Trading Metrics calculated at close of trading on 16-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2003 |
16-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,179.18 |
9,133.70 |
-45.48 |
-0.5% |
9,073.92 |
High |
9,238.01 |
9,153.42 |
-84.59 |
-0.9% |
9,261.12 |
Low |
9,091.30 |
9,042.19 |
-49.11 |
-0.5% |
8,996.76 |
Close |
9,128.97 |
9,094.59 |
-34.38 |
-0.4% |
9,119.59 |
Range |
146.71 |
111.23 |
-35.48 |
-24.2% |
264.36 |
ATR |
131.89 |
130.42 |
-1.48 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,430.42 |
9,373.74 |
9,155.77 |
|
R3 |
9,319.19 |
9,262.51 |
9,125.18 |
|
R2 |
9,207.96 |
9,207.96 |
9,114.98 |
|
R1 |
9,151.28 |
9,151.28 |
9,104.79 |
9,124.01 |
PP |
9,096.73 |
9,096.73 |
9,096.73 |
9,083.10 |
S1 |
9,040.05 |
9,040.05 |
9,084.39 |
9,012.78 |
S2 |
8,985.50 |
8,985.50 |
9,074.20 |
|
S3 |
8,874.27 |
8,928.82 |
9,064.00 |
|
S4 |
8,763.04 |
8,817.59 |
9,033.41 |
|
|
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% |
135.73 |
1.5% |
35% |
False |
False |
|
10 |
9,278.41 |
8,996.76 |
281.65 |
3.1% |
127.92 |
1.4% |
35% |
False |
False |
|
20 |
9,333.66 |
8,871.20 |
462.46 |
5.1% |
127.89 |
1.4% |
48% |
False |
False |
|
40 |
9,352.77 |
8,416.72 |
936.05 |
10.3% |
129.55 |
1.4% |
72% |
False |
False |
|
60 |
9,352.77 |
8,263.98 |
1,088.79 |
12.0% |
129.44 |
1.4% |
76% |
False |
False |
|
80 |
9,352.77 |
7,929.31 |
1,423.46 |
15.7% |
134.76 |
1.5% |
82% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
141.13 |
1.6% |
87% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
144.57 |
1.6% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,626.15 |
2.618 |
9,444.62 |
1.618 |
9,333.39 |
1.000 |
9,264.65 |
0.618 |
9,222.16 |
HIGH |
9,153.42 |
0.618 |
9,110.93 |
0.500 |
9,097.81 |
0.382 |
9,084.68 |
LOW |
9,042.19 |
0.618 |
8,973.45 |
1.000 |
8,930.96 |
1.618 |
8,862.22 |
2.618 |
8,750.99 |
4.250 |
8,569.46 |
|
|
Fisher Pivots for day following 16-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,097.81 |
9,160.30 |
PP |
9,096.73 |
9,138.40 |
S1 |
9,095.66 |
9,116.49 |
|