Trading Metrics calculated at close of trading on 02-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2003 |
02-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
8,983.66 |
9,043.54 |
59.88 |
0.7% |
9,199.49 |
High |
9,050.82 |
9,148.30 |
97.48 |
1.1% |
9,199.70 |
Low |
8,871.20 |
9,043.54 |
172.34 |
1.9% |
8,970.28 |
Close |
9,040.95 |
9,142.84 |
101.89 |
1.1% |
8,989.05 |
Range |
179.62 |
104.76 |
-74.86 |
-41.7% |
229.42 |
ATR |
130.63 |
128.96 |
-1.66 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,425.84 |
9,389.10 |
9,200.46 |
|
R3 |
9,321.08 |
9,284.34 |
9,171.65 |
|
R2 |
9,216.32 |
9,216.32 |
9,162.05 |
|
R1 |
9,179.58 |
9,179.58 |
9,152.44 |
9,197.95 |
PP |
9,111.56 |
9,111.56 |
9,111.56 |
9,120.75 |
S1 |
9,074.82 |
9,074.82 |
9,133.24 |
9,093.19 |
S2 |
9,006.80 |
9,006.80 |
9,123.63 |
|
S3 |
8,902.04 |
8,970.06 |
9,114.03 |
|
S4 |
8,797.28 |
8,865.30 |
9,085.22 |
|
|
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 |
9,148.30 |
8,871.20 |
277.10 |
3.0% |
124.46 |
1.4% |
98% |
True |
False |
|
10 |
9,313.29 |
8,871.20 |
442.09 |
4.8% |
128.18 |
1.4% |
61% |
False |
False |
|
20 |
9,352.77 |
8,871.20 |
481.57 |
5.3% |
126.37 |
1.4% |
56% |
False |
False |
|
40 |
9,352.77 |
8,416.72 |
936.05 |
10.2% |
126.93 |
1.4% |
78% |
False |
False |
|
60 |
9,352.77 |
8,145.87 |
1,206.90 |
13.2% |
129.51 |
1.4% |
83% |
False |
False |
|
80 |
9,352.77 |
7,416.64 |
1,936.13 |
21.2% |
141.25 |
1.5% |
89% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.2% |
142.80 |
1.6% |
89% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.2% |
144.98 |
1.6% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,593.53 |
2.618 |
9,422.56 |
1.618 |
9,317.80 |
1.000 |
9,253.06 |
0.618 |
9,213.04 |
HIGH |
9,148.30 |
0.618 |
9,108.28 |
0.500 |
9,095.92 |
0.382 |
9,083.56 |
LOW |
9,043.54 |
0.618 |
8,978.80 |
1.000 |
8,938.78 |
1.618 |
8,874.04 |
2.618 |
8,769.28 |
4.250 |
8,598.31 |
|
|
Fisher Pivots for day following 02-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,127.20 |
9,098.48 |
PP |
9,111.56 |
9,054.11 |
S1 |
9,095.92 |
9,009.75 |
|