Trading Metrics calculated at close of trading on 09-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2003 |
09-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,213.48 |
9,221.90 |
8.42 |
0.1% |
8,990.74 |
High |
9,236.39 |
9,229.11 |
-7.28 |
-0.1% |
9,149.63 |
Low |
9,162.94 |
9,108.24 |
-54.70 |
-0.6% |
8,871.20 |
Close |
9,223.09 |
9,156.21 |
-66.88 |
-0.7% |
9,070.21 |
Range |
73.45 |
120.87 |
47.42 |
64.6% |
278.43 |
ATR |
128.20 |
127.68 |
-0.52 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,527.13 |
9,462.54 |
9,222.69 |
|
R3 |
9,406.26 |
9,341.67 |
9,189.45 |
|
R2 |
9,285.39 |
9,285.39 |
9,178.37 |
|
R1 |
9,220.80 |
9,220.80 |
9,167.29 |
9,192.66 |
PP |
9,164.52 |
9,164.52 |
9,164.52 |
9,150.45 |
S1 |
9,099.93 |
9,099.93 |
9,145.13 |
9,071.79 |
S2 |
9,043.65 |
9,043.65 |
9,134.05 |
|
S3 |
8,922.78 |
8,979.06 |
9,122.97 |
|
S4 |
8,801.91 |
8,858.19 |
9,089.73 |
|
|
Weekly Pivots for week ending 04-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,865.64 |
9,746.35 |
9,223.35 |
|
R3 |
9,587.21 |
9,467.92 |
9,146.78 |
|
R2 |
9,308.78 |
9,308.78 |
9,121.26 |
|
R1 |
9,189.49 |
9,189.49 |
9,095.73 |
9,249.14 |
PP |
9,030.35 |
9,030.35 |
9,030.35 |
9,060.17 |
S1 |
8,911.06 |
8,911.06 |
9,044.69 |
8,970.71 |
S2 |
8,751.92 |
8,751.92 |
9,019.16 |
|
S3 |
8,473.49 |
8,632.63 |
8,993.64 |
|
S4 |
8,195.06 |
8,354.20 |
8,917.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,261.12 |
9,035.34 |
225.78 |
2.5% |
120.11 |
1.3% |
54% |
False |
False |
|
10 |
9,261.12 |
8,871.20 |
389.92 |
4.3% |
127.92 |
1.4% |
73% |
False |
False |
|
20 |
9,352.77 |
8,871.20 |
481.57 |
5.3% |
128.87 |
1.4% |
59% |
False |
False |
|
40 |
9,352.77 |
8,416.72 |
936.05 |
10.2% |
126.87 |
1.4% |
79% |
False |
False |
|
60 |
9,352.77 |
8,201.55 |
1,151.22 |
12.6% |
129.23 |
1.4% |
83% |
False |
False |
|
80 |
9,352.77 |
7,779.73 |
1,573.04 |
17.2% |
139.22 |
1.5% |
88% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.1% |
142.10 |
1.6% |
90% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.1% |
144.94 |
1.6% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,742.81 |
2.618 |
9,545.55 |
1.618 |
9,424.68 |
1.000 |
9,349.98 |
0.618 |
9,303.81 |
HIGH |
9,229.11 |
0.618 |
9,182.94 |
0.500 |
9,168.68 |
0.382 |
9,154.41 |
LOW |
9,108.24 |
0.618 |
9,033.54 |
1.000 |
8,987.37 |
1.618 |
8,912.67 |
2.618 |
8,791.80 |
4.250 |
8,594.54 |
|
|
Fisher Pivots for day following 09-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,168.68 |
9,167.52 |
PP |
9,164.52 |
9,163.75 |
S1 |
9,160.37 |
9,159.98 |
|