Trading Metrics calculated at close of trading on 26-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2002 |
26-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
934.93 |
905.88 |
-29.05 |
-3.1% |
958.34 |
High |
940.93 |
917.32 |
-23.61 |
-2.5% |
980.64 |
Low |
878.01 |
885.94 |
7.93 |
0.9% |
869.17 |
Close |
894.45 |
910.91 |
16.46 |
1.8% |
910.91 |
Range |
62.92 |
31.38 |
-31.54 |
-50.1% |
111.47 |
ATR |
51.49 |
50.05 |
-1.44 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
998.86 |
986.27 |
928.17 |
|
R3 |
967.48 |
954.89 |
919.54 |
|
R2 |
936.10 |
936.10 |
916.66 |
|
R1 |
923.51 |
923.51 |
913.79 |
929.81 |
PP |
904.72 |
904.72 |
904.72 |
907.87 |
S1 |
892.13 |
892.13 |
908.03 |
898.43 |
S2 |
873.34 |
873.34 |
905.16 |
|
S3 |
841.96 |
860.75 |
902.28 |
|
S4 |
810.58 |
829.37 |
893.65 |
|
|
Weekly Pivots for week ending 26-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.65 |
1,194.25 |
972.22 |
|
R3 |
1,143.18 |
1,082.78 |
941.56 |
|
R2 |
1,031.71 |
1,031.71 |
931.35 |
|
R1 |
971.31 |
971.31 |
921.13 |
945.78 |
PP |
920.24 |
920.24 |
920.24 |
907.47 |
S1 |
859.84 |
859.84 |
900.69 |
834.31 |
S2 |
808.77 |
808.77 |
890.47 |
|
S3 |
697.30 |
748.37 |
880.26 |
|
S4 |
585.83 |
636.90 |
849.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
980.64 |
869.17 |
111.47 |
12.2% |
57.26 |
6.3% |
37% |
False |
False |
|
10 |
1,060.77 |
869.17 |
191.60 |
21.0% |
52.08 |
5.7% |
22% |
False |
False |
|
20 |
1,074.73 |
869.17 |
205.56 |
22.6% |
47.73 |
5.2% |
20% |
False |
False |
|
40 |
1,246.34 |
869.17 |
377.17 |
41.4% |
45.16 |
5.0% |
11% |
False |
False |
|
60 |
1,350.54 |
869.17 |
481.37 |
52.8% |
44.22 |
4.9% |
9% |
False |
False |
|
80 |
1,426.01 |
869.17 |
556.84 |
61.1% |
42.99 |
4.7% |
7% |
False |
False |
|
100 |
1,573.42 |
869.17 |
704.25 |
77.3% |
41.64 |
4.6% |
6% |
False |
False |
|
120 |
1,573.42 |
869.17 |
704.25 |
77.3% |
42.33 |
4.6% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,050.69 |
2.618 |
999.47 |
1.618 |
968.09 |
1.000 |
948.70 |
0.618 |
936.71 |
HIGH |
917.32 |
0.618 |
905.33 |
0.500 |
901.63 |
0.382 |
897.93 |
LOW |
885.94 |
0.618 |
866.55 |
1.000 |
854.56 |
1.618 |
835.17 |
2.618 |
803.79 |
4.250 |
752.58 |
|
|
Fisher Pivots for day following 26-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
907.82 |
910.77 |
PP |
904.72 |
910.64 |
S1 |
901.63 |
910.50 |
|