Trading Metrics calculated at close of trading on 10-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2003 |
10-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,221.90 |
9,154.53 |
-67.37 |
-0.7% |
8,990.74 |
High |
9,229.11 |
9,154.53 |
-74.58 |
-0.8% |
9,149.63 |
Low |
9,108.24 |
8,996.76 |
-111.48 |
-1.2% |
8,871.20 |
Close |
9,156.21 |
9,036.04 |
-120.17 |
-1.3% |
9,070.21 |
Range |
120.87 |
157.77 |
36.90 |
30.5% |
278.43 |
ATR |
127.68 |
129.95 |
2.27 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,535.75 |
9,443.67 |
9,122.81 |
|
R3 |
9,377.98 |
9,285.90 |
9,079.43 |
|
R2 |
9,220.21 |
9,220.21 |
9,064.96 |
|
R1 |
9,128.13 |
9,128.13 |
9,050.50 |
9,095.29 |
PP |
9,062.44 |
9,062.44 |
9,062.44 |
9,046.02 |
S1 |
8,970.36 |
8,970.36 |
9,021.58 |
8,937.52 |
S2 |
8,904.67 |
8,904.67 |
9,007.12 |
|
S3 |
8,746.90 |
8,812.59 |
8,992.65 |
|
S4 |
8,589.13 |
8,654.82 |
8,949.27 |
|
|
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 |
8,996.76 |
264.36 |
2.9% |
130.72 |
1.4% |
15% |
False |
True |
|
10 |
9,261.12 |
8,871.20 |
389.92 |
4.3% |
127.59 |
1.4% |
42% |
False |
False |
|
20 |
9,352.77 |
8,871.20 |
481.57 |
5.3% |
129.50 |
1.4% |
34% |
False |
False |
|
40 |
9,352.77 |
8,416.72 |
936.05 |
10.4% |
128.93 |
1.4% |
66% |
False |
False |
|
60 |
9,352.77 |
8,233.73 |
1,119.04 |
12.4% |
129.36 |
1.4% |
72% |
False |
False |
|
80 |
9,352.77 |
7,929.31 |
1,423.46 |
15.8% |
136.62 |
1.5% |
78% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.4% |
141.85 |
1.6% |
84% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.4% |
145.15 |
1.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,825.05 |
2.618 |
9,567.57 |
1.618 |
9,409.80 |
1.000 |
9,312.30 |
0.618 |
9,252.03 |
HIGH |
9,154.53 |
0.618 |
9,094.26 |
0.500 |
9,075.65 |
0.382 |
9,057.03 |
LOW |
8,996.76 |
0.618 |
8,899.26 |
1.000 |
8,838.99 |
1.618 |
8,741.49 |
2.618 |
8,583.72 |
4.250 |
8,326.24 |
|
|
Fisher Pivots for day following 10-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,075.65 |
9,116.58 |
PP |
9,062.44 |
9,089.73 |
S1 |
9,049.24 |
9,062.89 |
|