Trading Metrics calculated at close of trading on 16-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2002 |
16-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
8,681.28 |
8,635.31 |
-45.97 |
-0.5% |
9,375.70 |
High |
8,681.90 |
8,635.66 |
-46.24 |
-0.5% |
9,410.38 |
Low |
8,244.87 |
8,406.45 |
161.58 |
2.0% |
8,599.66 |
Close |
8,639.19 |
8,473.11 |
-166.08 |
-1.9% |
8,684.53 |
Range |
437.03 |
229.21 |
-207.82 |
-47.6% |
810.72 |
ATR |
228.89 |
229.16 |
0.28 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,192.70 |
9,062.12 |
8,599.18 |
|
R3 |
8,963.49 |
8,832.91 |
8,536.14 |
|
R2 |
8,734.28 |
8,734.28 |
8,515.13 |
|
R1 |
8,603.70 |
8,603.70 |
8,494.12 |
8,554.39 |
PP |
8,505.07 |
8,505.07 |
8,505.07 |
8,480.42 |
S1 |
8,374.49 |
8,374.49 |
8,452.10 |
8,325.18 |
S2 |
8,275.86 |
8,275.86 |
8,431.09 |
|
S3 |
8,046.65 |
8,145.28 |
8,410.08 |
|
S4 |
7,817.44 |
7,916.07 |
8,347.04 |
|
|
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 |
9,134.23 |
8,244.87 |
889.36 |
10.5% |
297.58 |
3.5% |
26% |
False |
False |
|
10 |
9,410.38 |
8,244.87 |
1,165.51 |
13.8% |
256.10 |
3.0% |
20% |
False |
False |
|
20 |
9,733.39 |
8,244.87 |
1,488.52 |
17.6% |
229.88 |
2.7% |
15% |
False |
False |
|
40 |
10,348.90 |
8,244.87 |
2,104.03 |
24.8% |
196.62 |
2.3% |
11% |
False |
False |
|
60 |
10,353.40 |
8,244.87 |
2,108.53 |
24.9% |
181.90 |
2.1% |
11% |
False |
False |
|
80 |
10,502.60 |
8,244.87 |
2,257.73 |
26.6% |
171.48 |
2.0% |
10% |
False |
False |
|
100 |
10,673.10 |
8,244.87 |
2,428.23 |
28.7% |
168.11 |
2.0% |
9% |
False |
False |
|
120 |
10,673.10 |
8,244.87 |
2,428.23 |
28.7% |
166.40 |
2.0% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,609.80 |
2.618 |
9,235.73 |
1.618 |
9,006.52 |
1.000 |
8,864.87 |
0.618 |
8,777.31 |
HIGH |
8,635.66 |
0.618 |
8,548.10 |
0.500 |
8,521.06 |
0.382 |
8,494.01 |
LOW |
8,406.45 |
0.618 |
8,264.80 |
1.000 |
8,177.24 |
1.618 |
8,035.59 |
2.618 |
7,806.38 |
4.250 |
7,432.31 |
|
|
Fisher Pivots for day following 16-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,521.06 |
8,547.05 |
PP |
8,505.07 |
8,522.40 |
S1 |
8,489.09 |
8,497.76 |
|