Trading Metrics calculated at close of trading on 31-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2003 |
31-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,204.39 |
9,199.35 |
-5.04 |
-0.1% |
9,187.80 |
High |
9,236.54 |
9,361.40 |
124.86 |
1.4% |
9,284.57 |
Low |
9,164.97 |
9,199.28 |
34.31 |
0.4% |
9,037.30 |
Close |
9,200.05 |
9,233.80 |
33.75 |
0.4% |
9,284.57 |
Range |
71.57 |
162.12 |
90.55 |
126.5% |
247.27 |
ATR |
125.29 |
127.92 |
2.63 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,751.19 |
9,654.61 |
9,322.97 |
|
R3 |
9,589.07 |
9,492.49 |
9,278.38 |
|
R2 |
9,426.95 |
9,426.95 |
9,263.52 |
|
R1 |
9,330.37 |
9,330.37 |
9,248.66 |
9,378.66 |
PP |
9,264.83 |
9,264.83 |
9,264.83 |
9,288.97 |
S1 |
9,168.25 |
9,168.25 |
9,218.94 |
9,216.54 |
S2 |
9,102.71 |
9,102.71 |
9,204.08 |
|
S3 |
8,940.59 |
9,006.13 |
9,189.22 |
|
S4 |
8,778.47 |
8,844.01 |
9,144.63 |
|
|
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 |
9,361.40 |
9,085.13 |
276.27 |
3.0% |
124.78 |
1.4% |
54% |
True |
False |
|
10 |
9,361.40 |
9,037.30 |
324.10 |
3.5% |
128.57 |
1.4% |
61% |
True |
False |
|
20 |
9,361.40 |
8,996.76 |
364.64 |
3.9% |
127.79 |
1.4% |
65% |
True |
False |
|
40 |
9,361.40 |
8,871.20 |
490.20 |
5.3% |
127.08 |
1.4% |
74% |
True |
False |
|
60 |
9,361.40 |
8,416.72 |
944.68 |
10.2% |
127.21 |
1.4% |
86% |
True |
False |
|
80 |
9,361.40 |
8,145.87 |
1,215.53 |
13.2% |
129.08 |
1.4% |
90% |
True |
False |
|
100 |
9,361.40 |
7,416.64 |
1,944.76 |
21.1% |
138.56 |
1.5% |
93% |
True |
False |
|
120 |
9,361.40 |
7,416.64 |
1,944.76 |
21.1% |
140.30 |
1.5% |
93% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,050.41 |
2.618 |
9,785.83 |
1.618 |
9,623.71 |
1.000 |
9,523.52 |
0.618 |
9,461.59 |
HIGH |
9,361.40 |
0.618 |
9,299.47 |
0.500 |
9,280.34 |
0.382 |
9,261.21 |
LOW |
9,199.28 |
0.618 |
9,099.09 |
1.000 |
9,037.16 |
1.618 |
8,936.97 |
2.618 |
8,774.85 |
4.250 |
8,510.27 |
|
|
Fisher Pivots for day following 31-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,280.34 |
9,263.19 |
PP |
9,264.83 |
9,253.39 |
S1 |
9,249.31 |
9,243.60 |
|