Trading Metrics calculated at close of trading on 30-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2003 |
30-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,268.19 |
9,204.39 |
-63.80 |
-0.7% |
9,187.80 |
High |
9,289.69 |
9,236.54 |
-53.15 |
-0.6% |
9,284.57 |
Low |
9,168.26 |
9,164.97 |
-3.29 |
0.0% |
9,037.30 |
Close |
9,204.46 |
9,200.05 |
-4.41 |
0.0% |
9,284.57 |
Range |
121.43 |
71.57 |
-49.86 |
-41.1% |
247.27 |
ATR |
129.43 |
125.29 |
-4.13 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,415.23 |
9,379.21 |
9,239.41 |
|
R3 |
9,343.66 |
9,307.64 |
9,219.73 |
|
R2 |
9,272.09 |
9,272.09 |
9,213.17 |
|
R1 |
9,236.07 |
9,236.07 |
9,206.61 |
9,218.30 |
PP |
9,200.52 |
9,200.52 |
9,200.52 |
9,191.63 |
S1 |
9,164.50 |
9,164.50 |
9,193.49 |
9,146.73 |
S2 |
9,128.95 |
9,128.95 |
9,186.93 |
|
S3 |
9,057.38 |
9,092.93 |
9,180.37 |
|
S4 |
8,985.81 |
9,021.36 |
9,160.69 |
|
|
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% |
127.35 |
1.4% |
53% |
False |
False |
|
10 |
9,303.83 |
9,017.84 |
285.99 |
3.1% |
121.93 |
1.3% |
64% |
False |
False |
|
20 |
9,303.83 |
8,996.76 |
307.07 |
3.3% |
124.92 |
1.4% |
66% |
False |
False |
|
40 |
9,352.77 |
8,871.20 |
481.57 |
5.2% |
126.74 |
1.4% |
68% |
False |
False |
|
60 |
9,352.77 |
8,416.72 |
936.05 |
10.2% |
126.44 |
1.4% |
84% |
False |
False |
|
80 |
9,352.77 |
8,145.87 |
1,206.90 |
13.1% |
130.01 |
1.4% |
87% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.0% |
138.74 |
1.5% |
92% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.0% |
140.37 |
1.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,540.71 |
2.618 |
9,423.91 |
1.618 |
9,352.34 |
1.000 |
9,308.11 |
0.618 |
9,280.77 |
HIGH |
9,236.54 |
0.618 |
9,209.20 |
0.500 |
9,200.76 |
0.382 |
9,192.31 |
LOW |
9,164.97 |
0.618 |
9,120.74 |
1.000 |
9,093.40 |
1.618 |
9,049.17 |
2.618 |
8,977.60 |
4.250 |
8,860.80 |
|
|
Fisher Pivots for day following 30-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,200.76 |
9,234.40 |
PP |
9,200.52 |
9,222.95 |
S1 |
9,200.29 |
9,211.50 |
|