Trading Metrics calculated at close of trading on 02-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2002 |
02-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
954.56 |
913.60 |
-40.96 |
-4.3% |
935.05 |
High |
960.36 |
916.69 |
-43.67 |
-4.5% |
992.34 |
Low |
912.40 |
878.48 |
-33.92 |
-3.7% |
878.48 |
Close |
913.59 |
892.51 |
-21.08 |
-2.3% |
892.51 |
Range |
47.96 |
38.21 |
-9.75 |
-20.3% |
113.86 |
ATR |
49.33 |
48.53 |
-0.79 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,010.52 |
989.73 |
913.53 |
|
R3 |
972.31 |
951.52 |
903.02 |
|
R2 |
934.10 |
934.10 |
899.52 |
|
R1 |
913.31 |
913.31 |
896.01 |
904.60 |
PP |
895.89 |
895.89 |
895.89 |
891.54 |
S1 |
875.10 |
875.10 |
889.01 |
866.39 |
S2 |
857.68 |
857.68 |
885.50 |
|
S3 |
819.47 |
836.89 |
882.00 |
|
S4 |
781.26 |
798.68 |
871.49 |
|
|
Weekly Pivots for week ending 02-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.69 |
1,191.46 |
955.13 |
|
R3 |
1,148.83 |
1,077.60 |
923.82 |
|
R2 |
1,034.97 |
1,034.97 |
913.38 |
|
R1 |
963.74 |
963.74 |
902.95 |
942.43 |
PP |
921.11 |
921.11 |
921.11 |
910.45 |
S1 |
849.88 |
849.88 |
882.07 |
828.57 |
S2 |
807.25 |
807.25 |
871.64 |
|
S3 |
693.39 |
736.02 |
861.20 |
|
S4 |
579.53 |
622.16 |
829.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
992.34 |
878.48 |
113.86 |
12.8% |
39.48 |
4.4% |
12% |
False |
True |
|
10 |
992.34 |
869.17 |
123.17 |
13.8% |
48.37 |
5.4% |
19% |
False |
False |
|
20 |
1,066.28 |
869.17 |
197.11 |
22.1% |
47.40 |
5.3% |
12% |
False |
False |
|
40 |
1,163.46 |
869.17 |
294.29 |
33.0% |
45.15 |
5.1% |
8% |
False |
False |
|
60 |
1,350.54 |
869.17 |
481.37 |
53.9% |
43.38 |
4.9% |
5% |
False |
False |
|
80 |
1,426.01 |
869.17 |
556.84 |
62.4% |
42.64 |
4.8% |
4% |
False |
False |
|
100 |
1,523.27 |
869.17 |
654.10 |
73.3% |
41.63 |
4.7% |
4% |
False |
False |
|
120 |
1,573.42 |
869.17 |
704.25 |
78.9% |
42.21 |
4.7% |
3% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,079.08 |
2.618 |
1,016.72 |
1.618 |
978.51 |
1.000 |
954.90 |
0.618 |
940.30 |
HIGH |
916.69 |
0.618 |
902.09 |
0.500 |
897.59 |
0.382 |
893.08 |
LOW |
878.48 |
0.618 |
854.87 |
1.000 |
840.27 |
1.618 |
816.66 |
2.618 |
778.45 |
4.250 |
716.09 |
|
|
Fisher Pivots for day following 02-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
897.59 |
925.17 |
PP |
895.89 |
914.28 |
S1 |
894.20 |
903.40 |
|