Trading Metrics calculated at close of trading on 25-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2002 |
25-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
875.48 |
934.93 |
59.45 |
6.8% |
990.98 |
High |
951.83 |
940.93 |
-10.90 |
-1.1% |
1,060.77 |
Low |
869.17 |
878.01 |
8.84 |
1.0% |
955.29 |
Close |
951.58 |
894.45 |
-57.13 |
-6.0% |
965.45 |
Range |
82.66 |
62.92 |
-19.74 |
-23.9% |
105.48 |
ATR |
49.79 |
51.49 |
1.70 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,093.22 |
1,056.76 |
929.06 |
|
R3 |
1,030.30 |
993.84 |
911.75 |
|
R2 |
967.38 |
967.38 |
905.99 |
|
R1 |
930.92 |
930.92 |
900.22 |
917.69 |
PP |
904.46 |
904.46 |
904.46 |
897.85 |
S1 |
868.00 |
868.00 |
888.68 |
854.77 |
S2 |
841.54 |
841.54 |
882.91 |
|
S3 |
778.62 |
805.08 |
877.15 |
|
S4 |
715.70 |
742.16 |
859.84 |
|
|
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 |
992.84 |
869.17 |
123.67 |
13.8% |
58.02 |
6.5% |
20% |
False |
False |
|
10 |
1,060.77 |
869.17 |
191.60 |
21.4% |
52.68 |
5.9% |
13% |
False |
False |
|
20 |
1,074.73 |
869.17 |
205.56 |
23.0% |
48.24 |
5.4% |
12% |
False |
False |
|
40 |
1,246.34 |
869.17 |
377.17 |
42.2% |
45.18 |
5.1% |
7% |
False |
False |
|
60 |
1,350.54 |
869.17 |
481.37 |
53.8% |
44.46 |
5.0% |
5% |
False |
False |
|
80 |
1,426.01 |
869.17 |
556.84 |
62.3% |
43.16 |
4.8% |
5% |
False |
False |
|
100 |
1,573.42 |
869.17 |
704.25 |
78.7% |
41.71 |
4.7% |
4% |
False |
False |
|
120 |
1,573.42 |
869.17 |
704.25 |
78.7% |
42.54 |
4.8% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,208.34 |
2.618 |
1,105.65 |
1.618 |
1,042.73 |
1.000 |
1,003.85 |
0.618 |
979.81 |
HIGH |
940.93 |
0.618 |
916.89 |
0.500 |
909.47 |
0.382 |
902.05 |
LOW |
878.01 |
0.618 |
839.13 |
1.000 |
815.09 |
1.618 |
776.21 |
2.618 |
713.29 |
4.250 |
610.60 |
|
|
Fisher Pivots for day following 25-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
909.47 |
911.62 |
PP |
904.46 |
905.90 |
S1 |
899.46 |
900.17 |
|