Trading Metrics calculated at close of trading on 01-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2002 |
01-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
966.05 |
954.56 |
-11.49 |
-1.2% |
958.34 |
High |
971.85 |
960.36 |
-11.49 |
-1.2% |
980.64 |
Low |
940.91 |
912.40 |
-28.51 |
-3.0% |
869.17 |
Close |
962.11 |
913.59 |
-48.52 |
-5.0% |
910.91 |
Range |
30.94 |
47.96 |
17.02 |
55.0% |
111.47 |
ATR |
49.30 |
49.33 |
0.03 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,072.66 |
1,041.09 |
939.97 |
|
R3 |
1,024.70 |
993.13 |
926.78 |
|
R2 |
976.74 |
976.74 |
922.38 |
|
R1 |
945.17 |
945.17 |
917.99 |
936.98 |
PP |
928.78 |
928.78 |
928.78 |
924.69 |
S1 |
897.21 |
897.21 |
909.19 |
889.02 |
S2 |
880.82 |
880.82 |
904.80 |
|
S3 |
832.86 |
849.25 |
900.40 |
|
S4 |
784.90 |
801.29 |
887.21 |
|
|
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 |
885.94 |
106.40 |
11.6% |
38.12 |
4.2% |
26% |
False |
False |
|
10 |
992.84 |
869.17 |
123.67 |
13.5% |
48.07 |
5.3% |
36% |
False |
False |
|
20 |
1,066.28 |
869.17 |
197.11 |
21.6% |
47.61 |
5.2% |
23% |
False |
False |
|
40 |
1,185.29 |
869.17 |
316.12 |
34.6% |
45.02 |
4.9% |
14% |
False |
False |
|
60 |
1,350.54 |
869.17 |
481.37 |
52.7% |
43.91 |
4.8% |
9% |
False |
False |
|
80 |
1,426.01 |
869.17 |
556.84 |
61.0% |
42.69 |
4.7% |
8% |
False |
False |
|
100 |
1,523.45 |
869.17 |
654.28 |
71.6% |
41.48 |
4.5% |
7% |
False |
False |
|
120 |
1,573.42 |
869.17 |
704.25 |
77.1% |
42.15 |
4.6% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,164.19 |
2.618 |
1,085.92 |
1.618 |
1,037.96 |
1.000 |
1,008.32 |
0.618 |
990.00 |
HIGH |
960.36 |
0.618 |
942.04 |
0.500 |
936.38 |
0.382 |
930.72 |
LOW |
912.40 |
0.618 |
882.76 |
1.000 |
864.44 |
1.618 |
834.80 |
2.618 |
786.84 |
4.250 |
708.57 |
|
|
Fisher Pivots for day following 01-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
936.38 |
952.37 |
PP |
928.78 |
939.44 |
S1 |
921.19 |
926.52 |
|