Trading Metrics calculated at close of trading on 23-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2002 |
23-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
8,015.04 |
7,785.55 |
-229.49 |
-2.9% |
8,681.28 |
High |
8,103.86 |
7,894.41 |
-209.45 |
-2.6% |
8,723.37 |
Low |
7,717.29 |
7,682.89 |
-34.40 |
-0.4% |
7,966.72 |
Close |
7,784.58 |
7,702.34 |
-82.24 |
-1.1% |
8,019.26 |
Range |
386.57 |
211.52 |
-175.05 |
-45.3% |
756.65 |
ATR |
256.23 |
253.03 |
-3.19 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,394.44 |
8,259.91 |
7,818.68 |
|
R3 |
8,182.92 |
8,048.39 |
7,760.51 |
|
R2 |
7,971.40 |
7,971.40 |
7,741.12 |
|
R1 |
7,836.87 |
7,836.87 |
7,721.73 |
7,798.38 |
PP |
7,759.88 |
7,759.88 |
7,759.88 |
7,740.63 |
S1 |
7,625.35 |
7,625.35 |
7,682.95 |
7,586.86 |
S2 |
7,548.36 |
7,548.36 |
7,663.56 |
|
S3 |
7,336.84 |
7,413.83 |
7,644.17 |
|
S4 |
7,125.32 |
7,202.31 |
7,586.00 |
|
|
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 |
7,682.89 |
1,040.48 |
13.5% |
305.12 |
4.0% |
2% |
False |
True |
|
10 |
9,134.23 |
7,682.89 |
1,451.34 |
18.8% |
301.35 |
3.9% |
1% |
False |
True |
|
20 |
9,413.08 |
7,682.89 |
1,730.19 |
22.5% |
260.16 |
3.4% |
1% |
False |
True |
|
40 |
10,118.50 |
7,682.89 |
2,435.61 |
31.6% |
217.26 |
2.8% |
1% |
False |
True |
|
60 |
10,353.40 |
7,682.89 |
2,670.51 |
34.7% |
196.08 |
2.5% |
1% |
False |
True |
|
80 |
10,402.10 |
7,682.89 |
2,719.21 |
35.3% |
182.50 |
2.4% |
1% |
False |
True |
|
100 |
10,673.10 |
7,682.89 |
2,990.21 |
38.8% |
174.40 |
2.3% |
1% |
False |
True |
|
120 |
10,673.10 |
7,682.89 |
2,990.21 |
38.8% |
171.62 |
2.2% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,793.37 |
2.618 |
8,448.17 |
1.618 |
8,236.65 |
1.000 |
8,105.93 |
0.618 |
8,025.13 |
HIGH |
7,894.41 |
0.618 |
7,813.61 |
0.500 |
7,788.65 |
0.382 |
7,763.69 |
LOW |
7,682.89 |
0.618 |
7,552.17 |
1.000 |
7,471.37 |
1.618 |
7,340.65 |
2.618 |
7,129.13 |
4.250 |
6,783.93 |
|
|
Fisher Pivots for day following 23-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
7,788.65 |
8,044.50 |
PP |
7,759.88 |
7,930.44 |
S1 |
7,731.11 |
7,816.39 |
|