Trading Metrics calculated at close of trading on 29-Jul-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2002 |
29-Jul-2002 |
Change |
Change % |
Previous Week |
Open |
8,192.61 |
8,267.99 |
75.38 |
0.9% |
8,015.04 |
High |
8,267.72 |
8,711.88 |
444.16 |
5.4% |
8,309.39 |
Low |
8,114.59 |
8,267.99 |
153.40 |
1.9% |
7,532.66 |
Close |
8,264.39 |
8,711.88 |
447.49 |
5.4% |
8,264.39 |
Range |
153.13 |
443.89 |
290.76 |
189.9% |
776.73 |
ATR |
278.86 |
290.91 |
12.04 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,895.59 |
9,747.62 |
8,956.02 |
|
R3 |
9,451.70 |
9,303.73 |
8,833.95 |
|
R2 |
9,007.81 |
9,007.81 |
8,793.26 |
|
R1 |
8,859.84 |
8,859.84 |
8,752.57 |
8,933.83 |
PP |
8,563.92 |
8,563.92 |
8,563.92 |
8,600.91 |
S1 |
8,415.95 |
8,415.95 |
8,671.19 |
8,489.94 |
S2 |
8,120.03 |
8,120.03 |
8,630.50 |
|
S3 |
7,676.14 |
7,972.06 |
8,589.81 |
|
S4 |
7,232.25 |
7,528.17 |
8,467.74 |
|
|
Weekly Pivots for week ending 26-Jul-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,365.67 |
10,091.76 |
8,691.59 |
|
R3 |
9,588.94 |
9,315.03 |
8,477.99 |
|
R2 |
8,812.21 |
8,812.21 |
8,406.79 |
|
R1 |
8,538.30 |
8,538.30 |
8,335.59 |
8,675.26 |
PP |
8,035.48 |
8,035.48 |
8,035.48 |
8,103.96 |
S1 |
7,761.57 |
7,761.57 |
8,193.19 |
7,898.53 |
S2 |
7,258.75 |
7,258.75 |
8,121.99 |
|
S3 |
6,482.02 |
6,984.84 |
8,050.79 |
|
S4 |
5,705.29 |
6,208.11 |
7,837.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,711.88 |
7,532.66 |
1,179.22 |
13.5% |
368.27 |
4.2% |
100% |
True |
False |
|
10 |
8,723.37 |
7,532.66 |
1,190.71 |
13.7% |
338.46 |
3.9% |
99% |
False |
False |
|
20 |
9,410.38 |
7,532.66 |
1,877.72 |
21.6% |
296.85 |
3.4% |
63% |
False |
False |
|
40 |
9,986.49 |
7,532.66 |
2,453.83 |
28.2% |
245.74 |
2.8% |
48% |
False |
False |
|
60 |
10,353.40 |
7,532.66 |
2,820.74 |
32.4% |
212.47 |
2.4% |
42% |
False |
False |
|
80 |
10,394.70 |
7,532.66 |
2,862.04 |
32.9% |
196.24 |
2.3% |
41% |
False |
False |
|
100 |
10,673.10 |
7,532.66 |
3,140.44 |
36.0% |
182.26 |
2.1% |
38% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
36.0% |
179.87 |
2.1% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,598.41 |
2.618 |
9,873.98 |
1.618 |
9,430.09 |
1.000 |
9,155.77 |
0.618 |
8,986.20 |
HIGH |
8,711.88 |
0.618 |
8,542.31 |
0.500 |
8,489.94 |
0.382 |
8,437.56 |
LOW |
8,267.99 |
0.618 |
7,993.67 |
1.000 |
7,824.10 |
1.618 |
7,549.78 |
2.618 |
7,105.89 |
4.250 |
6,381.46 |
|
|
Fisher Pivots for day following 29-Jul-2002 |
Pivot |
1 day |
3 day |
R1 |
8,637.90 |
8,584.23 |
PP |
8,563.92 |
8,456.57 |
S1 |
8,489.94 |
8,328.92 |
|