Trading Metrics calculated at close of trading on 26-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2002 |
26-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
8,185.89 |
8,192.61 |
6.72 |
0.1% |
8,015.04 |
High |
8,309.39 |
8,267.72 |
-41.67 |
-0.5% |
8,309.39 |
Low |
7,945.95 |
8,114.59 |
168.64 |
2.1% |
7,532.66 |
Close |
8,186.31 |
8,264.39 |
78.08 |
1.0% |
8,264.39 |
Range |
363.44 |
153.13 |
-210.31 |
-57.9% |
776.73 |
ATR |
288.53 |
278.86 |
-9.67 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,674.96 |
8,622.80 |
8,348.61 |
|
R3 |
8,521.83 |
8,469.67 |
8,306.50 |
|
R2 |
8,368.70 |
8,368.70 |
8,292.46 |
|
R1 |
8,316.54 |
8,316.54 |
8,278.43 |
8,342.62 |
PP |
8,215.57 |
8,215.57 |
8,215.57 |
8,228.61 |
S1 |
8,163.41 |
8,163.41 |
8,250.35 |
8,189.49 |
S2 |
8,062.44 |
8,062.44 |
8,236.32 |
|
S3 |
7,909.31 |
8,010.28 |
8,222.28 |
|
S4 |
7,756.18 |
7,857.15 |
8,180.17 |
|
|
Weekly Pivots for week ending 26-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,365.67 |
10,091.76 |
8,691.59 |
|
R3 |
9,588.94 |
9,315.03 |
8,477.99 |
|
R2 |
8,812.21 |
8,812.21 |
8,406.79 |
|
R1 |
8,538.30 |
8,538.30 |
8,335.59 |
8,675.26 |
PP |
8,035.48 |
8,035.48 |
8,035.48 |
8,103.96 |
S1 |
7,761.57 |
7,761.57 |
8,193.19 |
7,898.53 |
S2 |
7,258.75 |
7,258.75 |
8,121.99 |
|
S3 |
6,482.02 |
6,984.84 |
8,050.79 |
|
S4 |
5,705.29 |
6,208.11 |
7,837.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,309.39 |
7,532.66 |
776.73 |
9.4% |
356.80 |
4.3% |
94% |
False |
False |
|
10 |
8,723.37 |
7,532.66 |
1,190.71 |
14.4% |
337.78 |
4.1% |
61% |
False |
False |
|
20 |
9,410.38 |
7,532.66 |
1,877.72 |
22.7% |
280.91 |
3.4% |
39% |
False |
False |
|
40 |
10,042.30 |
7,532.66 |
2,509.64 |
30.4% |
237.82 |
2.9% |
29% |
False |
False |
|
60 |
10,353.40 |
7,532.66 |
2,820.74 |
34.1% |
206.36 |
2.5% |
26% |
False |
False |
|
80 |
10,394.70 |
7,532.66 |
2,862.04 |
34.6% |
191.99 |
2.3% |
26% |
False |
False |
|
100 |
10,673.10 |
7,532.66 |
3,140.44 |
38.0% |
179.58 |
2.2% |
23% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
38.0% |
177.58 |
2.1% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,918.52 |
2.618 |
8,668.61 |
1.618 |
8,515.48 |
1.000 |
8,420.85 |
0.618 |
8,362.35 |
HIGH |
8,267.72 |
0.618 |
8,209.22 |
0.500 |
8,191.16 |
0.382 |
8,173.09 |
LOW |
8,114.59 |
0.618 |
8,019.96 |
1.000 |
7,961.46 |
1.618 |
7,866.83 |
2.618 |
7,713.70 |
4.250 |
7,463.79 |
|
|
Fisher Pivots for day following 26-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,239.98 |
8,149.94 |
PP |
8,215.57 |
8,035.48 |
S1 |
8,191.16 |
7,921.03 |
|