60 |
1,133.00 |
934.87 |
198.13 |
20.3% |
18.35 |
1.9% |
21% |
False |
False |
|
80 |
1,173.94 |
934.87 |
239.07 |
24.5% |
17.20 |
1.8% |
18% |
False |
False |
|
100 |
1,173.94 |
934.87 |
239.07 |
24.5% |
17.15 |
1.8% |
18% |
False |
False |
|
120 |
1,173.94 |
934.87 |
239.07 |
24.5% |
17.07 |
1.7% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,081.32 |
2.618 |
1,047.62 |
1.618 |
1,026.97 |
1.000 |
1,014.21 |
0.618 |
1,006.32 |
HIGH |
993.56 |
0.618 |
985.67 |
0.500 |
983.24 |
0.382 |
980.80 |
LOW |
972.91 |
0.618 |
960.15 |
1.000 |
952.26 |
1.618 |
939.50 |
2.618 |
918.85 |
4.250 |
885.15 |
|
|
Fisher Pivots for day following 08-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
983.24 |
972.73 |
PP |
981.15 |
968.47 |
S1 |
979.07 |
964.22 |
|