Trading Metrics calculated at close of trading on 11-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2003 |
11-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,154.53 |
9,036.39 |
-118.14 |
-1.3% |
9,073.92 |
High |
9,154.53 |
9,146.48 |
-8.05 |
-0.1% |
9,261.12 |
Low |
8,996.76 |
9,035.52 |
38.76 |
0.4% |
8,996.76 |
Close |
9,036.04 |
9,119.59 |
83.55 |
0.9% |
9,119.59 |
Range |
157.77 |
110.96 |
-46.81 |
-29.7% |
264.36 |
ATR |
129.95 |
128.59 |
-1.36 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,433.41 |
9,387.46 |
9,180.62 |
|
R3 |
9,322.45 |
9,276.50 |
9,150.10 |
|
R2 |
9,211.49 |
9,211.49 |
9,139.93 |
|
R1 |
9,165.54 |
9,165.54 |
9,129.76 |
9,188.52 |
PP |
9,100.53 |
9,100.53 |
9,100.53 |
9,112.02 |
S1 |
9,054.58 |
9,054.58 |
9,109.42 |
9,077.56 |
S2 |
8,989.57 |
8,989.57 |
9,099.25 |
|
S3 |
8,878.61 |
8,943.62 |
9,089.08 |
|
S4 |
8,767.65 |
8,832.66 |
9,058.56 |
|
|
Weekly Pivots for week ending 11-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,918.90 |
9,783.61 |
9,264.99 |
|
R3 |
9,654.54 |
9,519.25 |
9,192.29 |
|
R2 |
9,390.18 |
9,390.18 |
9,168.06 |
|
R1 |
9,254.89 |
9,254.89 |
9,143.82 |
9,322.54 |
PP |
9,125.82 |
9,125.82 |
9,125.82 |
9,159.65 |
S1 |
8,990.53 |
8,990.53 |
9,095.36 |
9,058.18 |
S2 |
8,861.46 |
8,861.46 |
9,071.12 |
|
S3 |
8,597.10 |
8,726.17 |
9,046.89 |
|
S4 |
8,332.74 |
8,461.81 |
8,974.19 |
|
|
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% |
130.05 |
1.4% |
46% |
False |
False |
|
10 |
9,261.12 |
8,871.20 |
389.92 |
4.3% |
128.18 |
1.4% |
64% |
False |
False |
|
20 |
9,352.77 |
8,871.20 |
481.57 |
5.3% |
129.09 |
1.4% |
52% |
False |
False |
|
40 |
9,352.77 |
8,416.72 |
936.05 |
10.3% |
128.70 |
1.4% |
75% |
False |
False |
|
60 |
9,352.77 |
8,233.73 |
1,119.04 |
12.3% |
129.62 |
1.4% |
79% |
False |
False |
|
80 |
9,352.77 |
7,929.31 |
1,423.46 |
15.6% |
136.59 |
1.5% |
84% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.2% |
141.29 |
1.5% |
88% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.2% |
144.93 |
1.6% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,618.06 |
2.618 |
9,436.97 |
1.618 |
9,326.01 |
1.000 |
9,257.44 |
0.618 |
9,215.05 |
HIGH |
9,146.48 |
0.618 |
9,104.09 |
0.500 |
9,091.00 |
0.382 |
9,077.91 |
LOW |
9,035.52 |
0.618 |
8,966.95 |
1.000 |
8,924.56 |
1.618 |
8,855.99 |
2.618 |
8,745.03 |
4.250 |
8,563.94 |
|
|
Fisher Pivots for day following 11-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,110.06 |
9,117.37 |
PP |
9,100.53 |
9,115.15 |
S1 |
9,091.00 |
9,112.94 |
|