Trading Metrics calculated at close of trading on 29-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2002 |
29-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
905.88 |
935.05 |
29.17 |
3.2% |
958.34 |
High |
917.32 |
970.13 |
52.81 |
5.8% |
980.64 |
Low |
885.94 |
931.43 |
45.49 |
5.1% |
869.17 |
Close |
910.91 |
970.13 |
59.22 |
6.5% |
910.91 |
Range |
31.38 |
38.70 |
7.32 |
23.3% |
111.47 |
ATR |
50.05 |
50.70 |
0.66 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,073.33 |
1,060.43 |
991.42 |
|
R3 |
1,034.63 |
1,021.73 |
980.77 |
|
R2 |
995.93 |
995.93 |
977.23 |
|
R1 |
983.03 |
983.03 |
973.68 |
989.48 |
PP |
957.23 |
957.23 |
957.23 |
960.46 |
S1 |
944.33 |
944.33 |
966.58 |
950.78 |
S2 |
918.53 |
918.53 |
963.04 |
|
S3 |
879.83 |
905.63 |
959.49 |
|
S4 |
841.13 |
866.93 |
948.85 |
|
|
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 |
970.13 |
869.17 |
100.96 |
10.4% |
54.63 |
5.6% |
100% |
True |
False |
|
10 |
1,060.77 |
869.17 |
191.60 |
19.7% |
49.35 |
5.1% |
53% |
False |
False |
|
20 |
1,066.28 |
869.17 |
197.11 |
20.3% |
48.07 |
5.0% |
51% |
False |
False |
|
40 |
1,213.18 |
869.17 |
344.01 |
35.5% |
45.18 |
4.7% |
29% |
False |
False |
|
60 |
1,350.54 |
869.17 |
481.37 |
49.6% |
43.87 |
4.5% |
21% |
False |
False |
|
80 |
1,426.01 |
869.17 |
556.84 |
57.4% |
43.05 |
4.4% |
18% |
False |
False |
|
100 |
1,573.42 |
869.17 |
704.25 |
72.6% |
41.51 |
4.3% |
14% |
False |
False |
|
120 |
1,573.42 |
869.17 |
704.25 |
72.6% |
42.30 |
4.4% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,134.61 |
2.618 |
1,071.45 |
1.618 |
1,032.75 |
1.000 |
1,008.83 |
0.618 |
994.05 |
HIGH |
970.13 |
0.618 |
955.35 |
0.500 |
950.78 |
0.382 |
946.21 |
LOW |
931.43 |
0.618 |
907.51 |
1.000 |
892.73 |
1.618 |
868.81 |
2.618 |
830.11 |
4.250 |
766.96 |
|
|
Fisher Pivots for day following 29-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
963.68 |
954.78 |
PP |
957.23 |
939.42 |
S1 |
950.78 |
924.07 |
|