| Trading Metrics calculated at close of trading on 08-Jul-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2002 |
08-Jul-2002 |
Change |
Change % |
Previous Week |
| Open |
1,018.63 |
1,051.27 |
32.64 |
3.2% |
1,044.48 |
| High |
1,061.05 |
1,066.28 |
5.23 |
0.5% |
1,061.05 |
| Low |
1,018.63 |
1,008.78 |
-9.85 |
-1.0% |
950.33 |
| Close |
1,060.89 |
1,014.33 |
-46.56 |
-4.4% |
1,060.89 |
| Range |
42.42 |
57.50 |
15.08 |
35.5% |
110.72 |
| ATR |
45.92 |
46.75 |
0.83 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.30 |
1,165.81 |
1,045.96 |
|
| R3 |
1,144.80 |
1,108.31 |
1,030.14 |
|
| R2 |
1,087.30 |
1,087.30 |
1,024.87 |
|
| R1 |
1,050.81 |
1,050.81 |
1,019.60 |
1,040.31 |
| PP |
1,029.80 |
1,029.80 |
1,029.80 |
1,024.54 |
| S1 |
993.31 |
993.31 |
1,009.06 |
982.81 |
| S2 |
972.30 |
972.30 |
1,003.79 |
|
| S3 |
914.80 |
935.81 |
998.52 |
|
| S4 |
857.30 |
878.31 |
982.71 |
|
|
| Weekly Pivots for week ending 05-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,356.25 |
1,319.29 |
1,121.79 |
|
| R3 |
1,245.53 |
1,208.57 |
1,091.34 |
|
| R2 |
1,134.81 |
1,134.81 |
1,081.19 |
|
| R1 |
1,097.85 |
1,097.85 |
1,071.04 |
1,116.33 |
| PP |
1,024.09 |
1,024.09 |
1,024.09 |
1,033.33 |
| S1 |
987.13 |
987.13 |
1,050.74 |
1,005.61 |
| S2 |
913.37 |
913.37 |
1,040.59 |
|
| S3 |
802.65 |
876.41 |
1,030.44 |
|
| S4 |
691.93 |
765.69 |
999.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,066.28 |
950.33 |
115.95 |
11.4% |
45.94 |
4.5% |
55% |
True |
False |
|
| 10 |
1,075.63 |
950.33 |
125.30 |
12.4% |
47.56 |
4.7% |
51% |
False |
False |
|
| 20 |
1,163.46 |
950.33 |
213.13 |
21.0% |
43.30 |
4.3% |
30% |
False |
False |
|
| 40 |
1,350.54 |
950.33 |
400.21 |
39.5% |
41.76 |
4.1% |
16% |
False |
False |
|
| 60 |
1,426.01 |
950.33 |
475.68 |
46.9% |
41.37 |
4.1% |
13% |
False |
False |
|
| 80 |
1,523.27 |
950.33 |
572.94 |
56.5% |
40.53 |
4.0% |
11% |
False |
False |
|
| 100 |
1,573.42 |
950.33 |
623.09 |
61.4% |
41.38 |
4.1% |
10% |
False |
False |
|
| 120 |
1,628.00 |
950.33 |
677.67 |
66.8% |
41.81 |
4.1% |
9% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,310.66 |
|
2.618 |
1,216.82 |
|
1.618 |
1,159.32 |
|
1.000 |
1,123.78 |
|
0.618 |
1,101.82 |
|
HIGH |
1,066.28 |
|
0.618 |
1,044.32 |
|
0.500 |
1,037.53 |
|
0.382 |
1,030.75 |
|
LOW |
1,008.78 |
|
0.618 |
973.25 |
|
1.000 |
951.28 |
|
1.618 |
915.75 |
|
2.618 |
858.25 |
|
4.250 |
764.41 |
|
|
| Fisher Pivots for day following 08-Jul-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,037.53 |
1,012.32 |
| PP |
1,029.80 |
1,010.31 |
| S1 |
1,022.06 |
1,008.31 |
|