Trading Metrics calculated at close of trading on 01-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2003 |
01-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,199.35 |
9,232.68 |
33.33 |
0.4% |
9,284.92 |
High |
9,361.40 |
9,234.22 |
-127.18 |
-1.4% |
9,361.40 |
Low |
9,199.28 |
9,138.29 |
-60.99 |
-0.7% |
9,138.29 |
Close |
9,233.80 |
9,153.97 |
-79.83 |
-0.9% |
9,153.97 |
Range |
162.12 |
95.93 |
-66.19 |
-40.8% |
223.11 |
ATR |
127.92 |
125.64 |
-2.29 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,463.28 |
9,404.56 |
9,206.73 |
|
R3 |
9,367.35 |
9,308.63 |
9,180.35 |
|
R2 |
9,271.42 |
9,271.42 |
9,171.56 |
|
R1 |
9,212.70 |
9,212.70 |
9,162.76 |
9,194.10 |
PP |
9,175.49 |
9,175.49 |
9,175.49 |
9,166.19 |
S1 |
9,116.77 |
9,116.77 |
9,145.18 |
9,098.17 |
S2 |
9,079.56 |
9,079.56 |
9,136.38 |
|
S3 |
8,983.63 |
9,020.84 |
9,127.59 |
|
S4 |
8,887.70 |
8,924.91 |
9,101.21 |
|
|
Weekly Pivots for week ending 01-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,887.22 |
9,743.70 |
9,276.68 |
|
R3 |
9,664.11 |
9,520.59 |
9,215.33 |
|
R2 |
9,441.00 |
9,441.00 |
9,194.87 |
|
R1 |
9,297.48 |
9,297.48 |
9,174.42 |
9,257.69 |
PP |
9,217.89 |
9,217.89 |
9,217.89 |
9,197.99 |
S1 |
9,074.37 |
9,074.37 |
9,133.52 |
9,034.58 |
S2 |
8,994.78 |
8,994.78 |
9,113.07 |
|
S3 |
8,771.67 |
8,851.26 |
9,092.61 |
|
S4 |
8,548.56 |
8,628.15 |
9,031.26 |
|
|
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 |
9,138.29 |
223.11 |
2.4% |
104.08 |
1.1% |
7% |
False |
True |
|
10 |
9,361.40 |
9,037.30 |
324.10 |
3.5% |
124.58 |
1.4% |
36% |
False |
False |
|
20 |
9,361.40 |
8,996.76 |
364.64 |
4.0% |
126.87 |
1.4% |
43% |
False |
False |
|
40 |
9,361.40 |
8,871.20 |
490.20 |
5.4% |
127.58 |
1.4% |
58% |
False |
False |
|
60 |
9,361.40 |
8,416.72 |
944.68 |
10.3% |
127.05 |
1.4% |
78% |
False |
False |
|
80 |
9,361.40 |
8,145.87 |
1,215.53 |
13.3% |
129.25 |
1.4% |
83% |
False |
False |
|
100 |
9,361.40 |
7,416.64 |
1,944.76 |
21.2% |
138.30 |
1.5% |
89% |
False |
False |
|
120 |
9,361.40 |
7,416.64 |
1,944.76 |
21.2% |
139.99 |
1.5% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,641.92 |
2.618 |
9,485.36 |
1.618 |
9,389.43 |
1.000 |
9,330.15 |
0.618 |
9,293.50 |
HIGH |
9,234.22 |
0.618 |
9,197.57 |
0.500 |
9,186.26 |
0.382 |
9,174.94 |
LOW |
9,138.29 |
0.618 |
9,079.01 |
1.000 |
9,042.36 |
1.618 |
8,983.08 |
2.618 |
8,887.15 |
4.250 |
8,730.59 |
|
|
Fisher Pivots for day following 01-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,186.26 |
9,249.85 |
PP |
9,175.49 |
9,217.89 |
S1 |
9,164.73 |
9,185.93 |
|