Trading Metrics calculated at close of trading on 10-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2002 |
10-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
9,273.38 |
9,098.16 |
-175.22 |
-1.9% |
9,239.25 |
High |
9,318.10 |
9,134.23 |
-183.87 |
-2.0% |
9,379.85 |
Low |
9,081.96 |
8,811.70 |
-270.26 |
-3.0% |
8,897.54 |
Close |
9,096.09 |
8,813.50 |
-282.59 |
-3.1% |
9,379.50 |
Range |
236.14 |
322.53 |
86.39 |
36.6% |
482.31 |
ATR |
197.88 |
206.78 |
8.90 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,887.40 |
9,672.98 |
8,990.89 |
|
R3 |
9,564.87 |
9,350.45 |
8,902.20 |
|
R2 |
9,242.34 |
9,242.34 |
8,872.63 |
|
R1 |
9,027.92 |
9,027.92 |
8,843.07 |
8,973.87 |
PP |
8,919.81 |
8,919.81 |
8,919.81 |
8,892.78 |
S1 |
8,705.39 |
8,705.39 |
8,783.93 |
8,651.34 |
S2 |
8,597.28 |
8,597.28 |
8,754.37 |
|
S3 |
8,274.75 |
8,382.86 |
8,724.80 |
|
S4 |
7,952.22 |
8,060.33 |
8,636.11 |
|
|
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 |
8,811.70 |
598.68 |
6.8% |
244.07 |
2.8% |
0% |
False |
True |
|
10 |
9,410.38 |
8,811.70 |
598.68 |
6.8% |
221.05 |
2.5% |
0% |
False |
True |
|
20 |
9,733.39 |
8,811.70 |
921.69 |
10.5% |
209.49 |
2.4% |
0% |
False |
True |
|
40 |
10,353.40 |
8,811.70 |
1,541.70 |
17.5% |
179.87 |
2.0% |
0% |
False |
True |
|
60 |
10,353.40 |
8,811.70 |
1,541.70 |
17.5% |
172.58 |
2.0% |
0% |
False |
True |
|
80 |
10,673.10 |
8,811.70 |
1,861.40 |
21.1% |
163.34 |
1.9% |
0% |
False |
True |
|
100 |
10,673.10 |
8,811.70 |
1,861.40 |
21.1% |
163.43 |
1.9% |
0% |
False |
True |
|
120 |
10,673.10 |
8,811.70 |
1,861.40 |
21.1% |
160.67 |
1.8% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,504.98 |
2.618 |
9,978.61 |
1.618 |
9,656.08 |
1.000 |
9,456.76 |
0.618 |
9,333.55 |
HIGH |
9,134.23 |
0.618 |
9,011.02 |
0.500 |
8,972.97 |
0.382 |
8,934.91 |
LOW |
8,811.70 |
0.618 |
8,612.38 |
1.000 |
8,489.17 |
1.618 |
8,289.85 |
2.618 |
7,967.32 |
4.250 |
7,440.95 |
|
|
Fisher Pivots for day following 10-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,972.97 |
9,111.04 |
PP |
8,919.81 |
9,011.86 |
S1 |
8,866.66 |
8,912.68 |
|