Trading Metrics calculated at close of trading on 11-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2002 |
11-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
9,098.16 |
8,812.12 |
-286.04 |
-3.1% |
9,239.25 |
High |
9,134.23 |
8,854.90 |
-279.33 |
-3.1% |
9,379.85 |
Low |
8,811.70 |
8,605.34 |
-206.36 |
-2.3% |
8,897.54 |
Close |
8,813.50 |
8,801.53 |
-11.97 |
-0.1% |
9,379.50 |
Range |
322.53 |
249.56 |
-72.97 |
-22.6% |
482.31 |
ATR |
206.78 |
209.84 |
3.06 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,502.60 |
9,401.63 |
8,938.79 |
|
R3 |
9,253.04 |
9,152.07 |
8,870.16 |
|
R2 |
9,003.48 |
9,003.48 |
8,847.28 |
|
R1 |
8,902.51 |
8,902.51 |
8,824.41 |
8,828.22 |
PP |
8,753.92 |
8,753.92 |
8,753.92 |
8,716.78 |
S1 |
8,652.95 |
8,652.95 |
8,778.65 |
8,578.66 |
S2 |
8,504.36 |
8,504.36 |
8,755.78 |
|
S3 |
8,254.80 |
8,403.39 |
8,732.90 |
|
S4 |
8,005.24 |
8,153.83 |
8,664.27 |
|
|
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 |
8,605.34 |
805.04 |
9.1% |
259.31 |
2.9% |
24% |
False |
True |
|
10 |
9,410.38 |
8,605.34 |
805.04 |
9.1% |
222.58 |
2.5% |
24% |
False |
True |
|
20 |
9,733.39 |
8,605.34 |
1,128.05 |
12.8% |
213.22 |
2.4% |
17% |
False |
True |
|
40 |
10,353.40 |
8,605.34 |
1,748.06 |
19.9% |
181.48 |
2.1% |
11% |
False |
True |
|
60 |
10,353.40 |
8,605.34 |
1,748.06 |
19.9% |
173.27 |
2.0% |
11% |
False |
True |
|
80 |
10,673.10 |
8,605.34 |
2,067.76 |
23.5% |
164.76 |
1.9% |
9% |
False |
True |
|
100 |
10,673.10 |
8,605.34 |
2,067.76 |
23.5% |
164.79 |
1.9% |
9% |
False |
True |
|
120 |
10,673.10 |
8,605.34 |
2,067.76 |
23.5% |
161.53 |
1.8% |
9% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,915.53 |
2.618 |
9,508.25 |
1.618 |
9,258.69 |
1.000 |
9,104.46 |
0.618 |
9,009.13 |
HIGH |
8,854.90 |
0.618 |
8,759.57 |
0.500 |
8,730.12 |
0.382 |
8,700.67 |
LOW |
8,605.34 |
0.618 |
8,451.11 |
1.000 |
8,355.78 |
1.618 |
8,201.55 |
2.618 |
7,951.99 |
4.250 |
7,544.71 |
|
|
Fisher Pivots for day following 11-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,777.73 |
8,961.72 |
PP |
8,753.92 |
8,908.32 |
S1 |
8,730.12 |
8,854.93 |
|