Trading Metrics calculated at close of trading on 04-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2003 |
04-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,232.68 |
9,154.18 |
-78.50 |
-0.9% |
9,284.92 |
High |
9,234.22 |
9,209.15 |
-25.07 |
-0.3% |
9,361.40 |
Low |
9,138.29 |
9,048.58 |
-89.71 |
-1.0% |
9,138.29 |
Close |
9,153.97 |
9,186.04 |
32.07 |
0.4% |
9,153.97 |
Range |
95.93 |
160.57 |
64.64 |
67.4% |
223.11 |
ATR |
125.64 |
128.13 |
2.50 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,629.63 |
9,568.41 |
9,274.35 |
|
R3 |
9,469.06 |
9,407.84 |
9,230.20 |
|
R2 |
9,308.49 |
9,308.49 |
9,215.48 |
|
R1 |
9,247.27 |
9,247.27 |
9,200.76 |
9,277.88 |
PP |
9,147.92 |
9,147.92 |
9,147.92 |
9,163.23 |
S1 |
9,086.70 |
9,086.70 |
9,171.32 |
9,117.31 |
S2 |
8,987.35 |
8,987.35 |
9,156.60 |
|
S3 |
8,826.78 |
8,926.13 |
9,141.88 |
|
S4 |
8,666.21 |
8,765.56 |
9,097.73 |
|
|
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 |
9,048.58 |
312.82 |
3.4% |
122.32 |
1.3% |
44% |
False |
True |
|
10 |
9,361.40 |
9,037.30 |
324.10 |
3.5% |
129.37 |
1.4% |
46% |
False |
False |
|
20 |
9,361.40 |
8,996.76 |
364.64 |
4.0% |
125.54 |
1.4% |
52% |
False |
False |
|
40 |
9,361.40 |
8,871.20 |
490.20 |
5.3% |
127.34 |
1.4% |
64% |
False |
False |
|
60 |
9,361.40 |
8,416.72 |
944.68 |
10.3% |
128.09 |
1.4% |
81% |
False |
False |
|
80 |
9,361.40 |
8,145.87 |
1,215.53 |
13.2% |
128.85 |
1.4% |
86% |
False |
False |
|
100 |
9,361.40 |
7,555.29 |
1,806.11 |
19.7% |
138.55 |
1.5% |
90% |
False |
False |
|
120 |
9,361.40 |
7,416.64 |
1,944.76 |
21.2% |
139.84 |
1.5% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,891.57 |
2.618 |
9,629.52 |
1.618 |
9,468.95 |
1.000 |
9,369.72 |
0.618 |
9,308.38 |
HIGH |
9,209.15 |
0.618 |
9,147.81 |
0.500 |
9,128.87 |
0.382 |
9,109.92 |
LOW |
9,048.58 |
0.618 |
8,949.35 |
1.000 |
8,888.01 |
1.618 |
8,788.78 |
2.618 |
8,628.21 |
4.250 |
8,366.16 |
|
|
Fisher Pivots for day following 04-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,166.98 |
9,204.99 |
PP |
9,147.92 |
9,198.67 |
S1 |
9,128.87 |
9,192.36 |
|