Trading Metrics calculated at close of trading on 22-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2003 |
22-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
992.91 |
980.42 |
-12.49 |
-1.3% |
1,001.08 |
High |
992.91 |
990.29 |
-2.62 |
-0.3% |
1,015.41 |
Low |
975.63 |
976.08 |
0.45 |
0.0% |
978.60 |
Close |
978.80 |
988.11 |
9.31 |
1.0% |
993.32 |
Range |
17.28 |
14.21 |
-3.07 |
-17.8% |
36.81 |
ATR |
14.42 |
14.41 |
-0.02 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,027.46 |
1,021.99 |
995.93 |
|
R3 |
1,013.25 |
1,007.78 |
992.02 |
|
R2 |
999.04 |
999.04 |
990.72 |
|
R1 |
993.57 |
993.57 |
989.41 |
996.31 |
PP |
984.83 |
984.83 |
984.83 |
986.19 |
S1 |
979.36 |
979.36 |
986.81 |
982.10 |
S2 |
970.62 |
970.62 |
985.50 |
|
S3 |
956.41 |
965.15 |
984.20 |
|
S4 |
942.20 |
950.94 |
980.29 |
|
|
Weekly Pivots for week ending 18-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.21 |
1,086.57 |
1,013.57 |
|
R3 |
1,069.40 |
1,049.76 |
1,003.44 |
|
R2 |
1,032.59 |
1,032.59 |
1,000.07 |
|
R1 |
1,012.95 |
1,012.95 |
996.69 |
1,004.37 |
PP |
995.78 |
995.78 |
995.78 |
991.48 |
S1 |
976.14 |
976.14 |
989.95 |
967.56 |
S2 |
958.97 |
958.97 |
986.57 |
|
S3 |
922.16 |
939.33 |
983.20 |
|
S4 |
885.35 |
902.52 |
973.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,003.47 |
975.63 |
27.84 |
2.8% |
14.72 |
1.5% |
45% |
False |
False |
|
10 |
1,015.41 |
975.63 |
39.78 |
4.0% |
14.11 |
1.4% |
31% |
False |
False |
|
20 |
1,015.41 |
962.10 |
53.31 |
5.4% |
13.66 |
1.4% |
49% |
False |
False |
|
40 |
1,015.41 |
927.33 |
88.08 |
8.9% |
14.06 |
1.4% |
69% |
False |
False |
|
60 |
1,015.41 |
899.19 |
116.22 |
11.8% |
13.63 |
1.4% |
77% |
False |
False |
|
80 |
1,015.41 |
843.68 |
171.73 |
17.4% |
13.87 |
1.4% |
84% |
False |
False |
|
100 |
1,015.41 |
788.90 |
226.51 |
22.9% |
14.53 |
1.5% |
88% |
False |
False |
|
120 |
1,015.41 |
788.90 |
226.51 |
22.9% |
14.79 |
1.5% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,050.68 |
2.618 |
1,027.49 |
1.618 |
1,013.28 |
1.000 |
1,004.50 |
0.618 |
999.07 |
HIGH |
990.29 |
0.618 |
984.86 |
0.500 |
983.19 |
0.382 |
981.51 |
LOW |
976.08 |
0.618 |
967.30 |
1.000 |
961.87 |
1.618 |
953.09 |
2.618 |
938.88 |
4.250 |
915.69 |
|
|
Fisher Pivots for day following 22-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
986.47 |
987.05 |
PP |
984.83 |
986.00 |
S1 |
983.19 |
984.94 |
|