Trading Metrics calculated at close of trading on 22-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2002 |
22-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
877.75 |
847.76 |
-29.99 |
-3.4% |
920.99 |
High |
877.75 |
854.13 |
-23.62 |
-2.7% |
926.52 |
Low |
842.07 |
813.26 |
-28.81 |
-3.4% |
842.07 |
Close |
847.75 |
819.85 |
-27.90 |
-3.3% |
847.75 |
Range |
35.68 |
40.87 |
5.19 |
14.5% |
84.45 |
ATR |
26.39 |
27.42 |
1.03 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
951.69 |
926.64 |
842.33 |
|
R3 |
910.82 |
885.77 |
831.09 |
|
R2 |
869.95 |
869.95 |
827.34 |
|
R1 |
844.90 |
844.90 |
823.60 |
836.99 |
PP |
829.08 |
829.08 |
829.08 |
825.13 |
S1 |
804.03 |
804.03 |
816.10 |
796.12 |
S2 |
788.21 |
788.21 |
812.36 |
|
S3 |
747.34 |
763.16 |
808.61 |
|
S4 |
706.47 |
722.29 |
797.37 |
|
|
Weekly Pivots for week ending 19-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.46 |
1,071.06 |
894.20 |
|
R3 |
1,041.01 |
986.61 |
870.97 |
|
R2 |
956.56 |
956.56 |
863.23 |
|
R1 |
902.16 |
902.16 |
855.49 |
887.14 |
PP |
872.11 |
872.11 |
872.11 |
864.60 |
S1 |
817.71 |
817.71 |
840.01 |
802.69 |
S2 |
787.66 |
787.66 |
832.27 |
|
S3 |
703.21 |
733.26 |
824.53 |
|
S4 |
618.76 |
648.81 |
801.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
926.52 |
813.26 |
113.26 |
13.8% |
31.35 |
3.8% |
6% |
False |
True |
|
10 |
979.63 |
813.26 |
166.37 |
20.3% |
31.41 |
3.8% |
4% |
False |
True |
|
20 |
1,005.88 |
813.26 |
192.62 |
23.5% |
28.26 |
3.4% |
3% |
False |
True |
|
40 |
1,095.99 |
813.26 |
282.73 |
34.5% |
23.20 |
2.8% |
2% |
False |
True |
|
60 |
1,106.59 |
813.26 |
293.33 |
35.8% |
21.24 |
2.6% |
2% |
False |
True |
|
80 |
1,154.45 |
813.26 |
341.19 |
41.6% |
19.46 |
2.4% |
2% |
False |
True |
|
100 |
1,173.94 |
813.26 |
360.68 |
44.0% |
18.50 |
2.3% |
2% |
False |
True |
|
120 |
1,173.94 |
813.26 |
360.68 |
44.0% |
18.43 |
2.2% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,027.83 |
2.618 |
961.13 |
1.618 |
920.26 |
1.000 |
895.00 |
0.618 |
879.39 |
HIGH |
854.13 |
0.618 |
838.52 |
0.500 |
833.70 |
0.382 |
828.87 |
LOW |
813.26 |
0.618 |
788.00 |
1.000 |
772.39 |
1.618 |
747.13 |
2.618 |
706.26 |
4.250 |
639.56 |
|
|
Fisher Pivots for day following 22-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
833.70 |
860.53 |
PP |
829.08 |
846.97 |
S1 |
824.47 |
833.41 |
|