Trading Metrics calculated at close of trading on 07-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2003 |
07-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,141.16 |
9,073.92 |
-67.24 |
-0.7% |
8,990.74 |
High |
9,149.63 |
9,261.12 |
111.49 |
1.2% |
9,149.63 |
Low |
9,035.34 |
9,073.92 |
38.58 |
0.4% |
8,871.20 |
Close |
9,070.21 |
9,216.79 |
146.58 |
1.6% |
9,070.21 |
Range |
114.29 |
187.20 |
72.91 |
63.8% |
278.43 |
ATR |
127.91 |
132.41 |
4.50 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,745.54 |
9,668.37 |
9,319.75 |
|
R3 |
9,558.34 |
9,481.17 |
9,268.27 |
|
R2 |
9,371.14 |
9,371.14 |
9,251.11 |
|
R1 |
9,293.97 |
9,293.97 |
9,233.95 |
9,332.56 |
PP |
9,183.94 |
9,183.94 |
9,183.94 |
9,203.24 |
S1 |
9,106.77 |
9,106.77 |
9,199.63 |
9,145.36 |
S2 |
8,996.74 |
8,996.74 |
9,182.47 |
|
S3 |
8,809.54 |
8,919.57 |
9,165.31 |
|
S4 |
8,622.34 |
8,732.37 |
9,113.83 |
|
|
Weekly Pivots for week ending 04-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,865.64 |
9,746.35 |
9,223.35 |
|
R3 |
9,587.21 |
9,467.92 |
9,146.78 |
|
R2 |
9,308.78 |
9,308.78 |
9,121.26 |
|
R1 |
9,189.49 |
9,189.49 |
9,095.73 |
9,249.14 |
PP |
9,030.35 |
9,030.35 |
9,030.35 |
9,060.17 |
S1 |
8,911.06 |
8,911.06 |
9,044.69 |
8,970.71 |
S2 |
8,751.92 |
8,751.92 |
9,019.16 |
|
S3 |
8,473.49 |
8,632.63 |
8,993.64 |
|
S4 |
8,195.06 |
8,354.20 |
8,917.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,261.12 |
8,871.20 |
389.92 |
4.2% |
136.70 |
1.5% |
89% |
True |
False |
|
10 |
9,261.12 |
8,871.20 |
389.92 |
4.2% |
132.92 |
1.4% |
89% |
True |
False |
|
20 |
9,352.77 |
8,871.20 |
481.57 |
5.2% |
129.13 |
1.4% |
72% |
False |
False |
|
40 |
9,352.77 |
8,416.72 |
936.05 |
10.2% |
129.37 |
1.4% |
85% |
False |
False |
|
60 |
9,352.77 |
8,145.87 |
1,206.90 |
13.1% |
129.95 |
1.4% |
89% |
False |
False |
|
80 |
9,352.77 |
7,555.29 |
1,797.48 |
19.5% |
141.81 |
1.5% |
92% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.0% |
142.70 |
1.5% |
93% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.0% |
145.40 |
1.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,056.72 |
2.618 |
9,751.21 |
1.618 |
9,564.01 |
1.000 |
9,448.32 |
0.618 |
9,376.81 |
HIGH |
9,261.12 |
0.618 |
9,189.61 |
0.500 |
9,167.52 |
0.382 |
9,145.43 |
LOW |
9,073.92 |
0.618 |
8,958.23 |
1.000 |
8,886.72 |
1.618 |
8,771.03 |
2.618 |
8,583.83 |
4.250 |
8,278.32 |
|
|
Fisher Pivots for day following 07-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,200.37 |
9,193.94 |
PP |
9,183.94 |
9,171.08 |
S1 |
9,167.52 |
9,148.23 |
|