Trading Metrics calculated at close of trading on 22-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2002 |
22-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
975.06 |
958.34 |
-16.72 |
-1.7% |
990.98 |
High |
992.84 |
980.64 |
-12.20 |
-1.2% |
1,060.77 |
Low |
957.65 |
928.83 |
-28.82 |
-3.0% |
955.29 |
Close |
965.45 |
939.10 |
-26.35 |
-2.7% |
965.45 |
Range |
35.19 |
51.81 |
16.62 |
47.2% |
105.48 |
ATR |
46.06 |
46.47 |
0.41 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,104.95 |
1,073.84 |
967.60 |
|
R3 |
1,053.14 |
1,022.03 |
953.35 |
|
R2 |
1,001.33 |
1,001.33 |
948.60 |
|
R1 |
970.22 |
970.22 |
943.85 |
959.87 |
PP |
949.52 |
949.52 |
949.52 |
944.35 |
S1 |
918.41 |
918.41 |
934.35 |
908.06 |
S2 |
897.71 |
897.71 |
929.60 |
|
S3 |
845.90 |
866.60 |
924.85 |
|
S4 |
794.09 |
814.79 |
910.60 |
|
|
Weekly Pivots for week ending 19-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.28 |
1,243.34 |
1,023.46 |
|
R3 |
1,204.80 |
1,137.86 |
994.46 |
|
R2 |
1,099.32 |
1,099.32 |
984.79 |
|
R1 |
1,032.38 |
1,032.38 |
975.12 |
1,013.11 |
PP |
993.84 |
993.84 |
993.84 |
984.20 |
S1 |
926.90 |
926.90 |
955.78 |
907.63 |
S2 |
888.36 |
888.36 |
946.11 |
|
S3 |
782.88 |
821.42 |
936.44 |
|
S4 |
677.40 |
715.94 |
907.44 |
|
|
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 |
928.83 |
131.94 |
14.0% |
44.06 |
4.7% |
8% |
False |
True |
|
10 |
1,060.77 |
928.83 |
131.94 |
14.0% |
45.86 |
4.9% |
8% |
False |
True |
|
20 |
1,075.63 |
928.83 |
146.80 |
15.6% |
46.71 |
5.0% |
7% |
False |
True |
|
40 |
1,271.51 |
928.83 |
342.68 |
36.5% |
42.22 |
4.5% |
3% |
False |
True |
|
60 |
1,350.54 |
928.83 |
421.71 |
44.9% |
43.63 |
4.6% |
2% |
False |
True |
|
80 |
1,481.74 |
928.83 |
552.91 |
58.9% |
42.08 |
4.5% |
2% |
False |
True |
|
100 |
1,573.42 |
928.83 |
644.59 |
68.6% |
41.55 |
4.4% |
2% |
False |
True |
|
120 |
1,573.42 |
928.83 |
644.59 |
68.6% |
41.93 |
4.5% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,200.83 |
2.618 |
1,116.28 |
1.618 |
1,064.47 |
1.000 |
1,032.45 |
0.618 |
1,012.66 |
HIGH |
980.64 |
0.618 |
960.85 |
0.500 |
954.74 |
0.382 |
948.62 |
LOW |
928.83 |
0.618 |
896.81 |
1.000 |
877.02 |
1.618 |
845.00 |
2.618 |
793.19 |
4.250 |
708.64 |
|
|
Fisher Pivots for day following 22-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
954.74 |
978.14 |
PP |
949.52 |
965.12 |
S1 |
944.31 |
952.11 |
|