Trading Metrics calculated at close of trading on 03-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2003 |
03-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,043.54 |
9,141.16 |
97.62 |
1.1% |
9,199.49 |
High |
9,148.30 |
9,149.63 |
1.33 |
0.0% |
9,199.70 |
Low |
9,043.54 |
9,035.34 |
-8.20 |
-0.1% |
8,970.28 |
Close |
9,142.84 |
9,070.21 |
-72.63 |
-0.8% |
8,989.05 |
Range |
104.76 |
114.29 |
9.53 |
9.1% |
229.42 |
ATR |
128.96 |
127.91 |
-1.05 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,427.93 |
9,363.36 |
9,133.07 |
|
R3 |
9,313.64 |
9,249.07 |
9,101.64 |
|
R2 |
9,199.35 |
9,199.35 |
9,091.16 |
|
R1 |
9,134.78 |
9,134.78 |
9,080.69 |
9,109.92 |
PP |
9,085.06 |
9,085.06 |
9,085.06 |
9,072.63 |
S1 |
9,020.49 |
9,020.49 |
9,059.73 |
8,995.63 |
S2 |
8,970.77 |
8,970.77 |
9,049.26 |
|
S3 |
8,856.48 |
8,906.20 |
9,038.78 |
|
S4 |
8,742.19 |
8,791.91 |
9,007.35 |
|
|
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 |
9,149.63 |
8,871.20 |
278.43 |
3.1% |
126.30 |
1.4% |
71% |
True |
False |
|
10 |
9,276.51 |
8,871.20 |
405.31 |
4.5% |
123.75 |
1.4% |
49% |
False |
False |
|
20 |
9,352.77 |
8,871.20 |
481.57 |
5.3% |
128.29 |
1.4% |
41% |
False |
False |
|
40 |
9,352.77 |
8,416.72 |
936.05 |
10.3% |
127.13 |
1.4% |
70% |
False |
False |
|
60 |
9,352.77 |
8,145.87 |
1,206.90 |
13.3% |
130.05 |
1.4% |
77% |
False |
False |
|
80 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
141.16 |
1.6% |
85% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
142.62 |
1.6% |
85% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
144.86 |
1.6% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,635.36 |
2.618 |
9,448.84 |
1.618 |
9,334.55 |
1.000 |
9,263.92 |
0.618 |
9,220.26 |
HIGH |
9,149.63 |
0.618 |
9,105.97 |
0.500 |
9,092.49 |
0.382 |
9,079.00 |
LOW |
9,035.34 |
0.618 |
8,964.71 |
1.000 |
8,921.05 |
1.618 |
8,850.42 |
2.618 |
8,736.13 |
4.250 |
8,549.61 |
|
|
Fisher Pivots for day following 03-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,092.49 |
9,050.28 |
PP |
9,085.06 |
9,030.35 |
S1 |
9,077.64 |
9,010.42 |
|