Trading Metrics calculated at close of trading on 31-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2002 |
31-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
957.08 |
966.05 |
8.97 |
0.9% |
958.34 |
High |
992.34 |
971.85 |
-20.49 |
-2.1% |
980.64 |
Low |
950.74 |
940.91 |
-9.83 |
-1.0% |
869.17 |
Close |
980.36 |
962.11 |
-18.25 |
-1.9% |
910.91 |
Range |
41.60 |
30.94 |
-10.66 |
-25.6% |
111.47 |
ATR |
50.05 |
49.30 |
-0.76 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,051.11 |
1,037.55 |
979.13 |
|
R3 |
1,020.17 |
1,006.61 |
970.62 |
|
R2 |
989.23 |
989.23 |
967.78 |
|
R1 |
975.67 |
975.67 |
964.95 |
966.98 |
PP |
958.29 |
958.29 |
958.29 |
953.95 |
S1 |
944.73 |
944.73 |
959.27 |
936.04 |
S2 |
927.35 |
927.35 |
956.44 |
|
S3 |
896.41 |
913.79 |
953.60 |
|
S4 |
865.47 |
882.85 |
945.09 |
|
|
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 |
878.01 |
114.33 |
11.9% |
41.11 |
4.3% |
74% |
False |
False |
|
10 |
1,027.44 |
869.17 |
158.27 |
16.5% |
46.71 |
4.9% |
59% |
False |
False |
|
20 |
1,066.28 |
869.17 |
197.11 |
20.5% |
47.49 |
4.9% |
47% |
False |
False |
|
40 |
1,196.67 |
869.17 |
327.50 |
34.0% |
44.62 |
4.6% |
28% |
False |
False |
|
60 |
1,350.54 |
869.17 |
481.37 |
50.0% |
43.72 |
4.5% |
19% |
False |
False |
|
80 |
1,426.01 |
869.17 |
556.84 |
57.9% |
42.84 |
4.5% |
17% |
False |
False |
|
100 |
1,573.42 |
869.17 |
704.25 |
73.2% |
41.43 |
4.3% |
13% |
False |
False |
|
120 |
1,573.42 |
869.17 |
704.25 |
73.2% |
42.13 |
4.4% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,103.35 |
2.618 |
1,052.85 |
1.618 |
1,021.91 |
1.000 |
1,002.79 |
0.618 |
990.97 |
HIGH |
971.85 |
0.618 |
960.03 |
0.500 |
956.38 |
0.382 |
952.73 |
LOW |
940.91 |
0.618 |
921.79 |
1.000 |
909.97 |
1.618 |
890.85 |
2.618 |
859.91 |
4.250 |
809.42 |
|
|
Fisher Pivots for day following 31-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
960.20 |
962.04 |
PP |
958.29 |
961.96 |
S1 |
956.38 |
961.89 |
|