Trading Metrics calculated at close of trading on 09-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2002 |
09-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
9,375.70 |
9,273.38 |
-102.32 |
-1.1% |
9,239.25 |
High |
9,410.38 |
9,318.10 |
-92.28 |
-1.0% |
9,379.85 |
Low |
9,240.36 |
9,081.96 |
-158.40 |
-1.7% |
8,897.54 |
Close |
9,274.90 |
9,096.09 |
-178.81 |
-1.9% |
9,379.50 |
Range |
170.02 |
236.14 |
66.12 |
38.9% |
482.31 |
ATR |
194.94 |
197.88 |
2.94 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,873.80 |
9,721.09 |
9,225.97 |
|
R3 |
9,637.66 |
9,484.95 |
9,161.03 |
|
R2 |
9,401.52 |
9,401.52 |
9,139.38 |
|
R1 |
9,248.81 |
9,248.81 |
9,117.74 |
9,207.10 |
PP |
9,165.38 |
9,165.38 |
9,165.38 |
9,144.53 |
S1 |
9,012.67 |
9,012.67 |
9,074.44 |
8,970.96 |
S2 |
8,929.24 |
8,929.24 |
9,052.80 |
|
S3 |
8,693.10 |
8,776.53 |
9,031.15 |
|
S4 |
8,456.96 |
8,540.39 |
8,966.21 |
|
|
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 |
9,410.38 |
8,897.54 |
512.84 |
5.6% |
214.62 |
2.4% |
39% |
False |
False |
|
10 |
9,413.08 |
8,897.54 |
515.54 |
5.7% |
218.98 |
2.4% |
39% |
False |
False |
|
20 |
9,758.80 |
8,897.54 |
861.26 |
9.5% |
205.86 |
2.3% |
23% |
False |
False |
|
40 |
10,353.40 |
8,897.54 |
1,455.86 |
16.0% |
176.58 |
1.9% |
14% |
False |
False |
|
60 |
10,353.40 |
8,897.54 |
1,455.86 |
16.0% |
169.79 |
1.9% |
14% |
False |
False |
|
80 |
10,673.10 |
8,897.54 |
1,775.56 |
19.5% |
160.50 |
1.8% |
11% |
False |
False |
|
100 |
10,673.10 |
8,897.54 |
1,775.56 |
19.5% |
161.14 |
1.8% |
11% |
False |
False |
|
120 |
10,673.10 |
8,897.54 |
1,775.56 |
19.5% |
159.69 |
1.8% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,321.70 |
2.618 |
9,936.31 |
1.618 |
9,700.17 |
1.000 |
9,554.24 |
0.618 |
9,464.03 |
HIGH |
9,318.10 |
0.618 |
9,227.89 |
0.500 |
9,200.03 |
0.382 |
9,172.17 |
LOW |
9,081.96 |
0.618 |
8,936.03 |
1.000 |
8,845.82 |
1.618 |
8,699.89 |
2.618 |
8,463.75 |
4.250 |
8,078.37 |
|
|
Fisher Pivots for day following 09-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
9,200.03 |
9,235.96 |
PP |
9,165.38 |
9,189.34 |
S1 |
9,130.74 |
9,142.71 |
|