Trading Metrics calculated at close of trading on 17-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2002 |
17-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
1,012.51 |
1,047.79 |
35.28 |
3.5% |
1,051.27 |
High |
1,045.52 |
1,060.77 |
15.25 |
1.5% |
1,066.28 |
Low |
1,002.17 |
1,005.18 |
3.01 |
0.3% |
945.85 |
Close |
1,011.30 |
1,028.74 |
17.44 |
1.7% |
1,000.82 |
Range |
43.35 |
55.59 |
12.24 |
28.2% |
120.43 |
ATR |
47.00 |
47.61 |
0.61 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,198.33 |
1,169.13 |
1,059.31 |
|
R3 |
1,142.74 |
1,113.54 |
1,044.03 |
|
R2 |
1,087.15 |
1,087.15 |
1,038.93 |
|
R1 |
1,057.95 |
1,057.95 |
1,033.84 |
1,044.76 |
PP |
1,031.56 |
1,031.56 |
1,031.56 |
1,024.97 |
S1 |
1,002.36 |
1,002.36 |
1,023.64 |
989.17 |
S2 |
975.97 |
975.97 |
1,018.55 |
|
S3 |
920.38 |
946.77 |
1,013.45 |
|
S4 |
864.79 |
891.18 |
998.17 |
|
|
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 |
1,060.77 |
945.85 |
114.92 |
11.2% |
51.19 |
5.0% |
72% |
True |
False |
|
10 |
1,066.28 |
945.85 |
120.43 |
11.7% |
48.28 |
4.7% |
69% |
False |
False |
|
20 |
1,133.96 |
945.85 |
188.11 |
18.3% |
46.92 |
4.6% |
44% |
False |
False |
|
40 |
1,309.62 |
945.85 |
363.77 |
35.4% |
42.68 |
4.1% |
23% |
False |
False |
|
60 |
1,357.01 |
945.85 |
411.16 |
40.0% |
43.35 |
4.2% |
20% |
False |
False |
|
80 |
1,481.97 |
945.85 |
536.12 |
52.1% |
42.01 |
4.1% |
15% |
False |
False |
|
100 |
1,573.42 |
945.85 |
627.57 |
61.0% |
41.79 |
4.1% |
13% |
False |
False |
|
120 |
1,582.65 |
945.85 |
636.80 |
61.9% |
42.11 |
4.1% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.03 |
2.618 |
1,206.30 |
1.618 |
1,150.71 |
1.000 |
1,116.36 |
0.618 |
1,095.12 |
HIGH |
1,060.77 |
0.618 |
1,039.53 |
0.500 |
1,032.98 |
0.382 |
1,026.42 |
LOW |
1,005.18 |
0.618 |
970.83 |
1.000 |
949.59 |
1.618 |
915.24 |
2.618 |
859.65 |
4.250 |
768.92 |
|
|
Fisher Pivots for day following 17-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
1,032.98 |
1,021.84 |
PP |
1,031.56 |
1,014.93 |
S1 |
1,030.15 |
1,008.03 |
|