Trading Metrics calculated at close of trading on 23-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2002 |
23-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
847.76 |
819.90 |
-27.86 |
-3.3% |
920.99 |
High |
854.13 |
827.69 |
-26.44 |
-3.1% |
926.52 |
Low |
813.26 |
796.13 |
-17.13 |
-2.1% |
842.07 |
Close |
819.85 |
797.70 |
-22.15 |
-2.7% |
847.75 |
Range |
40.87 |
31.56 |
-9.31 |
-22.8% |
84.45 |
ATR |
27.42 |
27.72 |
0.30 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
901.85 |
881.34 |
815.06 |
|
R3 |
870.29 |
849.78 |
806.38 |
|
R2 |
838.73 |
838.73 |
803.49 |
|
R1 |
818.22 |
818.22 |
800.59 |
812.70 |
PP |
807.17 |
807.17 |
807.17 |
804.41 |
S1 |
786.66 |
786.66 |
794.81 |
781.14 |
S2 |
775.61 |
775.61 |
791.91 |
|
S3 |
744.05 |
755.10 |
789.02 |
|
S4 |
712.49 |
723.54 |
780.34 |
|
|
Weekly Pivots for week ending 19-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.46 |
1,071.06 |
894.20 |
|
R3 |
1,041.01 |
986.61 |
870.97 |
|
R2 |
956.56 |
956.56 |
863.23 |
|
R1 |
902.16 |
902.16 |
855.49 |
887.14 |
PP |
872.11 |
872.11 |
872.11 |
864.60 |
S1 |
817.71 |
817.71 |
840.01 |
802.69 |
S2 |
787.66 |
787.66 |
832.27 |
|
S3 |
703.21 |
733.26 |
824.53 |
|
S4 |
618.76 |
648.81 |
801.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
926.52 |
796.13 |
130.39 |
16.3% |
33.36 |
4.2% |
1% |
False |
True |
|
10 |
956.34 |
796.13 |
160.21 |
20.1% |
31.77 |
4.0% |
1% |
False |
True |
|
20 |
1,005.88 |
796.13 |
209.75 |
26.3% |
28.27 |
3.5% |
1% |
False |
True |
|
40 |
1,085.98 |
796.13 |
289.85 |
36.3% |
23.65 |
3.0% |
1% |
False |
True |
|
60 |
1,106.59 |
796.13 |
310.46 |
38.9% |
21.42 |
2.7% |
1% |
False |
True |
|
80 |
1,147.84 |
796.13 |
351.71 |
44.1% |
19.73 |
2.5% |
0% |
False |
True |
|
100 |
1,173.94 |
796.13 |
377.81 |
47.4% |
18.67 |
2.3% |
0% |
False |
True |
|
120 |
1,173.94 |
796.13 |
377.81 |
47.4% |
18.43 |
2.3% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
961.82 |
2.618 |
910.31 |
1.618 |
878.75 |
1.000 |
859.25 |
0.618 |
847.19 |
HIGH |
827.69 |
0.618 |
815.63 |
0.500 |
811.91 |
0.382 |
808.19 |
LOW |
796.13 |
0.618 |
776.63 |
1.000 |
764.57 |
1.618 |
745.07 |
2.618 |
713.51 |
4.250 |
662.00 |
|
|
Fisher Pivots for day following 23-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
811.91 |
836.94 |
PP |
807.17 |
823.86 |
S1 |
802.44 |
810.78 |
|