Trading Metrics calculated at close of trading on 29-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2003 |
29-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,284.92 |
9,268.19 |
-16.73 |
-0.2% |
9,187.80 |
High |
9,303.83 |
9,289.69 |
-14.14 |
-0.2% |
9,284.57 |
Low |
9,234.50 |
9,168.26 |
-66.24 |
-0.7% |
9,037.30 |
Close |
9,266.51 |
9,204.46 |
-62.05 |
-0.7% |
9,284.57 |
Range |
69.33 |
121.43 |
52.10 |
75.1% |
247.27 |
ATR |
130.04 |
129.43 |
-0.62 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,585.09 |
9,516.21 |
9,271.25 |
|
R3 |
9,463.66 |
9,394.78 |
9,237.85 |
|
R2 |
9,342.23 |
9,342.23 |
9,226.72 |
|
R1 |
9,273.35 |
9,273.35 |
9,215.59 |
9,247.08 |
PP |
9,220.80 |
9,220.80 |
9,220.80 |
9,207.67 |
S1 |
9,151.92 |
9,151.92 |
9,193.33 |
9,125.65 |
S2 |
9,099.37 |
9,099.37 |
9,182.20 |
|
S3 |
8,977.94 |
9,030.49 |
9,171.07 |
|
S4 |
8,856.51 |
8,909.06 |
9,137.67 |
|
|
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 |
9,303.83 |
9,085.13 |
218.70 |
2.4% |
133.28 |
1.4% |
55% |
False |
False |
|
10 |
9,303.83 |
9,017.84 |
285.99 |
3.1% |
125.90 |
1.4% |
65% |
False |
False |
|
20 |
9,303.83 |
8,871.20 |
432.63 |
4.7% |
130.33 |
1.4% |
77% |
False |
False |
|
40 |
9,352.77 |
8,861.32 |
491.45 |
5.3% |
126.92 |
1.4% |
70% |
False |
False |
|
60 |
9,352.77 |
8,416.72 |
936.05 |
10.2% |
126.76 |
1.4% |
84% |
False |
False |
|
80 |
9,352.77 |
8,145.87 |
1,206.90 |
13.1% |
130.25 |
1.4% |
88% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.0% |
139.83 |
1.5% |
92% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.0% |
140.70 |
1.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,805.77 |
2.618 |
9,607.59 |
1.618 |
9,486.16 |
1.000 |
9,411.12 |
0.618 |
9,364.73 |
HIGH |
9,289.69 |
0.618 |
9,243.30 |
0.500 |
9,228.98 |
0.382 |
9,214.65 |
LOW |
9,168.26 |
0.618 |
9,093.22 |
1.000 |
9,046.83 |
1.618 |
8,971.79 |
2.618 |
8,850.36 |
4.250 |
8,652.18 |
|
|
Fisher Pivots for day following 29-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,228.98 |
9,201.13 |
PP |
9,220.80 |
9,197.81 |
S1 |
9,212.63 |
9,194.48 |
|