Trading Metrics calculated at close of trading on 18-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2003 |
18-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,089.34 |
9,052.29 |
-37.05 |
-0.4% |
9,126.45 |
High |
9,113.57 |
9,188.15 |
74.58 |
0.8% |
9,278.41 |
Low |
9,017.84 |
9,052.29 |
34.45 |
0.4% |
9,017.84 |
Close |
9,050.82 |
9,188.15 |
137.33 |
1.5% |
9,188.15 |
Range |
95.73 |
135.86 |
40.13 |
41.9% |
260.57 |
ATR |
127.94 |
128.61 |
0.67 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,550.44 |
9,505.16 |
9,262.87 |
|
R3 |
9,414.58 |
9,369.30 |
9,225.51 |
|
R2 |
9,278.72 |
9,278.72 |
9,213.06 |
|
R1 |
9,233.44 |
9,233.44 |
9,200.60 |
9,256.08 |
PP |
9,142.86 |
9,142.86 |
9,142.86 |
9,154.19 |
S1 |
9,097.58 |
9,097.58 |
9,175.70 |
9,120.22 |
S2 |
9,007.00 |
9,007.00 |
9,163.24 |
|
S3 |
8,871.14 |
8,961.72 |
9,150.79 |
|
S4 |
8,735.28 |
8,825.86 |
9,113.43 |
|
|
Weekly Pivots for week ending 18-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,943.18 |
9,826.23 |
9,331.46 |
|
R3 |
9,682.61 |
9,565.66 |
9,259.81 |
|
R2 |
9,422.04 |
9,422.04 |
9,235.92 |
|
R1 |
9,305.09 |
9,305.09 |
9,212.04 |
9,363.57 |
PP |
9,161.47 |
9,161.47 |
9,161.47 |
9,190.70 |
S1 |
9,044.52 |
9,044.52 |
9,164.26 |
9,103.00 |
S2 |
8,900.90 |
8,900.90 |
9,140.38 |
|
S3 |
8,640.33 |
8,783.95 |
9,116.49 |
|
S4 |
8,379.76 |
8,523.38 |
9,044.84 |
|
|
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 |
2.8% |
128.30 |
1.4% |
65% |
False |
False |
|
10 |
9,278.41 |
8,996.76 |
281.65 |
3.1% |
129.17 |
1.4% |
68% |
False |
False |
|
20 |
9,278.41 |
8,871.20 |
407.21 |
4.4% |
126.46 |
1.4% |
78% |
False |
False |
|
40 |
9,352.77 |
8,509.22 |
843.55 |
9.2% |
129.70 |
1.4% |
80% |
False |
False |
|
60 |
9,352.77 |
8,288.49 |
1,064.28 |
11.6% |
128.33 |
1.4% |
85% |
False |
False |
|
80 |
9,352.77 |
7,929.31 |
1,423.46 |
15.5% |
131.58 |
1.4% |
88% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.1% |
139.77 |
1.5% |
91% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.1% |
142.76 |
1.6% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,765.56 |
2.618 |
9,543.83 |
1.618 |
9,407.97 |
1.000 |
9,324.01 |
0.618 |
9,272.11 |
HIGH |
9,188.15 |
0.618 |
9,136.25 |
0.500 |
9,120.22 |
0.382 |
9,104.19 |
LOW |
9,052.29 |
0.618 |
8,968.33 |
1.000 |
8,916.43 |
1.618 |
8,832.47 |
2.618 |
8,696.61 |
4.250 |
8,474.89 |
|
|
Fisher Pivots for day following 18-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,165.51 |
9,159.77 |
PP |
9,142.86 |
9,131.38 |
S1 |
9,120.22 |
9,103.00 |
|