Trading Metrics calculated at close of trading on 22-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2002 |
22-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
8,406.10 |
8,015.04 |
-391.06 |
-4.7% |
8,681.28 |
High |
8,406.10 |
8,103.86 |
-302.24 |
-3.6% |
8,723.37 |
Low |
7,966.72 |
7,717.29 |
-249.43 |
-3.1% |
7,966.72 |
Close |
8,019.26 |
7,784.58 |
-234.68 |
-2.9% |
8,019.26 |
Range |
439.38 |
386.57 |
-52.81 |
-12.0% |
756.65 |
ATR |
246.20 |
256.23 |
10.03 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,028.29 |
8,793.00 |
7,997.19 |
|
R3 |
8,641.72 |
8,406.43 |
7,890.89 |
|
R2 |
8,255.15 |
8,255.15 |
7,855.45 |
|
R1 |
8,019.86 |
8,019.86 |
7,820.02 |
7,944.22 |
PP |
7,868.58 |
7,868.58 |
7,868.58 |
7,830.76 |
S1 |
7,633.29 |
7,633.29 |
7,749.14 |
7,557.65 |
S2 |
7,482.01 |
7,482.01 |
7,713.71 |
|
S3 |
7,095.44 |
7,246.72 |
7,678.27 |
|
S4 |
6,708.87 |
6,860.15 |
7,571.97 |
|
|
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 |
7,717.29 |
1,006.08 |
12.9% |
308.66 |
4.0% |
7% |
False |
True |
|
10 |
9,318.10 |
7,717.29 |
1,600.81 |
20.6% |
303.81 |
3.9% |
4% |
False |
True |
|
20 |
9,413.08 |
7,717.29 |
1,695.79 |
21.8% |
263.91 |
3.4% |
4% |
False |
True |
|
40 |
10,217.70 |
7,717.29 |
2,500.41 |
32.1% |
215.29 |
2.8% |
3% |
False |
True |
|
60 |
10,353.40 |
7,717.29 |
2,636.11 |
33.9% |
195.42 |
2.5% |
3% |
False |
True |
|
80 |
10,502.60 |
7,717.29 |
2,785.31 |
35.8% |
181.09 |
2.3% |
2% |
False |
True |
|
100 |
10,673.10 |
7,717.29 |
2,955.81 |
38.0% |
173.63 |
2.2% |
2% |
False |
True |
|
120 |
10,673.10 |
7,717.29 |
2,955.81 |
38.0% |
171.91 |
2.2% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,746.78 |
2.618 |
9,115.90 |
1.618 |
8,729.33 |
1.000 |
8,490.43 |
0.618 |
8,342.76 |
HIGH |
8,103.86 |
0.618 |
7,956.19 |
0.500 |
7,910.58 |
0.382 |
7,864.96 |
LOW |
7,717.29 |
0.618 |
7,478.39 |
1.000 |
7,330.72 |
1.618 |
7,091.82 |
2.618 |
6,705.25 |
4.250 |
6,074.37 |
|
|
Fisher Pivots for day following 22-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
7,910.58 |
8,169.62 |
PP |
7,868.58 |
8,041.27 |
S1 |
7,826.58 |
7,912.93 |
|