Trading Metrics calculated at close of trading on 08-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2003 |
08-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,073.92 |
9,213.48 |
139.56 |
1.5% |
8,990.74 |
High |
9,261.12 |
9,236.39 |
-24.73 |
-0.3% |
9,149.63 |
Low |
9,073.92 |
9,162.94 |
89.02 |
1.0% |
8,871.20 |
Close |
9,216.79 |
9,223.09 |
6.30 |
0.1% |
9,070.21 |
Range |
187.20 |
73.45 |
-113.75 |
-60.8% |
278.43 |
ATR |
132.41 |
128.20 |
-4.21 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,427.82 |
9,398.91 |
9,263.49 |
|
R3 |
9,354.37 |
9,325.46 |
9,243.29 |
|
R2 |
9,280.92 |
9,280.92 |
9,236.56 |
|
R1 |
9,252.01 |
9,252.01 |
9,229.82 |
9,266.47 |
PP |
9,207.47 |
9,207.47 |
9,207.47 |
9,214.70 |
S1 |
9,178.56 |
9,178.56 |
9,216.36 |
9,193.02 |
S2 |
9,134.02 |
9,134.02 |
9,209.62 |
|
S3 |
9,060.57 |
9,105.11 |
9,202.89 |
|
S4 |
8,987.12 |
9,031.66 |
9,182.69 |
|
|
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% |
131.86 |
1.4% |
90% |
False |
False |
|
10 |
9,261.12 |
8,871.20 |
389.92 |
4.2% |
124.12 |
1.3% |
90% |
False |
False |
|
20 |
9,352.77 |
8,871.20 |
481.57 |
5.2% |
126.76 |
1.4% |
73% |
False |
False |
|
40 |
9,352.77 |
8,416.72 |
936.05 |
10.1% |
128.20 |
1.4% |
86% |
False |
False |
|
60 |
9,352.77 |
8,179.74 |
1,173.03 |
12.7% |
129.85 |
1.4% |
89% |
False |
False |
|
80 |
9,352.77 |
7,779.73 |
1,573.04 |
17.1% |
139.36 |
1.5% |
92% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.0% |
142.42 |
1.5% |
93% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.0% |
145.20 |
1.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,548.55 |
2.618 |
9,428.68 |
1.618 |
9,355.23 |
1.000 |
9,309.84 |
0.618 |
9,281.78 |
HIGH |
9,236.39 |
0.618 |
9,208.33 |
0.500 |
9,199.67 |
0.382 |
9,191.00 |
LOW |
9,162.94 |
0.618 |
9,117.55 |
1.000 |
9,089.49 |
1.618 |
9,044.10 |
2.618 |
8,970.65 |
4.250 |
8,850.78 |
|
|
Fisher Pivots for day following 08-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,215.28 |
9,198.14 |
PP |
9,207.47 |
9,173.18 |
S1 |
9,199.67 |
9,148.23 |
|