Trading Metrics calculated at close of trading on 21-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2003 |
21-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
1,000.84 |
1,001.67 |
0.83 |
0.1% |
977.98 |
High |
1,003.54 |
1,009.53 |
5.99 |
0.6% |
992.50 |
Low |
996.62 |
999.33 |
2.71 |
0.3% |
974.21 |
Close |
1,000.30 |
1,003.27 |
2.97 |
0.3% |
990.67 |
Range |
6.92 |
10.20 |
3.28 |
47.4% |
18.29 |
ATR |
11.68 |
11.58 |
-0.11 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,034.64 |
1,029.16 |
1,008.88 |
|
R3 |
1,024.44 |
1,018.96 |
1,006.08 |
|
R2 |
1,014.24 |
1,014.24 |
1,005.14 |
|
R1 |
1,008.76 |
1,008.76 |
1,004.21 |
1,011.50 |
PP |
1,004.04 |
1,004.04 |
1,004.04 |
1,005.42 |
S1 |
998.56 |
998.56 |
1,002.34 |
1,001.30 |
S2 |
993.84 |
993.84 |
1,001.40 |
|
S3 |
983.64 |
988.36 |
1,000.47 |
|
S4 |
973.44 |
978.16 |
997.66 |
|
|
Weekly Pivots for week ending 15-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,040.66 |
1,033.96 |
1,000.73 |
|
R3 |
1,022.37 |
1,015.67 |
995.70 |
|
R2 |
1,004.08 |
1,004.08 |
994.02 |
|
R1 |
997.38 |
997.38 |
992.35 |
1,000.73 |
PP |
985.79 |
985.79 |
985.79 |
987.47 |
S1 |
979.09 |
979.09 |
988.99 |
982.44 |
S2 |
967.50 |
967.50 |
987.32 |
|
S3 |
949.21 |
960.80 |
985.64 |
|
S4 |
930.92 |
942.51 |
980.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,009.53 |
986.44 |
23.09 |
2.3% |
8.05 |
0.8% |
73% |
True |
False |
|
10 |
1,009.53 |
973.83 |
35.70 |
3.6% |
9.19 |
0.9% |
82% |
True |
False |
|
20 |
1,009.53 |
960.84 |
48.69 |
4.9% |
11.54 |
1.2% |
87% |
True |
False |
|
40 |
1,015.41 |
960.84 |
54.57 |
5.4% |
12.66 |
1.3% |
78% |
False |
False |
|
60 |
1,015.41 |
946.23 |
69.18 |
6.9% |
13.11 |
1.3% |
82% |
False |
False |
|
80 |
1,015.41 |
902.83 |
112.58 |
11.2% |
13.05 |
1.3% |
89% |
False |
False |
|
100 |
1,015.41 |
847.85 |
167.56 |
16.7% |
13.40 |
1.3% |
93% |
False |
False |
|
120 |
1,015.41 |
788.90 |
226.51 |
22.6% |
14.02 |
1.4% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,052.88 |
2.618 |
1,036.23 |
1.618 |
1,026.03 |
1.000 |
1,019.73 |
0.618 |
1,015.83 |
HIGH |
1,009.53 |
0.618 |
1,005.63 |
0.500 |
1,004.43 |
0.382 |
1,003.23 |
LOW |
999.33 |
0.618 |
993.03 |
1.000 |
989.13 |
1.618 |
982.83 |
2.618 |
972.63 |
4.250 |
955.98 |
|
|
Fisher Pivots for day following 21-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
1,004.43 |
1,002.99 |
PP |
1,004.04 |
1,002.70 |
S1 |
1,003.66 |
1,002.42 |
|