Trading Metrics calculated at close of trading on 23-Jul-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2003 |
23-Jul-2003 |
Change |
Change % |
Previous Week |
Open |
980.42 |
988.68 |
8.26 |
0.8% |
1,001.08 |
High |
990.29 |
989.86 |
-0.43 |
0.0% |
1,015.41 |
Low |
976.08 |
979.79 |
3.71 |
0.4% |
978.60 |
Close |
988.11 |
988.61 |
0.50 |
0.1% |
993.32 |
Range |
14.21 |
10.07 |
-4.14 |
-29.1% |
36.81 |
ATR |
14.41 |
14.10 |
-0.31 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,016.30 |
1,012.52 |
994.15 |
|
R3 |
1,006.23 |
1,002.45 |
991.38 |
|
R2 |
996.16 |
996.16 |
990.46 |
|
R1 |
992.38 |
992.38 |
989.53 |
989.24 |
PP |
986.09 |
986.09 |
986.09 |
984.51 |
S1 |
982.31 |
982.31 |
987.69 |
979.17 |
S2 |
976.02 |
976.02 |
986.76 |
|
S3 |
965.95 |
972.24 |
985.84 |
|
S4 |
955.88 |
962.17 |
983.07 |
|
|
Weekly Pivots for week ending 18-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.21 |
1,086.57 |
1,013.57 |
|
R3 |
1,069.40 |
1,049.76 |
1,003.44 |
|
R2 |
1,032.59 |
1,032.59 |
1,000.07 |
|
R1 |
1,012.95 |
1,012.95 |
996.69 |
1,004.37 |
PP |
995.78 |
995.78 |
995.78 |
991.48 |
S1 |
976.14 |
976.14 |
989.95 |
967.56 |
S2 |
958.97 |
958.97 |
986.57 |
|
S3 |
922.16 |
939.33 |
983.20 |
|
S4 |
885.35 |
902.52 |
973.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
994.25 |
975.63 |
18.62 |
1.9% |
13.90 |
1.4% |
70% |
False |
False |
|
10 |
1,015.41 |
975.63 |
39.78 |
4.0% |
13.89 |
1.4% |
33% |
False |
False |
|
20 |
1,015.41 |
962.10 |
53.31 |
5.4% |
13.72 |
1.4% |
50% |
False |
False |
|
40 |
1,015.41 |
946.23 |
69.18 |
7.0% |
13.68 |
1.4% |
61% |
False |
False |
|
60 |
1,015.41 |
902.83 |
112.58 |
11.4% |
13.48 |
1.4% |
76% |
False |
False |
|
80 |
1,015.41 |
843.68 |
171.73 |
17.4% |
13.89 |
1.4% |
84% |
False |
False |
|
100 |
1,015.41 |
788.90 |
226.51 |
22.9% |
14.54 |
1.5% |
88% |
False |
False |
|
120 |
1,015.41 |
788.90 |
226.51 |
22.9% |
14.69 |
1.5% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,032.66 |
2.618 |
1,016.22 |
1.618 |
1,006.15 |
1.000 |
999.93 |
0.618 |
996.08 |
HIGH |
989.86 |
0.618 |
986.01 |
0.500 |
984.83 |
0.382 |
983.64 |
LOW |
979.79 |
0.618 |
973.57 |
1.000 |
969.72 |
1.618 |
963.50 |
2.618 |
953.43 |
4.250 |
936.99 |
|
|
Fisher Pivots for day following 23-Jul-2003 |
Pivot |
1 day |
3 day |
R1 |
987.35 |
987.16 |
PP |
986.09 |
985.72 |
S1 |
984.83 |
984.27 |
|