Trading Metrics calculated at close of trading on 24-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2002 |
24-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
943.29 |
875.48 |
-67.81 |
-7.2% |
990.98 |
High |
954.07 |
951.83 |
-2.24 |
-0.2% |
1,060.77 |
Low |
896.56 |
869.17 |
-27.39 |
-3.1% |
955.29 |
Close |
896.82 |
951.58 |
54.76 |
6.1% |
965.45 |
Range |
57.51 |
82.66 |
25.15 |
43.7% |
105.48 |
ATR |
47.26 |
49.79 |
2.53 |
5.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.17 |
1,144.54 |
997.04 |
|
R3 |
1,089.51 |
1,061.88 |
974.31 |
|
R2 |
1,006.85 |
1,006.85 |
966.73 |
|
R1 |
979.22 |
979.22 |
959.16 |
993.04 |
PP |
924.19 |
924.19 |
924.19 |
931.10 |
S1 |
896.56 |
896.56 |
944.00 |
910.38 |
S2 |
841.53 |
841.53 |
936.43 |
|
S3 |
758.87 |
813.90 |
928.85 |
|
S4 |
676.21 |
731.24 |
906.12 |
|
|
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 |
1,027.44 |
869.17 |
158.27 |
16.6% |
52.31 |
5.5% |
52% |
False |
True |
|
10 |
1,060.77 |
869.17 |
191.60 |
20.1% |
51.75 |
5.4% |
43% |
False |
True |
|
20 |
1,074.73 |
869.17 |
205.56 |
21.6% |
47.88 |
5.0% |
40% |
False |
True |
|
40 |
1,246.34 |
869.17 |
377.17 |
39.6% |
44.15 |
4.6% |
22% |
False |
True |
|
60 |
1,350.54 |
869.17 |
481.37 |
50.6% |
44.22 |
4.6% |
17% |
False |
True |
|
80 |
1,451.73 |
869.17 |
582.56 |
61.2% |
42.89 |
4.5% |
14% |
False |
True |
|
100 |
1,573.42 |
869.17 |
704.25 |
74.0% |
41.81 |
4.4% |
12% |
False |
True |
|
120 |
1,573.42 |
869.17 |
704.25 |
74.0% |
42.40 |
4.5% |
12% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.14 |
2.618 |
1,168.23 |
1.618 |
1,085.57 |
1.000 |
1,034.49 |
0.618 |
1,002.91 |
HIGH |
951.83 |
0.618 |
920.25 |
0.500 |
910.50 |
0.382 |
900.75 |
LOW |
869.17 |
0.618 |
818.09 |
1.000 |
786.51 |
1.618 |
735.43 |
2.618 |
652.77 |
4.250 |
517.87 |
|
|
Fisher Pivots for day following 24-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
937.89 |
942.69 |
PP |
924.19 |
933.80 |
S1 |
910.50 |
924.91 |
|