| Trading Metrics calculated at close of trading on 19-Jul-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2002 |
19-Jul-2002 |
Change |
Change % |
Previous Week |
| Open |
1,020.82 |
975.06 |
-45.76 |
-4.5% |
990.98 |
| High |
1,027.44 |
992.84 |
-34.60 |
-3.4% |
1,060.77 |
| Low |
993.08 |
957.65 |
-35.43 |
-3.6% |
955.29 |
| Close |
994.61 |
965.45 |
-29.16 |
-2.9% |
965.45 |
| Range |
34.36 |
35.19 |
0.83 |
2.4% |
105.48 |
| ATR |
46.76 |
46.06 |
-0.70 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,077.55 |
1,056.69 |
984.80 |
|
| R3 |
1,042.36 |
1,021.50 |
975.13 |
|
| R2 |
1,007.17 |
1,007.17 |
971.90 |
|
| R1 |
986.31 |
986.31 |
968.68 |
979.15 |
| PP |
971.98 |
971.98 |
971.98 |
968.40 |
| S1 |
951.12 |
951.12 |
962.22 |
943.96 |
| S2 |
936.79 |
936.79 |
959.00 |
|
| S3 |
901.60 |
915.93 |
955.77 |
|
| S4 |
866.41 |
880.74 |
946.10 |
|
|
| Weekly Pivots for week ending 19-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.28 |
1,243.34 |
1,023.46 |
|
| R3 |
1,204.80 |
1,137.86 |
994.46 |
|
| R2 |
1,099.32 |
1,099.32 |
984.79 |
|
| R1 |
1,032.38 |
1,032.38 |
975.12 |
1,013.11 |
| PP |
993.84 |
993.84 |
993.84 |
984.20 |
| S1 |
926.90 |
926.90 |
955.78 |
907.63 |
| S2 |
888.36 |
888.36 |
946.11 |
|
| S3 |
782.88 |
821.42 |
936.44 |
|
| S4 |
677.40 |
715.94 |
907.44 |
|
|
| 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 |
10.9% |
46.91 |
4.9% |
10% |
False |
False |
|
| 10 |
1,066.28 |
945.85 |
120.43 |
12.5% |
46.43 |
4.8% |
16% |
False |
False |
|
| 20 |
1,075.63 |
945.85 |
129.78 |
13.4% |
46.26 |
4.8% |
15% |
False |
False |
|
| 40 |
1,286.82 |
945.85 |
340.97 |
35.3% |
42.07 |
4.4% |
6% |
False |
False |
|
| 60 |
1,350.54 |
945.85 |
404.69 |
41.9% |
43.22 |
4.5% |
5% |
False |
False |
|
| 80 |
1,481.74 |
945.85 |
535.89 |
55.5% |
41.71 |
4.3% |
4% |
False |
False |
|
| 100 |
1,573.42 |
945.85 |
627.57 |
65.0% |
41.60 |
4.3% |
3% |
False |
False |
|
| 120 |
1,582.65 |
945.85 |
636.80 |
66.0% |
42.12 |
4.4% |
3% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,142.40 |
|
2.618 |
1,084.97 |
|
1.618 |
1,049.78 |
|
1.000 |
1,028.03 |
|
0.618 |
1,014.59 |
|
HIGH |
992.84 |
|
0.618 |
979.40 |
|
0.500 |
975.25 |
|
0.382 |
971.09 |
|
LOW |
957.65 |
|
0.618 |
935.90 |
|
1.000 |
922.46 |
|
1.618 |
900.71 |
|
2.618 |
865.52 |
|
4.250 |
808.09 |
|
|
| Fisher Pivots for day following 19-Jul-2002 |
| Pivot |
1 day |
3 day |
| R1 |
975.25 |
1,009.21 |
| PP |
971.98 |
994.62 |
| S1 |
968.72 |
980.04 |
|