Trading Metrics calculated at close of trading on 15-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2003 |
15-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,126.45 |
9,179.18 |
52.73 |
0.6% |
9,073.92 |
High |
9,278.41 |
9,238.01 |
-40.40 |
-0.4% |
9,261.12 |
Low |
9,126.45 |
9,091.30 |
-35.15 |
-0.4% |
8,996.76 |
Close |
9,177.15 |
9,128.97 |
-48.18 |
-0.5% |
9,119.59 |
Range |
151.96 |
146.71 |
-5.25 |
-3.5% |
264.36 |
ATR |
130.75 |
131.89 |
1.14 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,592.89 |
9,507.64 |
9,209.66 |
|
R3 |
9,446.18 |
9,360.93 |
9,169.32 |
|
R2 |
9,299.47 |
9,299.47 |
9,155.87 |
|
R1 |
9,214.22 |
9,214.22 |
9,142.42 |
9,183.49 |
PP |
9,152.76 |
9,152.76 |
9,152.76 |
9,137.40 |
S1 |
9,067.51 |
9,067.51 |
9,115.52 |
9,036.78 |
S2 |
9,006.05 |
9,006.05 |
9,102.07 |
|
S3 |
8,859.34 |
8,920.80 |
9,088.62 |
|
S4 |
8,712.63 |
8,774.09 |
9,048.28 |
|
|
Weekly Pivots for week ending 11-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,918.90 |
9,783.61 |
9,264.99 |
|
R3 |
9,654.54 |
9,519.25 |
9,192.29 |
|
R2 |
9,390.18 |
9,390.18 |
9,168.06 |
|
R1 |
9,254.89 |
9,254.89 |
9,143.82 |
9,322.54 |
PP |
9,125.82 |
9,125.82 |
9,125.82 |
9,159.65 |
S1 |
8,990.53 |
8,990.53 |
9,095.36 |
9,058.18 |
S2 |
8,861.46 |
8,861.46 |
9,071.12 |
|
S3 |
8,597.10 |
8,726.17 |
9,046.89 |
|
S4 |
8,332.74 |
8,461.81 |
8,974.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,278.41 |
8,996.76 |
281.65 |
3.1% |
137.65 |
1.5% |
47% |
False |
False |
|
10 |
9,278.41 |
8,871.20 |
407.21 |
4.5% |
134.76 |
1.5% |
63% |
False |
False |
|
20 |
9,352.77 |
8,871.20 |
481.57 |
5.3% |
126.52 |
1.4% |
54% |
False |
False |
|
40 |
9,352.77 |
8,416.72 |
936.05 |
10.3% |
131.60 |
1.4% |
76% |
False |
False |
|
60 |
9,352.77 |
8,263.98 |
1,088.79 |
11.9% |
129.19 |
1.4% |
79% |
False |
False |
|
80 |
9,352.77 |
7,929.31 |
1,423.46 |
15.6% |
136.27 |
1.5% |
84% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.2% |
141.86 |
1.6% |
88% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.2% |
144.73 |
1.6% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,861.53 |
2.618 |
9,622.10 |
1.618 |
9,475.39 |
1.000 |
9,384.72 |
0.618 |
9,328.68 |
HIGH |
9,238.01 |
0.618 |
9,181.97 |
0.500 |
9,164.66 |
0.382 |
9,147.34 |
LOW |
9,091.30 |
0.618 |
9,000.63 |
1.000 |
8,944.59 |
1.618 |
8,853.92 |
2.618 |
8,707.21 |
4.250 |
8,467.78 |
|
|
Fisher Pivots for day following 15-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,164.66 |
9,156.97 |
PP |
9,152.76 |
9,147.63 |
S1 |
9,140.87 |
9,138.30 |
|