Trading Metrics calculated at close of trading on 02-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2002 |
02-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,732.58 |
8,504.96 |
-227.62 |
-2.6% |
8,267.99 |
High |
8,734.31 |
8,508.77 |
-225.54 |
-2.6% |
8,762.14 |
Low |
8,479.90 |
8,203.82 |
-276.08 |
-3.3% |
8,203.82 |
Close |
8,506.62 |
8,313.13 |
-193.49 |
-2.3% |
8,313.13 |
Range |
254.41 |
304.95 |
50.54 |
19.9% |
558.32 |
ATR |
278.17 |
280.08 |
1.91 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,256.76 |
9,089.89 |
8,480.85 |
|
R3 |
8,951.81 |
8,784.94 |
8,396.99 |
|
R2 |
8,646.86 |
8,646.86 |
8,369.04 |
|
R1 |
8,479.99 |
8,479.99 |
8,341.08 |
8,410.95 |
PP |
8,341.91 |
8,341.91 |
8,341.91 |
8,307.39 |
S1 |
8,175.04 |
8,175.04 |
8,285.18 |
8,106.00 |
S2 |
8,036.96 |
8,036.96 |
8,257.22 |
|
S3 |
7,732.01 |
7,870.09 |
8,229.27 |
|
S4 |
7,427.06 |
7,565.14 |
8,145.41 |
|
|
Weekly Pivots for week ending 02-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,101.32 |
9,765.55 |
8,620.21 |
|
R3 |
9,543.00 |
9,207.23 |
8,466.67 |
|
R2 |
8,984.68 |
8,984.68 |
8,415.49 |
|
R1 |
8,648.91 |
8,648.91 |
8,364.31 |
8,816.80 |
PP |
8,426.36 |
8,426.36 |
8,426.36 |
8,510.31 |
S1 |
8,090.59 |
8,090.59 |
8,261.95 |
8,258.48 |
S2 |
7,868.04 |
7,868.04 |
8,210.77 |
|
S3 |
7,309.72 |
7,532.27 |
8,159.59 |
|
S4 |
6,751.40 |
6,973.95 |
8,006.05 |
|
|
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 |
8,203.82 |
558.32 |
6.7% |
284.98 |
3.4% |
20% |
False |
True |
|
10 |
8,762.14 |
7,532.66 |
1,229.48 |
14.8% |
320.89 |
3.9% |
63% |
False |
False |
|
20 |
9,410.38 |
7,532.66 |
1,877.72 |
22.6% |
301.52 |
3.6% |
42% |
False |
False |
|
40 |
9,758.80 |
7,532.66 |
2,226.14 |
26.8% |
251.53 |
3.0% |
35% |
False |
False |
|
60 |
10,353.40 |
7,532.66 |
2,820.74 |
33.9% |
215.92 |
2.6% |
28% |
False |
False |
|
80 |
10,378.90 |
7,532.66 |
2,846.24 |
34.2% |
201.70 |
2.4% |
27% |
False |
False |
|
100 |
10,673.10 |
7,532.66 |
3,140.44 |
37.8% |
186.87 |
2.2% |
25% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
37.8% |
183.12 |
2.2% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,804.81 |
2.618 |
9,307.13 |
1.618 |
9,002.18 |
1.000 |
8,813.72 |
0.618 |
8,697.23 |
HIGH |
8,508.77 |
0.618 |
8,392.28 |
0.500 |
8,356.30 |
0.382 |
8,320.31 |
LOW |
8,203.82 |
0.618 |
8,015.36 |
1.000 |
7,898.87 |
1.618 |
7,710.41 |
2.618 |
7,405.46 |
4.250 |
6,907.78 |
|
|
Fisher Pivots for day following 02-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,356.30 |
8,470.28 |
PP |
8,341.91 |
8,417.89 |
S1 |
8,327.52 |
8,365.51 |
|