Trading Metrics calculated at close of trading on 31-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2002 |
31-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
8,707.03 |
8,678.65 |
-28.38 |
-0.3% |
8,015.04 |
High |
8,762.14 |
8,736.73 |
-25.41 |
-0.3% |
8,309.39 |
Low |
8,540.12 |
8,537.10 |
-3.02 |
0.0% |
7,532.66 |
Close |
8,680.03 |
8,736.59 |
56.56 |
0.7% |
8,264.39 |
Range |
222.02 |
199.63 |
-22.39 |
-10.1% |
776.73 |
ATR |
285.99 |
279.82 |
-6.17 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,269.03 |
9,202.44 |
8,846.39 |
|
R3 |
9,069.40 |
9,002.81 |
8,791.49 |
|
R2 |
8,869.77 |
8,869.77 |
8,773.19 |
|
R1 |
8,803.18 |
8,803.18 |
8,754.89 |
8,836.48 |
PP |
8,670.14 |
8,670.14 |
8,670.14 |
8,686.79 |
S1 |
8,603.55 |
8,603.55 |
8,718.29 |
8,636.85 |
S2 |
8,470.51 |
8,470.51 |
8,699.99 |
|
S3 |
8,270.88 |
8,403.92 |
8,681.69 |
|
S4 |
8,071.25 |
8,204.29 |
8,626.79 |
|
|
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 |
7,945.95 |
816.19 |
9.3% |
276.42 |
3.2% |
97% |
False |
False |
|
10 |
8,762.14 |
7,532.66 |
1,229.48 |
14.1% |
330.65 |
3.8% |
98% |
False |
False |
|
20 |
9,410.38 |
7,532.66 |
1,877.72 |
21.5% |
298.14 |
3.4% |
64% |
False |
False |
|
40 |
9,802.55 |
7,532.66 |
2,269.89 |
26.0% |
245.55 |
2.8% |
53% |
False |
False |
|
60 |
10,353.40 |
7,532.66 |
2,820.74 |
32.3% |
213.42 |
2.4% |
43% |
False |
False |
|
80 |
10,394.70 |
7,532.66 |
2,862.04 |
32.8% |
198.31 |
2.3% |
42% |
False |
False |
|
100 |
10,673.10 |
7,532.66 |
3,140.44 |
35.9% |
183.78 |
2.1% |
38% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
35.9% |
181.35 |
2.1% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,585.16 |
2.618 |
9,259.36 |
1.618 |
9,059.73 |
1.000 |
8,936.36 |
0.618 |
8,860.10 |
HIGH |
8,736.73 |
0.618 |
8,660.47 |
0.500 |
8,636.92 |
0.382 |
8,613.36 |
LOW |
8,537.10 |
0.618 |
8,413.73 |
1.000 |
8,337.47 |
1.618 |
8,214.10 |
2.618 |
8,014.47 |
4.250 |
7,688.67 |
|
|
Fisher Pivots for day following 31-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,703.37 |
8,662.75 |
PP |
8,670.14 |
8,588.91 |
S1 |
8,636.92 |
8,515.07 |
|