| Trading Metrics calculated at close of trading on 17-Jul-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2003 |
17-Jul-2003 |
Change |
Change % |
Previous Week |
| Open |
9,133.70 |
9,089.34 |
-44.36 |
-0.5% |
9,073.92 |
| High |
9,153.42 |
9,113.57 |
-39.85 |
-0.4% |
9,261.12 |
| Low |
9,042.19 |
9,017.84 |
-24.35 |
-0.3% |
8,996.76 |
| Close |
9,094.59 |
9,050.82 |
-43.77 |
-0.5% |
9,119.59 |
| Range |
111.23 |
95.73 |
-15.50 |
-13.9% |
264.36 |
| ATR |
130.42 |
127.94 |
-2.48 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,347.93 |
9,295.11 |
9,103.47 |
|
| R3 |
9,252.20 |
9,199.38 |
9,077.15 |
|
| R2 |
9,156.47 |
9,156.47 |
9,068.37 |
|
| R1 |
9,103.65 |
9,103.65 |
9,059.60 |
9,082.20 |
| PP |
9,060.74 |
9,060.74 |
9,060.74 |
9,050.02 |
| S1 |
9,007.92 |
9,007.92 |
9,042.04 |
8,986.47 |
| S2 |
8,965.01 |
8,965.01 |
9,033.27 |
|
| S3 |
8,869.28 |
8,912.19 |
9,024.49 |
|
| S4 |
8,773.55 |
8,816.46 |
8,998.17 |
|
|
| 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 |
9,017.84 |
260.57 |
2.9% |
123.32 |
1.4% |
13% |
False |
True |
|
| 10 |
9,278.41 |
8,996.76 |
281.65 |
3.1% |
127.02 |
1.4% |
19% |
False |
False |
|
| 20 |
9,313.29 |
8,871.20 |
442.09 |
4.9% |
127.60 |
1.4% |
41% |
False |
False |
|
| 40 |
9,352.77 |
8,431.21 |
921.56 |
10.2% |
128.61 |
1.4% |
67% |
False |
False |
|
| 60 |
9,352.77 |
8,288.49 |
1,064.28 |
11.8% |
127.31 |
1.4% |
72% |
False |
False |
|
| 80 |
9,352.77 |
7,929.31 |
1,423.46 |
15.7% |
131.84 |
1.5% |
79% |
False |
False |
|
| 100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.4% |
140.42 |
1.6% |
84% |
False |
False |
|
| 120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.4% |
143.23 |
1.6% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,520.42 |
|
2.618 |
9,364.19 |
|
1.618 |
9,268.46 |
|
1.000 |
9,209.30 |
|
0.618 |
9,172.73 |
|
HIGH |
9,113.57 |
|
0.618 |
9,077.00 |
|
0.500 |
9,065.71 |
|
0.382 |
9,054.41 |
|
LOW |
9,017.84 |
|
0.618 |
8,958.68 |
|
1.000 |
8,922.11 |
|
1.618 |
8,862.95 |
|
2.618 |
8,767.22 |
|
4.250 |
8,610.99 |
|
|
| Fisher Pivots for day following 17-Jul-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,065.71 |
9,127.93 |
| PP |
9,060.74 |
9,102.22 |
| S1 |
9,055.78 |
9,076.52 |
|