Trading Metrics calculated at close of trading on 01-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2002 |
01-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,678.65 |
8,732.58 |
53.93 |
0.6% |
8,015.04 |
High |
8,736.73 |
8,734.31 |
-2.42 |
0.0% |
8,309.39 |
Low |
8,537.10 |
8,479.90 |
-57.20 |
-0.7% |
7,532.66 |
Close |
8,736.59 |
8,506.62 |
-229.97 |
-2.6% |
8,264.39 |
Range |
199.63 |
254.41 |
54.78 |
27.4% |
776.73 |
ATR |
279.82 |
278.17 |
-1.65 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,336.84 |
9,176.14 |
8,646.55 |
|
R3 |
9,082.43 |
8,921.73 |
8,576.58 |
|
R2 |
8,828.02 |
8,828.02 |
8,553.26 |
|
R1 |
8,667.32 |
8,667.32 |
8,529.94 |
8,620.47 |
PP |
8,573.61 |
8,573.61 |
8,573.61 |
8,550.18 |
S1 |
8,412.91 |
8,412.91 |
8,483.30 |
8,366.06 |
S2 |
8,319.20 |
8,319.20 |
8,459.98 |
|
S3 |
8,064.79 |
8,158.50 |
8,436.66 |
|
S4 |
7,810.38 |
7,904.09 |
8,366.69 |
|
|
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 |
8,114.59 |
647.55 |
7.6% |
254.62 |
3.0% |
61% |
False |
False |
|
10 |
8,762.14 |
7,532.66 |
1,229.48 |
14.5% |
334.34 |
3.9% |
79% |
False |
False |
|
20 |
9,410.38 |
7,532.66 |
1,877.72 |
22.1% |
302.19 |
3.6% |
52% |
False |
False |
|
40 |
9,802.55 |
7,532.66 |
2,269.89 |
26.7% |
249.10 |
2.9% |
43% |
False |
False |
|
60 |
10,353.40 |
7,532.66 |
2,820.74 |
33.2% |
215.85 |
2.5% |
35% |
False |
False |
|
80 |
10,394.70 |
7,532.66 |
2,862.04 |
33.6% |
200.19 |
2.4% |
34% |
False |
False |
|
100 |
10,673.10 |
7,532.66 |
3,140.44 |
36.9% |
185.11 |
2.2% |
31% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
36.9% |
182.09 |
2.1% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,815.55 |
2.618 |
9,400.36 |
1.618 |
9,145.95 |
1.000 |
8,988.72 |
0.618 |
8,891.54 |
HIGH |
8,734.31 |
0.618 |
8,637.13 |
0.500 |
8,607.11 |
0.382 |
8,577.08 |
LOW |
8,479.90 |
0.618 |
8,322.67 |
1.000 |
8,225.49 |
1.618 |
8,068.26 |
2.618 |
7,813.85 |
4.250 |
7,398.66 |
|
|
Fisher Pivots for day following 01-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,607.11 |
8,621.02 |
PP |
8,573.61 |
8,582.89 |
S1 |
8,540.12 |
8,544.75 |
|