| Trading Metrics calculated at close of trading on 23-Jul-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2002 |
23-Jul-2002 |
Change |
Change % |
Previous Week |
| Open |
958.34 |
943.29 |
-15.05 |
-1.6% |
990.98 |
| High |
980.64 |
954.07 |
-26.57 |
-2.7% |
1,060.77 |
| Low |
928.83 |
896.56 |
-32.27 |
-3.5% |
955.29 |
| Close |
939.10 |
896.82 |
-42.28 |
-4.5% |
965.45 |
| Range |
51.81 |
57.51 |
5.70 |
11.0% |
105.48 |
| ATR |
46.47 |
47.26 |
0.79 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,088.35 |
1,050.09 |
928.45 |
|
| R3 |
1,030.84 |
992.58 |
912.64 |
|
| R2 |
973.33 |
973.33 |
907.36 |
|
| R1 |
935.07 |
935.07 |
902.09 |
925.45 |
| PP |
915.82 |
915.82 |
915.82 |
911.00 |
| S1 |
877.56 |
877.56 |
891.55 |
867.94 |
| S2 |
858.31 |
858.31 |
886.28 |
|
| S3 |
800.80 |
820.05 |
881.00 |
|
| S4 |
743.29 |
762.54 |
865.19 |
|
|
| 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 |
896.56 |
164.21 |
18.3% |
46.89 |
5.2% |
0% |
False |
True |
|
| 10 |
1,060.77 |
896.56 |
164.21 |
18.3% |
48.20 |
5.4% |
0% |
False |
True |
|
| 20 |
1,074.73 |
896.56 |
178.17 |
19.9% |
46.54 |
5.2% |
0% |
False |
True |
|
| 40 |
1,264.86 |
896.56 |
368.30 |
41.1% |
43.04 |
4.8% |
0% |
False |
True |
|
| 60 |
1,350.54 |
896.56 |
453.98 |
50.6% |
43.49 |
4.8% |
0% |
False |
True |
|
| 80 |
1,481.74 |
896.56 |
585.18 |
65.3% |
42.56 |
4.7% |
0% |
False |
True |
|
| 100 |
1,573.42 |
896.56 |
676.86 |
75.5% |
41.64 |
4.6% |
0% |
False |
True |
|
| 120 |
1,573.42 |
896.56 |
676.86 |
75.5% |
41.93 |
4.7% |
0% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,198.49 |
|
2.618 |
1,104.63 |
|
1.618 |
1,047.12 |
|
1.000 |
1,011.58 |
|
0.618 |
989.61 |
|
HIGH |
954.07 |
|
0.618 |
932.10 |
|
0.500 |
925.32 |
|
0.382 |
918.53 |
|
LOW |
896.56 |
|
0.618 |
861.02 |
|
1.000 |
839.05 |
|
1.618 |
803.51 |
|
2.618 |
746.00 |
|
4.250 |
652.14 |
|
|
| Fisher Pivots for day following 23-Jul-2002 |
| Pivot |
1 day |
3 day |
| R1 |
925.32 |
944.70 |
| PP |
915.82 |
928.74 |
| S1 |
906.32 |
912.78 |
|