| Trading Metrics calculated at close of trading on 18-Jul-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2002 |
18-Jul-2002 |
Change |
Change % |
Previous Week |
| Open |
1,047.79 |
1,020.82 |
-26.97 |
-2.6% |
1,051.27 |
| High |
1,060.77 |
1,027.44 |
-33.33 |
-3.1% |
1,066.28 |
| Low |
1,005.18 |
993.08 |
-12.10 |
-1.2% |
945.85 |
| Close |
1,028.74 |
994.61 |
-34.13 |
-3.3% |
1,000.82 |
| Range |
55.59 |
34.36 |
-21.23 |
-38.2% |
120.43 |
| ATR |
47.61 |
46.76 |
-0.85 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,108.12 |
1,085.73 |
1,013.51 |
|
| R3 |
1,073.76 |
1,051.37 |
1,004.06 |
|
| R2 |
1,039.40 |
1,039.40 |
1,000.91 |
|
| R1 |
1,017.01 |
1,017.01 |
997.76 |
1,011.03 |
| PP |
1,005.04 |
1,005.04 |
1,005.04 |
1,002.05 |
| S1 |
982.65 |
982.65 |
991.46 |
976.67 |
| S2 |
970.68 |
970.68 |
988.31 |
|
| S3 |
936.32 |
948.29 |
985.16 |
|
| S4 |
901.96 |
913.93 |
975.71 |
|
|
| Weekly Pivots for week ending 12-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,365.61 |
1,303.64 |
1,067.06 |
|
| R3 |
1,245.18 |
1,183.21 |
1,033.94 |
|
| R2 |
1,124.75 |
1,124.75 |
1,022.90 |
|
| R1 |
1,062.78 |
1,062.78 |
1,011.86 |
1,033.55 |
| PP |
1,004.32 |
1,004.32 |
1,004.32 |
989.70 |
| S1 |
942.35 |
942.35 |
989.78 |
913.12 |
| S2 |
883.89 |
883.89 |
978.74 |
|
| S3 |
763.46 |
821.92 |
967.70 |
|
| S4 |
643.03 |
701.49 |
934.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,060.77 |
955.29 |
105.48 |
10.6% |
47.34 |
4.8% |
37% |
False |
False |
|
| 10 |
1,066.28 |
945.85 |
120.43 |
12.1% |
47.15 |
4.7% |
40% |
False |
False |
|
| 20 |
1,102.72 |
945.85 |
156.87 |
15.8% |
46.73 |
4.7% |
31% |
False |
False |
|
| 40 |
1,286.82 |
945.85 |
340.97 |
34.3% |
42.08 |
4.2% |
14% |
False |
False |
|
| 60 |
1,350.54 |
945.85 |
404.69 |
40.7% |
43.24 |
4.3% |
12% |
False |
False |
|
| 80 |
1,481.74 |
945.85 |
535.89 |
53.9% |
41.76 |
4.2% |
9% |
False |
False |
|
| 100 |
1,573.42 |
945.85 |
627.57 |
63.1% |
41.65 |
4.2% |
8% |
False |
False |
|
| 120 |
1,582.65 |
945.85 |
636.80 |
64.0% |
42.14 |
4.2% |
8% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,173.47 |
|
2.618 |
1,117.39 |
|
1.618 |
1,083.03 |
|
1.000 |
1,061.80 |
|
0.618 |
1,048.67 |
|
HIGH |
1,027.44 |
|
0.618 |
1,014.31 |
|
0.500 |
1,010.26 |
|
0.382 |
1,006.21 |
|
LOW |
993.08 |
|
0.618 |
971.85 |
|
1.000 |
958.72 |
|
1.618 |
937.49 |
|
2.618 |
903.13 |
|
4.250 |
847.05 |
|
|
| Fisher Pivots for day following 18-Jul-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,010.26 |
1,026.93 |
| PP |
1,005.04 |
1,016.15 |
| S1 |
999.83 |
1,005.38 |
|