| Trading Metrics calculated at close of trading on 22-Jul-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2002 |
22-Jul-2002 |
Change |
Change % |
Previous Week |
| Open |
975.06 |
958.34 |
-16.72 |
-1.7% |
990.98 |
| High |
992.84 |
980.64 |
-12.20 |
-1.2% |
1,060.77 |
| Low |
957.65 |
928.83 |
-28.82 |
-3.0% |
955.29 |
| Close |
965.45 |
939.10 |
-26.35 |
-2.7% |
965.45 |
| Range |
35.19 |
51.81 |
16.62 |
47.2% |
105.48 |
| ATR |
46.06 |
46.47 |
0.41 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,104.95 |
1,073.84 |
967.60 |
|
| R3 |
1,053.14 |
1,022.03 |
953.35 |
|
| R2 |
1,001.33 |
1,001.33 |
948.60 |
|
| R1 |
970.22 |
970.22 |
943.85 |
959.87 |
| PP |
949.52 |
949.52 |
949.52 |
944.35 |
| S1 |
918.41 |
918.41 |
934.35 |
908.06 |
| S2 |
897.71 |
897.71 |
929.60 |
|
| S3 |
845.90 |
866.60 |
924.85 |
|
| S4 |
794.09 |
814.79 |
910.60 |
|
|
| 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 |
928.83 |
131.94 |
14.0% |
44.06 |
4.7% |
8% |
False |
True |
|
| 10 |
1,060.77 |
928.83 |
131.94 |
14.0% |
45.86 |
4.9% |
8% |
False |
True |
|
| 20 |
1,075.63 |
928.83 |
146.80 |
15.6% |
46.71 |
5.0% |
7% |
False |
True |
|
| 40 |
1,271.51 |
928.83 |
342.68 |
36.5% |
42.22 |
4.5% |
3% |
False |
True |
|
| 60 |
1,350.54 |
928.83 |
421.71 |
44.9% |
43.63 |
4.6% |
2% |
False |
True |
|
| 80 |
1,481.74 |
928.83 |
552.91 |
58.9% |
42.08 |
4.5% |
2% |
False |
True |
|
| 100 |
1,573.42 |
928.83 |
644.59 |
68.6% |
41.55 |
4.4% |
2% |
False |
True |
|
| 120 |
1,573.42 |
928.83 |
644.59 |
68.6% |
41.93 |
4.5% |
2% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,200.83 |
|
2.618 |
1,116.28 |
|
1.618 |
1,064.47 |
|
1.000 |
1,032.45 |
|
0.618 |
1,012.66 |
|
HIGH |
980.64 |
|
0.618 |
960.85 |
|
0.500 |
954.74 |
|
0.382 |
948.62 |
|
LOW |
928.83 |
|
0.618 |
896.81 |
|
1.000 |
877.02 |
|
1.618 |
845.00 |
|
2.618 |
793.19 |
|
4.250 |
708.64 |
|
|
| Fisher Pivots for day following 22-Jul-2002 |
| Pivot |
1 day |
3 day |
| R1 |
954.74 |
978.14 |
| PP |
949.52 |
965.12 |
| S1 |
944.31 |
952.11 |
|