Trading Metrics calculated at close of trading on 25-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2003 |
25-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,196.56 |
9,113.85 |
-82.71 |
-0.9% |
9,187.80 |
High |
9,281.42 |
9,284.57 |
3.15 |
0.0% |
9,284.57 |
Low |
9,106.42 |
9,085.13 |
-21.29 |
-0.2% |
9,037.30 |
Close |
9,112.51 |
9,284.57 |
172.06 |
1.9% |
9,284.57 |
Range |
175.00 |
199.44 |
24.44 |
14.0% |
247.27 |
ATR |
129.73 |
134.71 |
4.98 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,816.41 |
9,749.93 |
9,394.26 |
|
R3 |
9,616.97 |
9,550.49 |
9,339.42 |
|
R2 |
9,417.53 |
9,417.53 |
9,321.13 |
|
R1 |
9,351.05 |
9,351.05 |
9,302.85 |
9,384.29 |
PP |
9,218.09 |
9,218.09 |
9,218.09 |
9,234.71 |
S1 |
9,151.61 |
9,151.61 |
9,266.29 |
9,184.85 |
S2 |
9,018.65 |
9,018.65 |
9,248.01 |
|
S3 |
8,819.21 |
8,952.17 |
9,229.72 |
|
S4 |
8,619.77 |
8,752.73 |
9,174.88 |
|
|
Weekly Pivots for week ending 25-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,943.96 |
9,861.53 |
9,420.57 |
|
R3 |
9,696.69 |
9,614.26 |
9,352.57 |
|
R2 |
9,449.42 |
9,449.42 |
9,329.90 |
|
R1 |
9,366.99 |
9,366.99 |
9,307.24 |
9,408.21 |
PP |
9,202.15 |
9,202.15 |
9,202.15 |
9,222.75 |
S1 |
9,119.72 |
9,119.72 |
9,261.90 |
9,160.94 |
S2 |
8,954.88 |
8,954.88 |
9,239.24 |
|
S3 |
8,707.61 |
8,872.45 |
9,216.57 |
|
S4 |
8,460.34 |
8,625.18 |
9,148.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,284.57 |
9,037.30 |
247.27 |
2.7% |
145.07 |
1.6% |
100% |
True |
False |
|
10 |
9,284.57 |
9,017.84 |
266.73 |
2.9% |
136.69 |
1.5% |
100% |
True |
False |
|
20 |
9,284.57 |
8,871.20 |
413.37 |
4.5% |
132.43 |
1.4% |
100% |
True |
False |
|
40 |
9,352.77 |
8,711.39 |
641.38 |
6.9% |
129.87 |
1.4% |
89% |
False |
False |
|
60 |
9,352.77 |
8,340.23 |
1,012.54 |
10.9% |
129.11 |
1.4% |
93% |
False |
False |
|
80 |
9,352.77 |
8,070.98 |
1,281.79 |
13.8% |
132.16 |
1.4% |
95% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
20.9% |
140.25 |
1.5% |
96% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
20.9% |
142.06 |
1.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,132.19 |
2.618 |
9,806.70 |
1.618 |
9,607.26 |
1.000 |
9,484.01 |
0.618 |
9,407.82 |
HIGH |
9,284.57 |
0.618 |
9,208.38 |
0.500 |
9,184.85 |
0.382 |
9,161.32 |
LOW |
9,085.13 |
0.618 |
8,961.88 |
1.000 |
8,885.69 |
1.618 |
8,762.44 |
2.618 |
8,563.00 |
4.250 |
8,237.51 |
|
|
Fisher Pivots for day following 25-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,251.33 |
9,251.33 |
PP |
9,218.09 |
9,218.09 |
S1 |
9,184.85 |
9,184.85 |
|