Trading Metrics calculated at close of trading on 12-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2002 |
12-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
8,812.12 |
8,805.33 |
-6.79 |
-0.1% |
9,375.70 |
High |
8,854.90 |
8,849.22 |
-5.68 |
-0.1% |
9,410.38 |
Low |
8,605.34 |
8,599.66 |
-5.68 |
-0.1% |
8,599.66 |
Close |
8,801.53 |
8,684.53 |
-117.00 |
-1.3% |
8,684.53 |
Range |
249.56 |
249.56 |
0.00 |
0.0% |
810.72 |
ATR |
209.84 |
212.67 |
2.84 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,459.82 |
9,321.73 |
8,821.79 |
|
R3 |
9,210.26 |
9,072.17 |
8,753.16 |
|
R2 |
8,960.70 |
8,960.70 |
8,730.28 |
|
R1 |
8,822.61 |
8,822.61 |
8,707.41 |
8,766.88 |
PP |
8,711.14 |
8,711.14 |
8,711.14 |
8,683.27 |
S1 |
8,573.05 |
8,573.05 |
8,661.65 |
8,517.32 |
S2 |
8,461.58 |
8,461.58 |
8,638.78 |
|
S3 |
8,212.02 |
8,323.49 |
8,615.90 |
|
S4 |
7,962.46 |
8,073.93 |
8,547.27 |
|
|
Weekly Pivots for week ending 12-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,330.35 |
10,818.16 |
9,130.43 |
|
R3 |
10,519.63 |
10,007.44 |
8,907.48 |
|
R2 |
9,708.91 |
9,708.91 |
8,833.16 |
|
R1 |
9,196.72 |
9,196.72 |
8,758.85 |
9,047.46 |
PP |
8,898.19 |
8,898.19 |
8,898.19 |
8,823.56 |
S1 |
8,386.00 |
8,386.00 |
8,610.21 |
8,236.74 |
S2 |
8,087.47 |
8,087.47 |
8,535.90 |
|
S3 |
7,276.75 |
7,575.28 |
8,461.58 |
|
S4 |
6,466.03 |
6,764.56 |
8,238.63 |
|
|
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 |
8,599.66 |
810.72 |
9.3% |
245.56 |
2.8% |
10% |
False |
True |
|
10 |
9,410.38 |
8,599.66 |
810.72 |
9.3% |
224.04 |
2.6% |
10% |
False |
True |
|
20 |
9,733.39 |
8,599.66 |
1,133.73 |
13.1% |
219.02 |
2.5% |
7% |
False |
True |
|
40 |
10,353.40 |
8,599.66 |
1,753.74 |
20.2% |
184.59 |
2.1% |
5% |
False |
True |
|
60 |
10,353.40 |
8,599.66 |
1,753.74 |
20.2% |
175.13 |
2.0% |
5% |
False |
True |
|
80 |
10,627.00 |
8,599.66 |
2,027.34 |
23.3% |
166.68 |
1.9% |
4% |
False |
True |
|
100 |
10,673.10 |
8,599.66 |
2,073.44 |
23.9% |
165.64 |
1.9% |
4% |
False |
True |
|
120 |
10,673.10 |
8,599.66 |
2,073.44 |
23.9% |
162.84 |
1.9% |
4% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,909.85 |
2.618 |
9,502.57 |
1.618 |
9,253.01 |
1.000 |
9,098.78 |
0.618 |
9,003.45 |
HIGH |
8,849.22 |
0.618 |
8,753.89 |
0.500 |
8,724.44 |
0.382 |
8,694.99 |
LOW |
8,599.66 |
0.618 |
8,445.43 |
1.000 |
8,350.10 |
1.618 |
8,195.87 |
2.618 |
7,946.31 |
4.250 |
7,539.03 |
|
|
Fisher Pivots for day following 12-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,724.44 |
8,866.95 |
PP |
8,711.14 |
8,806.14 |
S1 |
8,697.83 |
8,745.34 |
|