Trading Metrics calculated at close of trading on 11-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2002 |
11-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
954.63 |
919.86 |
-34.77 |
-3.6% |
989.15 |
High |
956.34 |
929.16 |
-27.18 |
-2.8% |
994.46 |
Low |
920.29 |
900.94 |
-19.35 |
-2.1% |
934.87 |
Close |
920.47 |
927.37 |
6.90 |
0.7% |
989.03 |
Range |
36.05 |
28.22 |
-7.83 |
-21.7% |
59.59 |
ATR |
23.35 |
23.70 |
0.35 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,003.82 |
993.81 |
942.89 |
|
R3 |
975.60 |
965.59 |
935.13 |
|
R2 |
947.38 |
947.38 |
932.54 |
|
R1 |
937.37 |
937.37 |
929.96 |
942.38 |
PP |
919.16 |
919.16 |
919.16 |
921.66 |
S1 |
909.15 |
909.15 |
924.78 |
914.16 |
S2 |
890.94 |
890.94 |
922.20 |
|
S3 |
862.72 |
880.93 |
919.61 |
|
S4 |
834.50 |
852.71 |
911.85 |
|
|
Weekly Pivots for week ending 05-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.56 |
1,129.88 |
1,021.80 |
|
R3 |
1,091.97 |
1,070.29 |
1,005.42 |
|
R2 |
1,032.38 |
1,032.38 |
999.95 |
|
R1 |
1,010.70 |
1,010.70 |
994.49 |
991.75 |
PP |
972.79 |
972.79 |
972.79 |
963.31 |
S1 |
951.11 |
951.11 |
983.57 |
932.16 |
S2 |
913.20 |
913.20 |
978.11 |
|
S3 |
853.61 |
891.52 |
972.64 |
|
S4 |
794.02 |
831.93 |
956.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
993.56 |
900.94 |
92.62 |
10.0% |
29.18 |
3.1% |
29% |
False |
True |
|
10 |
1,001.79 |
900.94 |
100.85 |
10.9% |
25.58 |
2.8% |
26% |
False |
True |
|
20 |
1,040.83 |
900.94 |
139.89 |
15.1% |
24.08 |
2.6% |
19% |
False |
True |
|
40 |
1,106.59 |
900.94 |
205.65 |
22.2% |
20.06 |
2.2% |
13% |
False |
True |
|
60 |
1,133.00 |
900.94 |
232.06 |
25.0% |
19.07 |
2.1% |
11% |
False |
True |
|
80 |
1,173.94 |
900.94 |
273.00 |
29.4% |
17.93 |
1.9% |
10% |
False |
True |
|
100 |
1,173.94 |
900.94 |
273.00 |
29.4% |
17.69 |
1.9% |
10% |
False |
True |
|
120 |
1,173.94 |
900.94 |
273.00 |
29.4% |
17.53 |
1.9% |
10% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,049.10 |
2.618 |
1,003.04 |
1.618 |
974.82 |
1.000 |
957.38 |
0.618 |
946.60 |
HIGH |
929.16 |
0.618 |
918.38 |
0.500 |
915.05 |
0.382 |
911.72 |
LOW |
900.94 |
0.618 |
883.50 |
1.000 |
872.72 |
1.618 |
855.28 |
2.618 |
827.06 |
4.250 |
781.01 |
|
|
Fisher Pivots for day following 11-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
923.26 |
940.29 |
PP |
919.16 |
935.98 |
S1 |
915.05 |
931.68 |
|