Trading Metrics calculated at close of trading on 25-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2002 |
25-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
7,698.46 |
8,185.89 |
487.43 |
6.3% |
8,681.28 |
High |
8,202.02 |
8,309.39 |
107.37 |
1.3% |
8,723.37 |
Low |
7,532.66 |
7,945.95 |
413.29 |
5.5% |
7,966.72 |
Close |
8,191.29 |
8,186.31 |
-4.98 |
-0.1% |
8,019.26 |
Range |
669.36 |
363.44 |
-305.92 |
-45.7% |
756.65 |
ATR |
282.77 |
288.53 |
5.76 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,237.54 |
9,075.36 |
8,386.20 |
|
R3 |
8,874.10 |
8,711.92 |
8,286.26 |
|
R2 |
8,510.66 |
8,510.66 |
8,252.94 |
|
R1 |
8,348.48 |
8,348.48 |
8,219.63 |
8,429.57 |
PP |
8,147.22 |
8,147.22 |
8,147.22 |
8,187.76 |
S1 |
7,985.04 |
7,985.04 |
8,152.99 |
8,066.13 |
S2 |
7,783.78 |
7,783.78 |
8,119.68 |
|
S3 |
7,420.34 |
7,621.60 |
8,086.36 |
|
S4 |
7,056.90 |
7,258.16 |
7,986.42 |
|
|
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 |
8,406.10 |
7,532.66 |
873.44 |
10.7% |
414.05 |
5.1% |
75% |
False |
False |
|
10 |
8,849.22 |
7,532.66 |
1,316.56 |
16.1% |
347.42 |
4.2% |
50% |
False |
False |
|
20 |
9,410.38 |
7,532.66 |
1,877.72 |
22.9% |
285.00 |
3.5% |
35% |
False |
False |
|
40 |
10,042.30 |
7,532.66 |
2,509.64 |
30.7% |
237.53 |
2.9% |
26% |
False |
False |
|
60 |
10,353.40 |
7,532.66 |
2,820.74 |
34.5% |
208.07 |
2.5% |
23% |
False |
False |
|
80 |
10,394.70 |
7,532.66 |
2,862.04 |
35.0% |
192.59 |
2.4% |
23% |
False |
False |
|
100 |
10,673.10 |
7,532.66 |
3,140.44 |
38.4% |
179.76 |
2.2% |
21% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
38.4% |
178.21 |
2.2% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,854.01 |
2.618 |
9,260.88 |
1.618 |
8,897.44 |
1.000 |
8,672.83 |
0.618 |
8,534.00 |
HIGH |
8,309.39 |
0.618 |
8,170.56 |
0.500 |
8,127.67 |
0.382 |
8,084.78 |
LOW |
7,945.95 |
0.618 |
7,721.34 |
1.000 |
7,582.51 |
1.618 |
7,357.90 |
2.618 |
6,994.46 |
4.250 |
6,401.33 |
|
|
Fisher Pivots for day following 25-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,166.76 |
8,097.88 |
PP |
8,147.22 |
8,009.45 |
S1 |
8,127.67 |
7,921.03 |
|