Trading Metrics calculated at close of trading on 24-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2003 |
24-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,159.08 |
9,196.56 |
37.48 |
0.4% |
9,126.45 |
High |
9,203.48 |
9,281.42 |
77.94 |
0.8% |
9,278.41 |
Low |
9,102.28 |
9,106.42 |
4.14 |
0.0% |
9,017.84 |
Close |
9,194.24 |
9,112.51 |
-81.73 |
-0.9% |
9,188.15 |
Range |
101.20 |
175.00 |
73.80 |
72.9% |
260.57 |
ATR |
126.25 |
129.73 |
3.48 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,691.78 |
9,577.15 |
9,208.76 |
|
R3 |
9,516.78 |
9,402.15 |
9,160.64 |
|
R2 |
9,341.78 |
9,341.78 |
9,144.59 |
|
R1 |
9,227.15 |
9,227.15 |
9,128.55 |
9,196.97 |
PP |
9,166.78 |
9,166.78 |
9,166.78 |
9,151.69 |
S1 |
9,052.15 |
9,052.15 |
9,096.47 |
9,021.97 |
S2 |
8,991.78 |
8,991.78 |
9,080.43 |
|
S3 |
8,816.78 |
8,877.15 |
9,064.39 |
|
S4 |
8,641.78 |
8,702.15 |
9,016.26 |
|
|
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 |
9,281.42 |
9,037.30 |
244.12 |
2.7% |
132.36 |
1.5% |
31% |
True |
False |
|
10 |
9,281.42 |
9,017.84 |
263.58 |
2.9% |
127.84 |
1.4% |
36% |
True |
False |
|
20 |
9,281.42 |
8,871.20 |
410.22 |
4.5% |
127.71 |
1.4% |
59% |
True |
False |
|
40 |
9,352.77 |
8,679.60 |
673.17 |
7.4% |
129.46 |
1.4% |
64% |
False |
False |
|
60 |
9,352.77 |
8,340.23 |
1,012.54 |
11.1% |
127.40 |
1.4% |
76% |
False |
False |
|
80 |
9,352.77 |
7,979.69 |
1,373.08 |
15.1% |
131.18 |
1.4% |
83% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.2% |
139.67 |
1.5% |
88% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.2% |
141.22 |
1.5% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,025.17 |
2.618 |
9,739.57 |
1.618 |
9,564.57 |
1.000 |
9,456.42 |
0.618 |
9,389.57 |
HIGH |
9,281.42 |
0.618 |
9,214.57 |
0.500 |
9,193.92 |
0.382 |
9,173.27 |
LOW |
9,106.42 |
0.618 |
8,998.27 |
1.000 |
8,931.42 |
1.618 |
8,823.27 |
2.618 |
8,648.27 |
4.250 |
8,362.67 |
|
|
Fisher Pivots for day following 24-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,193.92 |
9,159.36 |
PP |
9,166.78 |
9,143.74 |
S1 |
9,139.65 |
9,128.13 |
|