Trading Metrics calculated at close of trading on 14-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2003 |
14-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,036.39 |
9,126.45 |
90.06 |
1.0% |
9,073.92 |
High |
9,146.48 |
9,278.41 |
131.93 |
1.4% |
9,261.12 |
Low |
9,035.52 |
9,126.45 |
90.93 |
1.0% |
8,996.76 |
Close |
9,119.59 |
9,177.15 |
57.56 |
0.6% |
9,119.59 |
Range |
110.96 |
151.96 |
41.00 |
37.0% |
264.36 |
ATR |
128.59 |
130.75 |
2.16 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,649.88 |
9,565.48 |
9,260.73 |
|
R3 |
9,497.92 |
9,413.52 |
9,218.94 |
|
R2 |
9,345.96 |
9,345.96 |
9,205.01 |
|
R1 |
9,261.56 |
9,261.56 |
9,191.08 |
9,303.76 |
PP |
9,194.00 |
9,194.00 |
9,194.00 |
9,215.11 |
S1 |
9,109.60 |
9,109.60 |
9,163.22 |
9,151.80 |
S2 |
9,042.04 |
9,042.04 |
9,149.29 |
|
S3 |
8,890.08 |
8,957.64 |
9,135.36 |
|
S4 |
8,738.12 |
8,805.68 |
9,093.57 |
|
|
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 |
9,278.41 |
8,996.76 |
281.65 |
3.1% |
123.00 |
1.3% |
64% |
True |
False |
|
10 |
9,278.41 |
8,871.20 |
407.21 |
4.4% |
129.85 |
1.4% |
75% |
True |
False |
|
20 |
9,352.77 |
8,871.20 |
481.57 |
5.2% |
129.26 |
1.4% |
64% |
False |
False |
|
40 |
9,352.77 |
8,416.72 |
936.05 |
10.2% |
130.38 |
1.4% |
81% |
False |
False |
|
60 |
9,352.77 |
8,235.41 |
1,117.36 |
12.2% |
128.61 |
1.4% |
84% |
False |
False |
|
80 |
9,352.77 |
7,929.31 |
1,423.46 |
15.5% |
136.79 |
1.5% |
88% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.1% |
141.73 |
1.5% |
91% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.1% |
144.66 |
1.6% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,924.24 |
2.618 |
9,676.24 |
1.618 |
9,524.28 |
1.000 |
9,430.37 |
0.618 |
9,372.32 |
HIGH |
9,278.41 |
0.618 |
9,220.36 |
0.500 |
9,202.43 |
0.382 |
9,184.50 |
LOW |
9,126.45 |
0.618 |
9,032.54 |
1.000 |
8,974.49 |
1.618 |
8,880.58 |
2.618 |
8,728.62 |
4.250 |
8,480.62 |
|
|
Fisher Pivots for day following 14-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,202.43 |
9,163.96 |
PP |
9,194.00 |
9,150.77 |
S1 |
9,185.58 |
9,137.59 |
|