Trading Metrics calculated at close of trading on 29-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2002 |
29-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
840.67 |
855.20 |
14.53 |
1.7% |
847.76 |
High |
852.85 |
898.96 |
46.11 |
5.4% |
854.13 |
Low |
835.92 |
855.20 |
19.28 |
2.3% |
775.68 |
Close |
852.84 |
898.96 |
46.12 |
5.4% |
852.84 |
Range |
16.93 |
43.76 |
26.83 |
158.5% |
78.45 |
ATR |
30.13 |
31.27 |
1.14 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,015.65 |
1,001.07 |
923.03 |
|
R3 |
971.89 |
957.31 |
910.99 |
|
R2 |
928.13 |
928.13 |
906.98 |
|
R1 |
913.55 |
913.55 |
902.97 |
920.84 |
PP |
884.37 |
884.37 |
884.37 |
888.02 |
S1 |
869.79 |
869.79 |
894.95 |
877.08 |
S2 |
840.61 |
840.61 |
890.94 |
|
S3 |
796.85 |
826.03 |
886.93 |
|
S4 |
753.09 |
782.27 |
874.89 |
|
|
Weekly Pivots for week ending 26-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,062.90 |
1,036.32 |
895.99 |
|
R3 |
984.45 |
957.87 |
874.41 |
|
R2 |
906.00 |
906.00 |
867.22 |
|
R1 |
879.42 |
879.42 |
860.03 |
892.71 |
PP |
827.55 |
827.55 |
827.55 |
834.20 |
S1 |
800.97 |
800.97 |
845.65 |
814.26 |
S2 |
749.10 |
749.10 |
838.46 |
|
S3 |
670.65 |
722.52 |
831.27 |
|
S4 |
592.20 |
644.07 |
809.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
898.96 |
775.68 |
123.28 |
13.7% |
39.72 |
4.4% |
100% |
True |
False |
|
10 |
926.52 |
775.68 |
150.84 |
16.8% |
35.53 |
4.0% |
82% |
False |
False |
|
20 |
994.46 |
775.68 |
218.78 |
24.3% |
31.79 |
3.5% |
56% |
False |
False |
|
40 |
1,070.74 |
775.68 |
295.06 |
32.8% |
26.52 |
2.9% |
42% |
False |
False |
|
60 |
1,106.59 |
775.68 |
330.91 |
36.8% |
23.05 |
2.6% |
37% |
False |
False |
|
80 |
1,133.31 |
775.68 |
357.63 |
39.8% |
21.17 |
2.4% |
34% |
False |
False |
|
100 |
1,173.94 |
775.68 |
398.26 |
44.3% |
19.55 |
2.2% |
31% |
False |
False |
|
120 |
1,173.94 |
775.68 |
398.26 |
44.3% |
19.19 |
2.1% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,084.94 |
2.618 |
1,013.52 |
1.618 |
969.76 |
1.000 |
942.72 |
0.618 |
926.00 |
HIGH |
898.96 |
0.618 |
882.24 |
0.500 |
877.08 |
0.382 |
871.92 |
LOW |
855.20 |
0.618 |
828.16 |
1.000 |
811.44 |
1.618 |
784.40 |
2.618 |
740.64 |
4.250 |
669.22 |
|
|
Fisher Pivots for day following 29-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
891.67 |
885.15 |
PP |
884.37 |
871.34 |
S1 |
877.08 |
857.54 |
|