Trading Metrics calculated at close of trading on 10-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2002 |
10-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
1,015.27 |
1,005.99 |
-9.28 |
-0.9% |
1,044.48 |
High |
1,023.38 |
1,005.99 |
-17.39 |
-1.7% |
1,061.05 |
Low |
989.34 |
958.76 |
-30.58 |
-3.1% |
950.33 |
Close |
990.23 |
959.05 |
-31.18 |
-3.1% |
1,060.89 |
Range |
34.04 |
47.23 |
13.19 |
38.7% |
110.72 |
ATR |
45.84 |
45.94 |
0.10 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,116.29 |
1,084.90 |
985.03 |
|
R3 |
1,069.06 |
1,037.67 |
972.04 |
|
R2 |
1,021.83 |
1,021.83 |
967.71 |
|
R1 |
990.44 |
990.44 |
963.38 |
982.52 |
PP |
974.60 |
974.60 |
974.60 |
970.64 |
S1 |
943.21 |
943.21 |
954.72 |
935.29 |
S2 |
927.37 |
927.37 |
950.39 |
|
S3 |
880.14 |
895.98 |
946.06 |
|
S4 |
832.91 |
848.75 |
933.07 |
|
|
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 |
12.1% |
45.36 |
4.7% |
8% |
False |
False |
|
10 |
1,074.73 |
950.33 |
124.40 |
13.0% |
44.01 |
4.6% |
7% |
False |
False |
|
20 |
1,163.46 |
950.33 |
213.13 |
22.2% |
43.65 |
4.6% |
4% |
False |
False |
|
40 |
1,350.54 |
950.33 |
400.21 |
41.7% |
40.94 |
4.3% |
2% |
False |
False |
|
60 |
1,426.01 |
950.33 |
475.68 |
49.6% |
41.74 |
4.4% |
2% |
False |
False |
|
80 |
1,523.27 |
950.33 |
572.94 |
59.7% |
40.89 |
4.3% |
2% |
False |
False |
|
100 |
1,573.42 |
950.33 |
623.09 |
65.0% |
41.61 |
4.3% |
1% |
False |
False |
|
120 |
1,605.28 |
950.33 |
654.95 |
68.3% |
41.86 |
4.4% |
1% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,206.72 |
2.618 |
1,129.64 |
1.618 |
1,082.41 |
1.000 |
1,053.22 |
0.618 |
1,035.18 |
HIGH |
1,005.99 |
0.618 |
987.95 |
0.500 |
982.38 |
0.382 |
976.80 |
LOW |
958.76 |
0.618 |
929.57 |
1.000 |
911.53 |
1.618 |
882.34 |
2.618 |
835.11 |
4.250 |
758.03 |
|
|
Fisher Pivots for day following 10-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
982.38 |
1,012.52 |
PP |
974.60 |
994.70 |
S1 |
966.83 |
976.87 |
|