| 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 |
9,061.54 |
9,375.70 |
314.16 |
3.5% |
9,239.25 |
| High |
9,379.85 |
9,410.38 |
30.53 |
0.3% |
9,379.85 |
| Low |
9,061.54 |
9,240.36 |
178.82 |
2.0% |
8,897.54 |
| Close |
9,379.50 |
9,274.90 |
-104.60 |
-1.1% |
9,379.50 |
| Range |
318.31 |
170.02 |
-148.29 |
-46.6% |
482.31 |
| ATR |
196.85 |
194.94 |
-1.92 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,818.61 |
9,716.77 |
9,368.41 |
|
| R3 |
9,648.59 |
9,546.75 |
9,321.66 |
|
| R2 |
9,478.57 |
9,478.57 |
9,306.07 |
|
| R1 |
9,376.73 |
9,376.73 |
9,290.49 |
9,342.64 |
| PP |
9,308.55 |
9,308.55 |
9,308.55 |
9,291.50 |
| S1 |
9,206.71 |
9,206.71 |
9,259.31 |
9,172.62 |
| S2 |
9,138.53 |
9,138.53 |
9,243.73 |
|
| S3 |
8,968.51 |
9,036.69 |
9,228.14 |
|
| S4 |
8,798.49 |
8,866.67 |
9,181.39 |
|
|
| Weekly Pivots for week ending 05-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,665.89 |
10,505.01 |
9,644.77 |
|
| R3 |
10,183.58 |
10,022.70 |
9,512.14 |
|
| R2 |
9,701.27 |
9,701.27 |
9,467.92 |
|
| R1 |
9,540.39 |
9,540.39 |
9,423.71 |
9,620.83 |
| PP |
9,218.96 |
9,218.96 |
9,218.96 |
9,259.19 |
| S1 |
9,058.08 |
9,058.08 |
9,335.29 |
9,138.52 |
| S2 |
8,736.65 |
8,736.65 |
9,291.08 |
|
| S3 |
8,254.34 |
8,575.77 |
9,246.86 |
|
| S4 |
7,772.03 |
8,093.46 |
9,114.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,410.38 |
8,897.54 |
512.84 |
5.5% |
211.50 |
2.3% |
74% |
True |
False |
|
| 10 |
9,413.08 |
8,897.54 |
515.54 |
5.6% |
224.00 |
2.4% |
73% |
False |
False |
|
| 20 |
9,758.80 |
8,897.54 |
861.26 |
9.3% |
201.83 |
2.2% |
44% |
False |
False |
|
| 40 |
10,353.40 |
8,897.54 |
1,455.86 |
15.7% |
174.17 |
1.9% |
26% |
False |
False |
|
| 60 |
10,353.40 |
8,897.54 |
1,455.86 |
15.7% |
167.51 |
1.8% |
26% |
False |
False |
|
| 80 |
10,673.10 |
8,897.54 |
1,775.56 |
19.1% |
158.51 |
1.7% |
21% |
False |
False |
|
| 100 |
10,673.10 |
8,897.54 |
1,775.56 |
19.1% |
160.19 |
1.7% |
21% |
False |
False |
|
| 120 |
10,673.10 |
8,897.54 |
1,775.56 |
19.1% |
158.73 |
1.7% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,132.97 |
|
2.618 |
9,855.49 |
|
1.618 |
9,685.47 |
|
1.000 |
9,580.40 |
|
0.618 |
9,515.45 |
|
HIGH |
9,410.38 |
|
0.618 |
9,345.43 |
|
0.500 |
9,325.37 |
|
0.382 |
9,305.31 |
|
LOW |
9,240.36 |
|
0.618 |
9,135.29 |
|
1.000 |
9,070.34 |
|
1.618 |
8,965.27 |
|
2.618 |
8,795.25 |
|
4.250 |
8,517.78 |
|
|
| Fisher Pivots for day following 08-Jul-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,325.37 |
9,234.59 |
| PP |
9,308.55 |
9,194.27 |
| S1 |
9,291.72 |
9,153.96 |
|