Trading Metrics calculated at close of trading on 22-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2003 |
22-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,187.80 |
9,098.65 |
-89.15 |
-1.0% |
9,126.45 |
High |
9,187.80 |
9,174.42 |
-13.38 |
-0.1% |
9,278.41 |
Low |
9,075.19 |
9,037.30 |
-37.89 |
-0.4% |
9,017.84 |
Close |
9,096.69 |
9,158.45 |
61.76 |
0.7% |
9,188.15 |
Range |
112.61 |
137.12 |
24.51 |
21.8% |
260.57 |
ATR |
127.49 |
128.18 |
0.69 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,534.75 |
9,483.72 |
9,233.87 |
|
R3 |
9,397.63 |
9,346.60 |
9,196.16 |
|
R2 |
9,260.51 |
9,260.51 |
9,183.59 |
|
R1 |
9,209.48 |
9,209.48 |
9,171.02 |
9,235.00 |
PP |
9,123.39 |
9,123.39 |
9,123.39 |
9,136.15 |
S1 |
9,072.36 |
9,072.36 |
9,145.88 |
9,097.88 |
S2 |
8,986.27 |
8,986.27 |
9,133.31 |
|
S3 |
8,849.15 |
8,935.24 |
9,120.74 |
|
S4 |
8,712.03 |
8,798.12 |
9,083.03 |
|
|
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 |
9,188.15 |
9,017.84 |
170.31 |
1.9% |
118.51 |
1.3% |
83% |
False |
False |
|
10 |
9,278.41 |
8,996.76 |
281.65 |
3.1% |
128.08 |
1.4% |
57% |
False |
False |
|
20 |
9,278.41 |
8,871.20 |
407.21 |
4.4% |
126.10 |
1.4% |
71% |
False |
False |
|
40 |
9,352.77 |
8,540.59 |
812.18 |
8.9% |
130.87 |
1.4% |
76% |
False |
False |
|
60 |
9,352.77 |
8,305.03 |
1,047.74 |
11.4% |
128.03 |
1.4% |
81% |
False |
False |
|
80 |
9,352.77 |
7,929.31 |
1,423.46 |
15.5% |
131.64 |
1.4% |
86% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.1% |
139.60 |
1.5% |
90% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.1% |
142.04 |
1.6% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,757.18 |
2.618 |
9,533.40 |
1.618 |
9,396.28 |
1.000 |
9,311.54 |
0.618 |
9,259.16 |
HIGH |
9,174.42 |
0.618 |
9,122.04 |
0.500 |
9,105.86 |
0.382 |
9,089.68 |
LOW |
9,037.30 |
0.618 |
8,952.56 |
1.000 |
8,900.18 |
1.618 |
8,815.44 |
2.618 |
8,678.32 |
4.250 |
8,454.54 |
|
|
Fisher Pivots for day following 22-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,140.92 |
9,143.21 |
PP |
9,123.39 |
9,127.97 |
S1 |
9,105.86 |
9,112.73 |
|