Trading Metrics calculated at close of trading on 24-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2002 |
24-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
7,785.55 |
7,698.46 |
-87.09 |
-1.1% |
8,681.28 |
High |
7,894.41 |
8,202.02 |
307.61 |
3.9% |
8,723.37 |
Low |
7,682.89 |
7,532.66 |
-150.23 |
-2.0% |
7,966.72 |
Close |
7,702.34 |
8,191.29 |
488.95 |
6.3% |
8,019.26 |
Range |
211.52 |
669.36 |
457.84 |
216.5% |
756.65 |
ATR |
253.03 |
282.77 |
29.74 |
11.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,983.40 |
9,756.71 |
8,559.44 |
|
R3 |
9,314.04 |
9,087.35 |
8,375.36 |
|
R2 |
8,644.68 |
8,644.68 |
8,314.01 |
|
R1 |
8,417.99 |
8,417.99 |
8,252.65 |
8,531.34 |
PP |
7,975.32 |
7,975.32 |
7,975.32 |
8,032.00 |
S1 |
7,748.63 |
7,748.63 |
8,129.93 |
7,861.98 |
S2 |
7,305.96 |
7,305.96 |
8,068.57 |
|
S3 |
6,636.60 |
7,079.27 |
8,007.22 |
|
S4 |
5,967.24 |
6,409.91 |
7,823.14 |
|
|
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 |
8,621.95 |
7,532.66 |
1,089.29 |
13.3% |
384.87 |
4.7% |
60% |
False |
True |
|
10 |
8,854.90 |
7,532.66 |
1,322.24 |
16.1% |
336.03 |
4.1% |
50% |
False |
True |
|
20 |
9,410.38 |
7,532.66 |
1,877.72 |
22.9% |
278.54 |
3.4% |
35% |
False |
True |
|
40 |
10,042.30 |
7,532.66 |
2,509.64 |
30.6% |
230.08 |
2.8% |
26% |
False |
True |
|
60 |
10,353.40 |
7,532.66 |
2,820.74 |
34.4% |
205.14 |
2.5% |
23% |
False |
True |
|
80 |
10,394.70 |
7,532.66 |
2,862.04 |
34.9% |
189.14 |
2.3% |
23% |
False |
True |
|
100 |
10,673.10 |
7,532.66 |
3,140.44 |
38.3% |
178.46 |
2.2% |
21% |
False |
True |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
38.3% |
175.87 |
2.1% |
21% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,046.80 |
2.618 |
9,954.40 |
1.618 |
9,285.04 |
1.000 |
8,871.38 |
0.618 |
8,615.68 |
HIGH |
8,202.02 |
0.618 |
7,946.32 |
0.500 |
7,867.34 |
0.382 |
7,788.36 |
LOW |
7,532.66 |
0.618 |
7,119.00 |
1.000 |
6,863.30 |
1.618 |
6,449.64 |
2.618 |
5,780.28 |
4.250 |
4,687.88 |
|
|
Fisher Pivots for day following 24-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,083.31 |
8,083.31 |
PP |
7,975.32 |
7,975.32 |
S1 |
7,867.34 |
7,867.34 |
|