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 |
8,476.21 |
8,540.47 |
64.26 |
0.8% |
9,375.70 |
High |
8,723.37 |
8,621.95 |
-101.42 |
-1.2% |
9,410.38 |
Low |
8,452.76 |
8,404.43 |
-48.33 |
-0.6% |
8,599.66 |
Close |
8,542.48 |
8,409.49 |
-132.99 |
-1.6% |
8,684.53 |
Range |
270.61 |
217.52 |
-53.09 |
-19.6% |
810.72 |
ATR |
232.12 |
231.08 |
-1.04 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,131.18 |
8,987.86 |
8,529.13 |
|
R3 |
8,913.66 |
8,770.34 |
8,469.31 |
|
R2 |
8,696.14 |
8,696.14 |
8,449.37 |
|
R1 |
8,552.82 |
8,552.82 |
8,429.43 |
8,515.72 |
PP |
8,478.62 |
8,478.62 |
8,478.62 |
8,460.08 |
S1 |
8,335.30 |
8,335.30 |
8,389.55 |
8,298.20 |
S2 |
8,261.10 |
8,261.10 |
8,369.61 |
|
S3 |
8,043.58 |
8,117.78 |
8,349.67 |
|
S4 |
7,826.06 |
7,900.26 |
8,289.85 |
|
|
Weekly Pivots for week ending 12-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,330.35 |
10,818.16 |
9,130.43 |
|
R3 |
10,519.63 |
10,007.44 |
8,907.48 |
|
R2 |
9,708.91 |
9,708.91 |
8,833.16 |
|
R1 |
9,196.72 |
9,196.72 |
8,758.85 |
9,047.46 |
PP |
8,898.19 |
8,898.19 |
8,898.19 |
8,823.56 |
S1 |
8,386.00 |
8,386.00 |
8,610.21 |
8,236.74 |
S2 |
8,087.47 |
8,087.47 |
8,535.90 |
|
S3 |
7,276.75 |
7,575.28 |
8,461.58 |
|
S4 |
6,466.03 |
6,764.56 |
8,238.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,849.22 |
8,244.87 |
604.35 |
7.2% |
280.79 |
3.3% |
27% |
False |
False |
|
10 |
9,410.38 |
8,244.87 |
1,165.51 |
13.9% |
270.05 |
3.2% |
14% |
False |
False |
|
20 |
9,573.89 |
8,244.87 |
1,329.02 |
15.8% |
240.51 |
2.9% |
12% |
False |
False |
|
40 |
10,217.70 |
8,244.87 |
1,972.83 |
23.5% |
200.23 |
2.4% |
8% |
False |
False |
|
60 |
10,353.40 |
8,244.87 |
2,108.53 |
25.1% |
185.80 |
2.2% |
8% |
False |
False |
|
80 |
10,502.60 |
8,244.87 |
2,257.73 |
26.8% |
174.17 |
2.1% |
7% |
False |
False |
|
100 |
10,673.10 |
8,244.87 |
2,428.23 |
28.9% |
168.86 |
2.0% |
7% |
False |
False |
|
120 |
10,673.10 |
8,244.87 |
2,428.23 |
28.9% |
168.26 |
2.0% |
7% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,546.41 |
2.618 |
9,191.42 |
1.618 |
8,973.90 |
1.000 |
8,839.47 |
0.618 |
8,756.38 |
HIGH |
8,621.95 |
0.618 |
8,538.86 |
0.500 |
8,513.19 |
0.382 |
8,487.52 |
LOW |
8,404.43 |
0.618 |
8,270.00 |
1.000 |
8,186.91 |
1.618 |
8,052.48 |
2.618 |
7,834.96 |
4.250 |
7,479.97 |
|
|
Fisher Pivots for day following 18-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,513.19 |
8,563.90 |
PP |
8,478.62 |
8,512.43 |
S1 |
8,444.06 |
8,460.96 |
|