Trading Metrics calculated at close of trading on 05-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2002 |
05-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
9,006.37 |
9,061.54 |
55.17 |
0.6% |
9,239.25 |
High |
9,070.89 |
9,379.85 |
308.96 |
3.4% |
9,379.85 |
Low |
8,897.54 |
9,061.54 |
164.00 |
1.8% |
8,897.54 |
Close |
9,054.97 |
9,379.50 |
324.53 |
3.6% |
9,379.50 |
Range |
173.35 |
318.31 |
144.96 |
83.6% |
482.31 |
ATR |
187.00 |
196.85 |
9.85 |
5.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,228.56 |
10,122.34 |
9,554.57 |
|
R3 |
9,910.25 |
9,804.03 |
9,467.04 |
|
R2 |
9,591.94 |
9,591.94 |
9,437.86 |
|
R1 |
9,485.72 |
9,485.72 |
9,408.68 |
9,538.83 |
PP |
9,273.63 |
9,273.63 |
9,273.63 |
9,300.19 |
S1 |
9,167.41 |
9,167.41 |
9,350.32 |
9,220.52 |
S2 |
8,955.32 |
8,955.32 |
9,321.14 |
|
S3 |
8,637.01 |
8,849.10 |
9,291.96 |
|
S4 |
8,318.70 |
8,530.79 |
9,204.43 |
|
|
Weekly Pivots for week ending 05-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,665.89 |
10,505.01 |
9,644.77 |
|
R3 |
10,183.58 |
10,022.70 |
9,512.14 |
|
R2 |
9,701.27 |
9,701.27 |
9,467.92 |
|
R1 |
9,540.39 |
9,540.39 |
9,423.71 |
9,620.83 |
PP |
9,218.96 |
9,218.96 |
9,218.96 |
9,259.19 |
S1 |
9,058.08 |
9,058.08 |
9,335.29 |
9,138.52 |
S2 |
8,736.65 |
8,736.65 |
9,291.08 |
|
S3 |
8,254.34 |
8,575.77 |
9,246.86 |
|
S4 |
7,772.03 |
8,093.46 |
9,114.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,379.85 |
8,897.54 |
482.31 |
5.1% |
202.52 |
2.2% |
100% |
True |
False |
|
10 |
9,430.66 |
8,897.54 |
533.12 |
5.7% |
228.00 |
2.4% |
90% |
False |
False |
|
20 |
9,758.80 |
8,897.54 |
861.26 |
9.2% |
201.53 |
2.1% |
56% |
False |
False |
|
40 |
10,353.40 |
8,897.54 |
1,455.86 |
15.5% |
173.11 |
1.8% |
33% |
False |
False |
|
60 |
10,378.90 |
8,897.54 |
1,481.36 |
15.8% |
168.42 |
1.8% |
33% |
False |
False |
|
80 |
10,673.10 |
8,897.54 |
1,775.56 |
18.9% |
158.21 |
1.7% |
27% |
False |
False |
|
100 |
10,673.10 |
8,897.54 |
1,775.56 |
18.9% |
159.43 |
1.7% |
27% |
False |
False |
|
120 |
10,673.10 |
8,897.54 |
1,775.56 |
18.9% |
158.11 |
1.7% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,732.67 |
2.618 |
10,213.19 |
1.618 |
9,894.88 |
1.000 |
9,698.16 |
0.618 |
9,576.57 |
HIGH |
9,379.85 |
0.618 |
9,258.26 |
0.500 |
9,220.70 |
0.382 |
9,183.13 |
LOW |
9,061.54 |
0.618 |
8,864.82 |
1.000 |
8,743.23 |
1.618 |
8,546.51 |
2.618 |
8,228.20 |
4.250 |
7,708.72 |
|
|
Fisher Pivots for day following 05-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
9,326.57 |
9,299.23 |
PP |
9,273.63 |
9,218.96 |
S1 |
9,220.70 |
9,138.70 |
|