Trading Metrics calculated at close of trading on 30-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2002 |
30-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
8,267.99 |
8,707.03 |
439.04 |
5.3% |
8,015.04 |
High |
8,711.88 |
8,762.14 |
50.26 |
0.6% |
8,309.39 |
Low |
8,267.99 |
8,540.12 |
272.13 |
3.3% |
7,532.66 |
Close |
8,711.88 |
8,680.03 |
-31.85 |
-0.4% |
8,264.39 |
Range |
443.89 |
222.02 |
-221.87 |
-50.0% |
776.73 |
ATR |
290.91 |
285.99 |
-4.92 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,326.82 |
9,225.45 |
8,802.14 |
|
R3 |
9,104.80 |
9,003.43 |
8,741.09 |
|
R2 |
8,882.78 |
8,882.78 |
8,720.73 |
|
R1 |
8,781.41 |
8,781.41 |
8,700.38 |
8,721.09 |
PP |
8,660.76 |
8,660.76 |
8,660.76 |
8,630.60 |
S1 |
8,559.39 |
8,559.39 |
8,659.68 |
8,499.07 |
S2 |
8,438.74 |
8,438.74 |
8,639.33 |
|
S3 |
8,216.72 |
8,337.37 |
8,618.97 |
|
S4 |
7,994.70 |
8,115.35 |
8,557.92 |
|
|
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 |
8,762.14 |
7,532.66 |
1,229.48 |
14.2% |
370.37 |
4.3% |
93% |
True |
False |
|
10 |
8,762.14 |
7,532.66 |
1,229.48 |
14.2% |
337.74 |
3.9% |
93% |
True |
False |
|
20 |
9,410.38 |
7,532.66 |
1,877.72 |
21.6% |
296.92 |
3.4% |
61% |
False |
False |
|
40 |
9,802.55 |
7,532.66 |
2,269.89 |
26.2% |
244.23 |
2.8% |
51% |
False |
False |
|
60 |
10,353.40 |
7,532.66 |
2,820.74 |
32.5% |
213.70 |
2.5% |
41% |
False |
False |
|
80 |
10,394.70 |
7,532.66 |
2,862.04 |
33.0% |
197.54 |
2.3% |
40% |
False |
False |
|
100 |
10,673.10 |
7,532.66 |
3,140.44 |
36.2% |
183.10 |
2.1% |
37% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
36.2% |
180.68 |
2.1% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,705.73 |
2.618 |
9,343.39 |
1.618 |
9,121.37 |
1.000 |
8,984.16 |
0.618 |
8,899.35 |
HIGH |
8,762.14 |
0.618 |
8,677.33 |
0.500 |
8,651.13 |
0.382 |
8,624.93 |
LOW |
8,540.12 |
0.618 |
8,402.91 |
1.000 |
8,318.10 |
1.618 |
8,180.89 |
2.618 |
7,958.87 |
4.250 |
7,596.54 |
|
|
Fisher Pivots for day following 30-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,670.40 |
8,599.48 |
PP |
8,660.76 |
8,518.92 |
S1 |
8,651.13 |
8,438.37 |
|