Trading Metrics calculated at close of trading on 17-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2002 |
17-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
8,635.31 |
8,476.21 |
-159.10 |
-1.8% |
9,375.70 |
High |
8,635.66 |
8,723.37 |
87.71 |
1.0% |
9,410.38 |
Low |
8,406.45 |
8,452.76 |
46.31 |
0.6% |
8,599.66 |
Close |
8,473.11 |
8,542.48 |
69.37 |
0.8% |
8,684.53 |
Range |
229.21 |
270.61 |
41.40 |
18.1% |
810.72 |
ATR |
229.16 |
232.12 |
2.96 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,384.70 |
9,234.20 |
8,691.32 |
|
R3 |
9,114.09 |
8,963.59 |
8,616.90 |
|
R2 |
8,843.48 |
8,843.48 |
8,592.09 |
|
R1 |
8,692.98 |
8,692.98 |
8,567.29 |
8,768.23 |
PP |
8,572.87 |
8,572.87 |
8,572.87 |
8,610.50 |
S1 |
8,422.37 |
8,422.37 |
8,517.67 |
8,497.62 |
S2 |
8,302.26 |
8,302.26 |
8,492.87 |
|
S3 |
8,031.65 |
8,151.76 |
8,468.06 |
|
S4 |
7,761.04 |
7,881.15 |
8,393.64 |
|
|
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 |
8,854.90 |
8,244.87 |
610.03 |
7.1% |
287.19 |
3.4% |
49% |
False |
False |
|
10 |
9,410.38 |
8,244.87 |
1,165.51 |
13.6% |
265.63 |
3.1% |
26% |
False |
False |
|
20 |
9,733.39 |
8,244.87 |
1,488.52 |
17.4% |
239.17 |
2.8% |
20% |
False |
False |
|
40 |
10,293.00 |
8,244.87 |
2,048.13 |
24.0% |
199.96 |
2.3% |
15% |
False |
False |
|
60 |
10,353.40 |
8,244.87 |
2,108.53 |
24.7% |
183.96 |
2.2% |
14% |
False |
False |
|
80 |
10,502.60 |
8,244.87 |
2,257.73 |
26.4% |
173.56 |
2.0% |
13% |
False |
False |
|
100 |
10,673.10 |
8,244.87 |
2,428.23 |
28.4% |
168.75 |
2.0% |
12% |
False |
False |
|
120 |
10,673.10 |
8,244.87 |
2,428.23 |
28.4% |
167.63 |
2.0% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,873.46 |
2.618 |
9,431.83 |
1.618 |
9,161.22 |
1.000 |
8,993.98 |
0.618 |
8,890.61 |
HIGH |
8,723.37 |
0.618 |
8,620.00 |
0.500 |
8,588.07 |
0.382 |
8,556.13 |
LOW |
8,452.76 |
0.618 |
8,285.52 |
1.000 |
8,182.15 |
1.618 |
8,014.91 |
2.618 |
7,744.30 |
4.250 |
7,302.67 |
|
|
Fisher Pivots for day following 17-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,588.07 |
8,523.03 |
PP |
8,572.87 |
8,503.57 |
S1 |
8,557.68 |
8,484.12 |
|