Trading Metrics calculated at close of trading on 16-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2002 |
16-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
990.98 |
1,012.51 |
21.53 |
2.2% |
1,051.27 |
High |
1,021.35 |
1,045.52 |
24.17 |
2.4% |
1,066.28 |
Low |
955.29 |
1,002.17 |
46.88 |
4.9% |
945.85 |
Close |
1,021.02 |
1,011.30 |
-9.72 |
-1.0% |
1,000.82 |
Range |
66.06 |
43.35 |
-22.71 |
-34.4% |
120.43 |
ATR |
47.28 |
47.00 |
-0.28 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.71 |
1,123.86 |
1,035.14 |
|
R3 |
1,106.36 |
1,080.51 |
1,023.22 |
|
R2 |
1,063.01 |
1,063.01 |
1,019.25 |
|
R1 |
1,037.16 |
1,037.16 |
1,015.27 |
1,028.41 |
PP |
1,019.66 |
1,019.66 |
1,019.66 |
1,015.29 |
S1 |
993.81 |
993.81 |
1,007.33 |
985.06 |
S2 |
976.31 |
976.31 |
1,003.35 |
|
S3 |
932.96 |
950.46 |
999.38 |
|
S4 |
889.61 |
907.11 |
987.46 |
|
|
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 |
1,045.52 |
945.85 |
99.67 |
9.9% |
49.52 |
4.9% |
66% |
True |
False |
|
10 |
1,066.28 |
945.85 |
120.43 |
11.9% |
45.94 |
4.5% |
54% |
False |
False |
|
20 |
1,163.46 |
945.85 |
217.61 |
21.5% |
45.40 |
4.5% |
30% |
False |
False |
|
40 |
1,313.26 |
945.85 |
367.41 |
36.3% |
42.00 |
4.2% |
18% |
False |
False |
|
60 |
1,365.34 |
945.85 |
419.49 |
41.5% |
42.89 |
4.2% |
16% |
False |
False |
|
80 |
1,491.03 |
945.85 |
545.18 |
53.9% |
41.62 |
4.1% |
12% |
False |
False |
|
100 |
1,573.42 |
945.85 |
627.57 |
62.1% |
41.66 |
4.1% |
10% |
False |
False |
|
120 |
1,586.34 |
945.85 |
640.49 |
63.3% |
41.87 |
4.1% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,229.76 |
2.618 |
1,159.01 |
1.618 |
1,115.66 |
1.000 |
1,088.87 |
0.618 |
1,072.31 |
HIGH |
1,045.52 |
0.618 |
1,028.96 |
0.500 |
1,023.85 |
0.382 |
1,018.73 |
LOW |
1,002.17 |
0.618 |
975.38 |
1.000 |
958.82 |
1.618 |
932.03 |
2.618 |
888.68 |
4.250 |
817.93 |
|
|
Fisher Pivots for day following 16-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
1,023.85 |
1,007.67 |
PP |
1,019.66 |
1,004.04 |
S1 |
1,015.48 |
1,000.41 |
|