Trading Metrics calculated at close of trading on 28-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2003 |
28-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
9,113.85 |
9,284.92 |
171.07 |
1.9% |
9,187.80 |
High |
9,284.57 |
9,303.83 |
19.26 |
0.2% |
9,284.57 |
Low |
9,085.13 |
9,234.50 |
149.37 |
1.6% |
9,037.30 |
Close |
9,284.57 |
9,266.51 |
-18.06 |
-0.2% |
9,284.57 |
Range |
199.44 |
69.33 |
-130.11 |
-65.2% |
247.27 |
ATR |
134.71 |
130.04 |
-4.67 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,476.27 |
9,440.72 |
9,304.64 |
|
R3 |
9,406.94 |
9,371.39 |
9,285.58 |
|
R2 |
9,337.61 |
9,337.61 |
9,279.22 |
|
R1 |
9,302.06 |
9,302.06 |
9,272.87 |
9,285.17 |
PP |
9,268.28 |
9,268.28 |
9,268.28 |
9,259.84 |
S1 |
9,232.73 |
9,232.73 |
9,260.15 |
9,215.84 |
S2 |
9,198.95 |
9,198.95 |
9,253.80 |
|
S3 |
9,129.62 |
9,163.40 |
9,247.44 |
|
S4 |
9,060.29 |
9,094.07 |
9,228.38 |
|
|
Weekly Pivots for week ending 25-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,943.96 |
9,861.53 |
9,420.57 |
|
R3 |
9,696.69 |
9,614.26 |
9,352.57 |
|
R2 |
9,449.42 |
9,449.42 |
9,329.90 |
|
R1 |
9,366.99 |
9,366.99 |
9,307.24 |
9,408.21 |
PP |
9,202.15 |
9,202.15 |
9,202.15 |
9,222.75 |
S1 |
9,119.72 |
9,119.72 |
9,261.90 |
9,160.94 |
S2 |
8,954.88 |
8,954.88 |
9,239.24 |
|
S3 |
8,707.61 |
8,872.45 |
9,216.57 |
|
S4 |
8,460.34 |
8,625.18 |
9,148.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,303.83 |
9,037.30 |
266.53 |
2.9% |
136.42 |
1.5% |
86% |
True |
False |
|
10 |
9,303.83 |
9,017.84 |
285.99 |
3.1% |
128.42 |
1.4% |
87% |
True |
False |
|
20 |
9,303.83 |
8,871.20 |
432.63 |
4.7% |
129.14 |
1.4% |
91% |
True |
False |
|
40 |
9,352.77 |
8,851.45 |
501.32 |
5.4% |
127.68 |
1.4% |
83% |
False |
False |
|
60 |
9,352.77 |
8,409.29 |
943.48 |
10.2% |
127.80 |
1.4% |
91% |
False |
False |
|
80 |
9,352.77 |
8,145.87 |
1,206.90 |
13.0% |
129.96 |
1.4% |
93% |
False |
False |
|
100 |
9,352.77 |
7,416.64 |
1,936.13 |
20.9% |
139.80 |
1.5% |
96% |
False |
False |
|
120 |
9,352.77 |
7,416.64 |
1,936.13 |
20.9% |
141.23 |
1.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,598.48 |
2.618 |
9,485.34 |
1.618 |
9,416.01 |
1.000 |
9,373.16 |
0.618 |
9,346.68 |
HIGH |
9,303.83 |
0.618 |
9,277.35 |
0.500 |
9,269.17 |
0.382 |
9,260.98 |
LOW |
9,234.50 |
0.618 |
9,191.65 |
1.000 |
9,165.17 |
1.618 |
9,122.32 |
2.618 |
9,052.99 |
4.250 |
8,939.85 |
|
|
Fisher Pivots for day following 28-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
9,269.17 |
9,242.50 |
PP |
9,268.28 |
9,218.49 |
S1 |
9,267.40 |
9,194.48 |
|