Trading Metrics calculated at close of trading on 15-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2002 |
15-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
1,016.00 |
990.98 |
-25.02 |
-2.5% |
1,051.27 |
High |
1,025.61 |
1,021.35 |
-4.26 |
-0.4% |
1,066.28 |
Low |
988.25 |
955.29 |
-32.96 |
-3.3% |
945.85 |
Close |
1,000.82 |
1,021.02 |
20.20 |
2.0% |
1,000.82 |
Range |
37.36 |
66.06 |
28.70 |
76.8% |
120.43 |
ATR |
45.83 |
47.28 |
1.44 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,197.40 |
1,175.27 |
1,057.35 |
|
R3 |
1,131.34 |
1,109.21 |
1,039.19 |
|
R2 |
1,065.28 |
1,065.28 |
1,033.13 |
|
R1 |
1,043.15 |
1,043.15 |
1,027.08 |
1,054.22 |
PP |
999.22 |
999.22 |
999.22 |
1,004.75 |
S1 |
977.09 |
977.09 |
1,014.96 |
988.16 |
S2 |
933.16 |
933.16 |
1,008.91 |
|
S3 |
867.10 |
911.03 |
1,002.85 |
|
S4 |
801.04 |
844.97 |
984.69 |
|
|
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 |
1,025.61 |
945.85 |
79.76 |
7.8% |
47.65 |
4.7% |
94% |
False |
False |
|
10 |
1,066.28 |
945.85 |
120.43 |
11.8% |
46.80 |
4.6% |
62% |
False |
False |
|
20 |
1,163.46 |
945.85 |
217.61 |
21.3% |
44.79 |
4.4% |
35% |
False |
False |
|
40 |
1,342.43 |
945.85 |
396.58 |
38.8% |
41.83 |
4.1% |
19% |
False |
False |
|
60 |
1,408.31 |
945.85 |
462.46 |
45.3% |
42.60 |
4.2% |
16% |
False |
False |
|
80 |
1,491.31 |
945.85 |
545.46 |
53.4% |
41.68 |
4.1% |
14% |
False |
False |
|
100 |
1,573.42 |
945.85 |
627.57 |
61.5% |
41.77 |
4.1% |
12% |
False |
False |
|
120 |
1,586.34 |
945.85 |
640.49 |
62.7% |
41.94 |
4.1% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,302.11 |
2.618 |
1,194.30 |
1.618 |
1,128.24 |
1.000 |
1,087.41 |
0.618 |
1,062.18 |
HIGH |
1,021.35 |
0.618 |
996.12 |
0.500 |
988.32 |
0.382 |
980.52 |
LOW |
955.29 |
0.618 |
914.46 |
1.000 |
889.23 |
1.618 |
848.40 |
2.618 |
782.34 |
4.250 |
674.54 |
|
|
Fisher Pivots for day following 15-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
1,010.12 |
1,009.26 |
PP |
999.22 |
997.49 |
S1 |
988.32 |
985.73 |
|