Trading Metrics calculated at close of trading on 12-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2002 |
12-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
919.86 |
929.06 |
9.20 |
1.0% |
987.88 |
High |
929.16 |
934.31 |
5.15 |
0.6% |
993.56 |
Low |
900.94 |
913.71 |
12.77 |
1.4% |
900.94 |
Close |
927.37 |
921.39 |
-5.98 |
-0.6% |
921.39 |
Range |
28.22 |
20.60 |
-7.62 |
-27.0% |
92.62 |
ATR |
23.70 |
23.47 |
-0.22 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
984.94 |
973.76 |
932.72 |
|
R3 |
964.34 |
953.16 |
927.06 |
|
R2 |
943.74 |
943.74 |
925.17 |
|
R1 |
932.56 |
932.56 |
923.28 |
927.85 |
PP |
923.14 |
923.14 |
923.14 |
920.78 |
S1 |
911.96 |
911.96 |
919.50 |
907.25 |
S2 |
902.54 |
902.54 |
917.61 |
|
S3 |
881.94 |
891.36 |
915.73 |
|
S4 |
861.34 |
870.76 |
910.06 |
|
|
Weekly Pivots for week ending 12-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,216.49 |
1,161.56 |
972.33 |
|
R3 |
1,123.87 |
1,068.94 |
946.86 |
|
R2 |
1,031.25 |
1,031.25 |
938.37 |
|
R1 |
976.32 |
976.32 |
929.88 |
957.48 |
PP |
938.63 |
938.63 |
938.63 |
929.21 |
S1 |
883.70 |
883.70 |
912.90 |
864.86 |
S2 |
846.01 |
846.01 |
904.41 |
|
S3 |
753.39 |
791.08 |
895.92 |
|
S4 |
660.77 |
698.46 |
870.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
993.56 |
900.94 |
92.62 |
10.1% |
26.69 |
2.9% |
22% |
False |
False |
|
10 |
1,001.79 |
900.94 |
100.85 |
10.9% |
24.95 |
2.7% |
20% |
False |
False |
|
20 |
1,040.83 |
900.94 |
139.89 |
15.2% |
24.34 |
2.6% |
15% |
False |
False |
|
40 |
1,106.59 |
900.94 |
205.65 |
22.3% |
20.19 |
2.2% |
10% |
False |
False |
|
60 |
1,130.49 |
900.94 |
229.55 |
24.9% |
19.25 |
2.1% |
9% |
False |
False |
|
80 |
1,170.19 |
900.94 |
269.25 |
29.2% |
18.09 |
2.0% |
8% |
False |
False |
|
100 |
1,173.94 |
900.94 |
273.00 |
29.6% |
17.70 |
1.9% |
7% |
False |
False |
|
120 |
1,173.94 |
900.94 |
273.00 |
29.6% |
17.61 |
1.9% |
7% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,021.86 |
2.618 |
988.24 |
1.618 |
967.64 |
1.000 |
954.91 |
0.618 |
947.04 |
HIGH |
934.31 |
0.618 |
926.44 |
0.500 |
924.01 |
0.382 |
921.58 |
LOW |
913.71 |
0.618 |
900.98 |
1.000 |
893.11 |
1.618 |
880.38 |
2.618 |
859.78 |
4.250 |
826.16 |
|
|
Fisher Pivots for day following 12-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
924.01 |
928.64 |
PP |
923.14 |
926.22 |
S1 |
922.26 |
923.81 |
|