Trading Metrics calculated at close of trading on 30-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2002 |
30-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
935.05 |
957.08 |
22.03 |
2.4% |
958.34 |
High |
970.13 |
992.34 |
22.21 |
2.3% |
980.64 |
Low |
931.43 |
950.74 |
19.31 |
2.1% |
869.17 |
Close |
970.13 |
980.36 |
10.23 |
1.1% |
910.91 |
Range |
38.70 |
41.60 |
2.90 |
7.5% |
111.47 |
ATR |
50.70 |
50.05 |
-0.65 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,099.28 |
1,081.42 |
1,003.24 |
|
R3 |
1,057.68 |
1,039.82 |
991.80 |
|
R2 |
1,016.08 |
1,016.08 |
987.99 |
|
R1 |
998.22 |
998.22 |
984.17 |
1,007.15 |
PP |
974.48 |
974.48 |
974.48 |
978.95 |
S1 |
956.62 |
956.62 |
976.55 |
965.55 |
S2 |
932.88 |
932.88 |
972.73 |
|
S3 |
891.28 |
915.02 |
968.92 |
|
S4 |
849.68 |
873.42 |
957.48 |
|
|
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 |
992.34 |
869.17 |
123.17 |
12.6% |
51.45 |
5.2% |
90% |
True |
False |
|
10 |
1,060.77 |
869.17 |
191.60 |
19.5% |
49.17 |
5.0% |
58% |
False |
False |
|
20 |
1,066.28 |
869.17 |
197.11 |
20.1% |
47.56 |
4.9% |
56% |
False |
False |
|
40 |
1,196.67 |
869.17 |
327.50 |
33.4% |
44.84 |
4.6% |
34% |
False |
False |
|
60 |
1,350.54 |
869.17 |
481.37 |
49.1% |
43.92 |
4.5% |
23% |
False |
False |
|
80 |
1,426.01 |
869.17 |
556.84 |
56.8% |
43.11 |
4.4% |
20% |
False |
False |
|
100 |
1,573.42 |
869.17 |
704.25 |
71.8% |
41.42 |
4.2% |
16% |
False |
False |
|
120 |
1,573.42 |
869.17 |
704.25 |
71.8% |
42.26 |
4.3% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,169.14 |
2.618 |
1,101.25 |
1.618 |
1,059.65 |
1.000 |
1,033.94 |
0.618 |
1,018.05 |
HIGH |
992.34 |
0.618 |
976.45 |
0.500 |
971.54 |
0.382 |
966.63 |
LOW |
950.74 |
0.618 |
925.03 |
1.000 |
909.14 |
1.618 |
883.43 |
2.618 |
841.83 |
4.250 |
773.94 |
|
|
Fisher Pivots for day following 30-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
977.42 |
966.62 |
PP |
974.48 |
952.88 |
S1 |
971.54 |
939.14 |
|