Trading Metrics calculated at close of trading on 15-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2002 |
15-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
8,805.33 |
8,681.28 |
-124.05 |
-1.4% |
9,375.70 |
High |
8,849.22 |
8,681.90 |
-167.32 |
-1.9% |
9,410.38 |
Low |
8,599.66 |
8,244.87 |
-354.79 |
-4.1% |
8,599.66 |
Close |
8,684.53 |
8,639.19 |
-45.34 |
-0.5% |
8,684.53 |
Range |
249.56 |
437.03 |
187.47 |
75.1% |
810.72 |
ATR |
212.67 |
228.89 |
16.21 |
7.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,833.08 |
9,673.16 |
8,879.56 |
|
R3 |
9,396.05 |
9,236.13 |
8,759.37 |
|
R2 |
8,959.02 |
8,959.02 |
8,719.31 |
|
R1 |
8,799.10 |
8,799.10 |
8,679.25 |
8,660.55 |
PP |
8,521.99 |
8,521.99 |
8,521.99 |
8,452.71 |
S1 |
8,362.07 |
8,362.07 |
8,599.13 |
8,223.52 |
S2 |
8,084.96 |
8,084.96 |
8,559.07 |
|
S3 |
7,647.93 |
7,925.04 |
8,519.01 |
|
S4 |
7,210.90 |
7,488.01 |
8,398.82 |
|
|
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 |
9,318.10 |
8,244.87 |
1,073.23 |
12.4% |
298.96 |
3.5% |
37% |
False |
True |
|
10 |
9,410.38 |
8,244.87 |
1,165.51 |
13.5% |
255.23 |
3.0% |
34% |
False |
True |
|
20 |
9,733.39 |
8,244.87 |
1,488.52 |
17.2% |
228.98 |
2.7% |
26% |
False |
True |
|
40 |
10,353.40 |
8,244.87 |
2,108.53 |
24.4% |
193.31 |
2.2% |
19% |
False |
True |
|
60 |
10,353.40 |
8,244.87 |
2,108.53 |
24.4% |
179.05 |
2.1% |
19% |
False |
True |
|
80 |
10,505.70 |
8,244.87 |
2,260.83 |
26.2% |
170.51 |
2.0% |
17% |
False |
True |
|
100 |
10,673.10 |
8,244.87 |
2,428.23 |
28.1% |
167.80 |
1.9% |
16% |
False |
True |
|
120 |
10,673.10 |
8,244.87 |
2,428.23 |
28.1% |
165.26 |
1.9% |
16% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,539.28 |
2.618 |
9,826.04 |
1.618 |
9,389.01 |
1.000 |
9,118.93 |
0.618 |
8,951.98 |
HIGH |
8,681.90 |
0.618 |
8,514.95 |
0.500 |
8,463.39 |
0.382 |
8,411.82 |
LOW |
8,244.87 |
0.618 |
7,974.79 |
1.000 |
7,807.84 |
1.618 |
7,537.76 |
2.618 |
7,100.73 |
4.250 |
6,387.49 |
|
|
Fisher Pivots for day following 15-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,580.59 |
8,609.42 |
PP |
8,521.99 |
8,579.65 |
S1 |
8,463.39 |
8,549.89 |
|