Trading Metrics calculated at close of trading on 09-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2002 |
09-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
1,051.27 |
1,015.27 |
-36.00 |
-3.4% |
1,044.48 |
High |
1,066.28 |
1,023.38 |
-42.90 |
-4.0% |
1,061.05 |
Low |
1,008.78 |
989.34 |
-19.44 |
-1.9% |
950.33 |
Close |
1,014.33 |
990.23 |
-24.10 |
-2.4% |
1,060.89 |
Range |
57.50 |
34.04 |
-23.46 |
-40.8% |
110.72 |
ATR |
46.75 |
45.84 |
-0.91 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.10 |
1,080.71 |
1,008.95 |
|
R3 |
1,069.06 |
1,046.67 |
999.59 |
|
R2 |
1,035.02 |
1,035.02 |
996.47 |
|
R1 |
1,012.63 |
1,012.63 |
993.35 |
1,006.81 |
PP |
1,000.98 |
1,000.98 |
1,000.98 |
998.07 |
S1 |
978.59 |
978.59 |
987.11 |
972.77 |
S2 |
966.94 |
966.94 |
983.99 |
|
S3 |
932.90 |
944.55 |
980.87 |
|
S4 |
898.86 |
910.51 |
971.51 |
|
|
Weekly Pivots for week ending 05-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.25 |
1,319.29 |
1,121.79 |
|
R3 |
1,245.53 |
1,208.57 |
1,091.34 |
|
R2 |
1,134.81 |
1,134.81 |
1,081.19 |
|
R1 |
1,097.85 |
1,097.85 |
1,071.04 |
1,116.33 |
PP |
1,024.09 |
1,024.09 |
1,024.09 |
1,033.33 |
S1 |
987.13 |
987.13 |
1,050.74 |
1,005.61 |
S2 |
913.37 |
913.37 |
1,040.59 |
|
S3 |
802.65 |
876.41 |
1,030.44 |
|
S4 |
691.93 |
765.69 |
999.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,066.28 |
950.33 |
115.95 |
11.7% |
42.36 |
4.3% |
34% |
False |
False |
|
10 |
1,074.73 |
950.33 |
124.40 |
12.6% |
44.87 |
4.5% |
32% |
False |
False |
|
20 |
1,163.46 |
950.33 |
213.13 |
21.5% |
43.82 |
4.4% |
19% |
False |
False |
|
40 |
1,350.54 |
950.33 |
400.21 |
40.4% |
41.03 |
4.1% |
10% |
False |
False |
|
60 |
1,426.01 |
950.33 |
475.68 |
48.0% |
41.42 |
4.2% |
8% |
False |
False |
|
80 |
1,523.27 |
950.33 |
572.94 |
57.9% |
40.65 |
4.1% |
7% |
False |
False |
|
100 |
1,573.42 |
950.33 |
623.09 |
62.9% |
41.51 |
4.2% |
6% |
False |
False |
|
120 |
1,605.28 |
950.33 |
654.95 |
66.1% |
41.78 |
4.2% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,168.05 |
2.618 |
1,112.50 |
1.618 |
1,078.46 |
1.000 |
1,057.42 |
0.618 |
1,044.42 |
HIGH |
1,023.38 |
0.618 |
1,010.38 |
0.500 |
1,006.36 |
0.382 |
1,002.34 |
LOW |
989.34 |
0.618 |
968.30 |
1.000 |
955.30 |
1.618 |
934.26 |
2.618 |
900.22 |
4.250 |
844.67 |
|
|
Fisher Pivots for day following 09-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
1,006.36 |
1,027.81 |
PP |
1,000.98 |
1,015.28 |
S1 |
995.61 |
1,002.76 |
|