Trading Metrics calculated at close of trading on 23-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2003 |
23-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,098.65 |
9,159.08 |
60.43 |
0.7% |
9,126.45 |
High |
9,174.42 |
9,203.48 |
29.06 |
0.3% |
9,278.41 |
Low |
9,037.30 |
9,102.28 |
64.98 |
0.7% |
9,017.84 |
Close |
9,158.45 |
9,194.24 |
35.79 |
0.4% |
9,188.15 |
Range |
137.12 |
101.20 |
-35.92 |
-26.2% |
260.57 |
ATR |
128.18 |
126.25 |
-1.93 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,470.27 |
9,433.45 |
9,249.90 |
|
R3 |
9,369.07 |
9,332.25 |
9,222.07 |
|
R2 |
9,267.87 |
9,267.87 |
9,212.79 |
|
R1 |
9,231.05 |
9,231.05 |
9,203.52 |
9,249.46 |
PP |
9,166.67 |
9,166.67 |
9,166.67 |
9,175.87 |
S1 |
9,129.85 |
9,129.85 |
9,184.96 |
9,148.26 |
S2 |
9,065.47 |
9,065.47 |
9,175.69 |
|
S3 |
8,964.27 |
9,028.65 |
9,166.41 |
|
S4 |
8,863.07 |
8,927.45 |
9,138.58 |
|
|
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 |
9,203.48 |
9,017.84 |
185.64 |
2.0% |
116.50 |
1.3% |
95% |
True |
False |
|
10 |
9,278.41 |
8,996.76 |
281.65 |
3.1% |
126.12 |
1.4% |
70% |
False |
False |
|
20 |
9,278.41 |
8,871.20 |
407.21 |
4.4% |
127.02 |
1.4% |
79% |
False |
False |
|
40 |
9,352.77 |
8,679.60 |
673.17 |
7.3% |
127.10 |
1.4% |
76% |
False |
False |
|
60 |
9,352.77 |
8,340.23 |
1,012.54 |
11.0% |
126.44 |
1.4% |
84% |
False |
False |
|
80 |
9,352.77 |
7,929.31 |
1,423.46 |
15.5% |
131.66 |
1.4% |
89% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.1% |
139.51 |
1.5% |
92% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.1% |
141.20 |
1.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,633.58 |
2.618 |
9,468.42 |
1.618 |
9,367.22 |
1.000 |
9,304.68 |
0.618 |
9,266.02 |
HIGH |
9,203.48 |
0.618 |
9,164.82 |
0.500 |
9,152.88 |
0.382 |
9,140.94 |
LOW |
9,102.28 |
0.618 |
9,039.74 |
1.000 |
9,001.08 |
1.618 |
8,938.54 |
2.618 |
8,837.34 |
4.250 |
8,672.18 |
|
|
Fisher Pivots for day following 23-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,180.45 |
9,169.62 |
PP |
9,166.67 |
9,145.01 |
S1 |
9,152.88 |
9,120.39 |
|