Trading Metrics calculated at close of trading on 01-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2003 |
01-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
8,990.74 |
8,983.66 |
-7.08 |
-0.1% |
9,199.49 |
High |
9,068.05 |
9,050.82 |
-17.23 |
-0.2% |
9,199.70 |
Low |
8,970.43 |
8,871.20 |
-99.23 |
-1.1% |
8,970.28 |
Close |
8,985.44 |
9,040.95 |
55.51 |
0.6% |
8,989.05 |
Range |
97.62 |
179.62 |
82.00 |
84.0% |
229.42 |
ATR |
126.86 |
130.63 |
3.77 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,526.52 |
9,463.35 |
9,139.74 |
|
R3 |
9,346.90 |
9,283.73 |
9,090.35 |
|
R2 |
9,167.28 |
9,167.28 |
9,073.88 |
|
R1 |
9,104.11 |
9,104.11 |
9,057.42 |
9,135.70 |
PP |
8,987.66 |
8,987.66 |
8,987.66 |
9,003.45 |
S1 |
8,924.49 |
8,924.49 |
9,024.48 |
8,956.08 |
S2 |
8,808.04 |
8,808.04 |
9,008.02 |
|
S3 |
8,628.42 |
8,744.87 |
8,991.55 |
|
S4 |
8,448.80 |
8,565.25 |
8,942.16 |
|
|
Weekly Pivots for week ending 27-Jun-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,741.27 |
9,594.58 |
9,115.23 |
|
R3 |
9,511.85 |
9,365.16 |
9,052.14 |
|
R2 |
9,282.43 |
9,282.43 |
9,031.11 |
|
R1 |
9,135.74 |
9,135.74 |
9,010.08 |
9,094.38 |
PP |
9,053.01 |
9,053.01 |
9,053.01 |
9,032.33 |
S1 |
8,906.32 |
8,906.32 |
8,968.02 |
8,864.96 |
S2 |
8,823.59 |
8,823.59 |
8,946.99 |
|
S3 |
8,594.17 |
8,676.90 |
8,925.96 |
|
S4 |
8,364.75 |
8,447.48 |
8,862.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,161.74 |
8,871.20 |
290.54 |
3.2% |
135.72 |
1.5% |
58% |
False |
True |
|
10 |
9,333.66 |
8,871.20 |
462.46 |
5.1% |
127.87 |
1.4% |
37% |
False |
True |
|
20 |
9,352.77 |
8,871.20 |
481.57 |
5.3% |
128.55 |
1.4% |
35% |
False |
True |
|
40 |
9,352.77 |
8,416.72 |
936.05 |
10.4% |
127.19 |
1.4% |
67% |
False |
False |
|
60 |
9,352.77 |
8,145.87 |
1,206.90 |
13.3% |
131.70 |
1.5% |
74% |
False |
False |
|
80 |
9,352.77 |
7,416.64 |
1,936.13 |
21.4% |
142.19 |
1.6% |
84% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.4% |
143.46 |
1.6% |
84% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.4% |
145.70 |
1.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,814.21 |
2.618 |
9,521.07 |
1.618 |
9,341.45 |
1.000 |
9,230.44 |
0.618 |
9,161.83 |
HIGH |
9,050.82 |
0.618 |
8,982.21 |
0.500 |
8,961.01 |
0.382 |
8,939.81 |
LOW |
8,871.20 |
0.618 |
8,760.19 |
1.000 |
8,691.58 |
1.618 |
8,580.57 |
2.618 |
8,400.95 |
4.250 |
8,107.82 |
|
|
Fisher Pivots for day following 01-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,014.30 |
9,023.42 |
PP |
8,987.66 |
9,005.89 |
S1 |
8,961.01 |
8,988.36 |
|