| Trading Metrics calculated at close of trading on 21-Jul-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2003 |
21-Jul-2003 |
Change |
Change % |
Previous Week |
| Open |
9,052.29 |
9,187.80 |
135.51 |
1.5% |
9,126.45 |
| High |
9,188.15 |
9,187.80 |
-0.35 |
0.0% |
9,278.41 |
| Low |
9,052.29 |
9,075.19 |
22.90 |
0.3% |
9,017.84 |
| Close |
9,188.15 |
9,096.69 |
-91.46 |
-1.0% |
9,188.15 |
| Range |
135.86 |
112.61 |
-23.25 |
-17.1% |
260.57 |
| ATR |
128.61 |
127.49 |
-1.12 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,457.72 |
9,389.82 |
9,158.63 |
|
| R3 |
9,345.11 |
9,277.21 |
9,127.66 |
|
| R2 |
9,232.50 |
9,232.50 |
9,117.34 |
|
| R1 |
9,164.60 |
9,164.60 |
9,107.01 |
9,142.25 |
| PP |
9,119.89 |
9,119.89 |
9,119.89 |
9,108.72 |
| S1 |
9,051.99 |
9,051.99 |
9,086.37 |
9,029.64 |
| S2 |
9,007.28 |
9,007.28 |
9,076.04 |
|
| S3 |
8,894.67 |
8,939.38 |
9,065.72 |
|
| S4 |
8,782.06 |
8,826.77 |
9,034.75 |
|
|
| Weekly Pivots for week ending 18-Jul-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,943.18 |
9,826.23 |
9,331.46 |
|
| R3 |
9,682.61 |
9,565.66 |
9,259.81 |
|
| R2 |
9,422.04 |
9,422.04 |
9,235.92 |
|
| R1 |
9,305.09 |
9,305.09 |
9,212.04 |
9,363.57 |
| PP |
9,161.47 |
9,161.47 |
9,161.47 |
9,190.70 |
| S1 |
9,044.52 |
9,044.52 |
9,164.26 |
9,103.00 |
| S2 |
8,900.90 |
8,900.90 |
9,140.38 |
|
| S3 |
8,640.33 |
8,783.95 |
9,116.49 |
|
| S4 |
8,379.76 |
8,523.38 |
9,044.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,238.01 |
9,017.84 |
220.17 |
2.4% |
120.43 |
1.3% |
36% |
False |
False |
|
| 10 |
9,278.41 |
8,996.76 |
281.65 |
3.1% |
121.72 |
1.3% |
35% |
False |
False |
|
| 20 |
9,278.41 |
8,871.20 |
407.21 |
4.5% |
127.32 |
1.4% |
55% |
False |
False |
|
| 40 |
9,352.77 |
8,540.59 |
812.18 |
8.9% |
129.55 |
1.4% |
68% |
False |
False |
|
| 60 |
9,352.77 |
8,288.49 |
1,064.28 |
11.7% |
128.26 |
1.4% |
76% |
False |
False |
|
| 80 |
9,352.77 |
7,929.31 |
1,423.46 |
15.6% |
131.77 |
1.4% |
82% |
False |
False |
|
| 100 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
139.58 |
1.5% |
87% |
False |
False |
|
| 120 |
9,352.77 |
7,416.64 |
1,936.13 |
21.3% |
142.68 |
1.6% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,666.39 |
|
2.618 |
9,482.61 |
|
1.618 |
9,370.00 |
|
1.000 |
9,300.41 |
|
0.618 |
9,257.39 |
|
HIGH |
9,187.80 |
|
0.618 |
9,144.78 |
|
0.500 |
9,131.50 |
|
0.382 |
9,118.21 |
|
LOW |
9,075.19 |
|
0.618 |
9,005.60 |
|
1.000 |
8,962.58 |
|
1.618 |
8,892.99 |
|
2.618 |
8,780.38 |
|
4.250 |
8,596.60 |
|
|
| Fisher Pivots for day following 21-Jul-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,131.50 |
9,103.00 |
| PP |
9,119.89 |
9,100.89 |
| S1 |
9,108.29 |
9,098.79 |
|