Trading Metrics calculated at close of trading on 12-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2002 |
12-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
954.01 |
1,016.00 |
61.99 |
6.5% |
1,051.27 |
High |
999.43 |
1,025.61 |
26.18 |
2.6% |
1,066.28 |
Low |
945.85 |
988.25 |
42.40 |
4.5% |
945.85 |
Close |
998.03 |
1,000.82 |
2.79 |
0.3% |
1,000.82 |
Range |
53.58 |
37.36 |
-16.22 |
-30.3% |
120.43 |
ATR |
46.49 |
45.83 |
-0.65 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,116.97 |
1,096.26 |
1,021.37 |
|
R3 |
1,079.61 |
1,058.90 |
1,011.09 |
|
R2 |
1,042.25 |
1,042.25 |
1,007.67 |
|
R1 |
1,021.54 |
1,021.54 |
1,004.24 |
1,013.22 |
PP |
1,004.89 |
1,004.89 |
1,004.89 |
1,000.73 |
S1 |
984.18 |
984.18 |
997.40 |
975.86 |
S2 |
967.53 |
967.53 |
993.97 |
|
S3 |
930.17 |
946.82 |
990.55 |
|
S4 |
892.81 |
909.46 |
980.27 |
|
|
Weekly Pivots for week ending 12-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.61 |
1,303.64 |
1,067.06 |
|
R3 |
1,245.18 |
1,183.21 |
1,033.94 |
|
R2 |
1,124.75 |
1,124.75 |
1,022.90 |
|
R1 |
1,062.78 |
1,062.78 |
1,011.86 |
1,033.55 |
PP |
1,004.32 |
1,004.32 |
1,004.32 |
989.70 |
S1 |
942.35 |
942.35 |
989.78 |
913.12 |
S2 |
883.89 |
883.89 |
978.74 |
|
S3 |
763.46 |
821.92 |
967.70 |
|
S4 |
643.03 |
701.49 |
934.58 |
|
|
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 |
945.85 |
120.43 |
12.0% |
45.94 |
4.6% |
46% |
False |
False |
|
10 |
1,074.73 |
945.85 |
128.88 |
12.9% |
43.38 |
4.3% |
43% |
False |
False |
|
20 |
1,163.46 |
945.85 |
217.61 |
21.7% |
44.33 |
4.4% |
25% |
False |
False |
|
40 |
1,342.43 |
945.85 |
396.58 |
39.6% |
40.77 |
4.1% |
14% |
False |
False |
|
60 |
1,410.93 |
945.85 |
465.08 |
46.5% |
42.18 |
4.2% |
12% |
False |
False |
|
80 |
1,491.31 |
945.85 |
545.46 |
54.5% |
41.32 |
4.1% |
10% |
False |
False |
|
100 |
1,573.42 |
945.85 |
627.57 |
62.7% |
41.59 |
4.2% |
9% |
False |
False |
|
120 |
1,586.34 |
945.85 |
640.49 |
64.0% |
41.94 |
4.2% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,184.39 |
2.618 |
1,123.42 |
1.618 |
1,086.06 |
1.000 |
1,062.97 |
0.618 |
1,048.70 |
HIGH |
1,025.61 |
0.618 |
1,011.34 |
0.500 |
1,006.93 |
0.382 |
1,002.52 |
LOW |
988.25 |
0.618 |
965.16 |
1.000 |
950.89 |
1.618 |
927.80 |
2.618 |
890.44 |
4.250 |
829.47 |
|
|
Fisher Pivots for day following 12-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
1,006.93 |
995.79 |
PP |
1,004.89 |
990.76 |
S1 |
1,002.86 |
985.73 |
|