Trading Metrics calculated at close of trading on 19-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2002 |
19-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
8,540.47 |
8,406.10 |
-134.37 |
-1.6% |
8,681.28 |
High |
8,621.95 |
8,406.10 |
-215.85 |
-2.5% |
8,723.37 |
Low |
8,404.43 |
7,966.72 |
-437.71 |
-5.2% |
7,966.72 |
Close |
8,409.49 |
8,019.26 |
-390.23 |
-4.6% |
8,019.26 |
Range |
217.52 |
439.38 |
221.86 |
102.0% |
756.65 |
ATR |
231.08 |
246.20 |
15.12 |
6.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,448.83 |
9,173.43 |
8,260.92 |
|
R3 |
9,009.45 |
8,734.05 |
8,140.09 |
|
R2 |
8,570.07 |
8,570.07 |
8,099.81 |
|
R1 |
8,294.67 |
8,294.67 |
8,059.54 |
8,212.68 |
PP |
8,130.69 |
8,130.69 |
8,130.69 |
8,089.70 |
S1 |
7,855.29 |
7,855.29 |
7,978.98 |
7,773.30 |
S2 |
7,691.31 |
7,691.31 |
7,938.71 |
|
S3 |
7,251.93 |
7,415.91 |
7,898.43 |
|
S4 |
6,812.55 |
6,976.53 |
7,777.60 |
|
|
Weekly Pivots for week ending 19-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,506.40 |
10,019.48 |
8,435.42 |
|
R3 |
9,749.75 |
9,262.83 |
8,227.34 |
|
R2 |
8,993.10 |
8,993.10 |
8,157.98 |
|
R1 |
8,506.18 |
8,506.18 |
8,088.62 |
8,371.32 |
PP |
8,236.45 |
8,236.45 |
8,236.45 |
8,169.02 |
S1 |
7,749.53 |
7,749.53 |
7,949.90 |
7,614.67 |
S2 |
7,479.80 |
7,479.80 |
7,880.54 |
|
S3 |
6,723.15 |
6,992.88 |
7,811.18 |
|
S4 |
5,966.50 |
6,236.23 |
7,603.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,723.37 |
7,966.72 |
756.65 |
9.4% |
318.75 |
4.0% |
7% |
False |
True |
|
10 |
9,410.38 |
7,966.72 |
1,443.66 |
18.0% |
282.16 |
3.5% |
4% |
False |
True |
|
20 |
9,430.66 |
7,966.72 |
1,463.94 |
18.3% |
255.08 |
3.2% |
4% |
False |
True |
|
40 |
10,217.70 |
7,966.72 |
2,250.98 |
28.1% |
208.86 |
2.6% |
2% |
False |
True |
|
60 |
10,353.40 |
7,966.72 |
2,386.68 |
29.8% |
190.86 |
2.4% |
2% |
False |
True |
|
80 |
10,502.60 |
7,966.72 |
2,535.88 |
31.6% |
177.71 |
2.2% |
2% |
False |
True |
|
100 |
10,673.10 |
7,966.72 |
2,706.38 |
33.7% |
171.73 |
2.1% |
2% |
False |
True |
|
120 |
10,673.10 |
7,966.72 |
2,706.38 |
33.7% |
171.12 |
2.1% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,273.47 |
2.618 |
9,556.40 |
1.618 |
9,117.02 |
1.000 |
8,845.48 |
0.618 |
8,677.64 |
HIGH |
8,406.10 |
0.618 |
8,238.26 |
0.500 |
8,186.41 |
0.382 |
8,134.56 |
LOW |
7,966.72 |
0.618 |
7,695.18 |
1.000 |
7,527.34 |
1.618 |
7,255.80 |
2.618 |
6,816.42 |
4.250 |
6,099.36 |
|
|
Fisher Pivots for day following 19-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,186.41 |
8,345.05 |
PP |
8,130.69 |
8,236.45 |
S1 |
8,074.98 |
8,127.86 |
|