Trading Metrics calculated at close of trading on 27-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2003 |
27-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
992.47 |
995.95 |
3.48 |
0.4% |
991.18 |
High |
997.93 |
998.05 |
0.12 |
0.0% |
1,011.01 |
Low |
983.57 |
993.33 |
9.76 |
1.0% |
991.18 |
Close |
996.73 |
996.79 |
0.06 |
0.0% |
993.06 |
Range |
14.36 |
4.72 |
-9.64 |
-67.1% |
19.83 |
ATR |
11.81 |
11.31 |
-0.51 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,010.22 |
1,008.22 |
999.39 |
|
R3 |
1,005.50 |
1,003.50 |
998.09 |
|
R2 |
1,000.78 |
1,000.78 |
997.66 |
|
R1 |
998.78 |
998.78 |
997.22 |
999.78 |
PP |
996.06 |
996.06 |
996.06 |
996.56 |
S1 |
994.06 |
994.06 |
996.36 |
995.06 |
S2 |
991.34 |
991.34 |
995.92 |
|
S3 |
986.62 |
989.34 |
995.49 |
|
S4 |
981.90 |
984.62 |
994.19 |
|
|
Weekly Pivots for week ending 22-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,057.91 |
1,045.31 |
1,003.97 |
|
R3 |
1,038.08 |
1,025.48 |
998.51 |
|
R2 |
1,018.25 |
1,018.25 |
996.70 |
|
R1 |
1,005.65 |
1,005.65 |
994.88 |
1,011.95 |
PP |
998.42 |
998.42 |
998.42 |
1,001.57 |
S1 |
985.82 |
985.82 |
991.24 |
992.12 |
S2 |
978.59 |
978.59 |
989.42 |
|
S3 |
958.76 |
965.99 |
987.61 |
|
S4 |
938.93 |
946.16 |
982.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,011.01 |
983.57 |
27.44 |
2.8% |
10.69 |
1.1% |
48% |
False |
False |
|
10 |
1,011.01 |
980.36 |
30.65 |
3.1% |
9.51 |
1.0% |
54% |
False |
False |
|
20 |
1,011.01 |
960.84 |
50.17 |
5.0% |
11.23 |
1.1% |
72% |
False |
False |
|
40 |
1,015.41 |
960.84 |
54.57 |
5.5% |
12.28 |
1.2% |
66% |
False |
False |
|
60 |
1,015.41 |
960.84 |
54.57 |
5.5% |
12.95 |
1.3% |
66% |
False |
False |
|
80 |
1,015.41 |
912.05 |
103.36 |
10.4% |
12.91 |
1.3% |
82% |
False |
False |
|
100 |
1,015.41 |
862.76 |
152.65 |
15.3% |
13.30 |
1.3% |
88% |
False |
False |
|
120 |
1,015.41 |
788.90 |
226.51 |
22.7% |
13.95 |
1.4% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,018.11 |
2.618 |
1,010.41 |
1.618 |
1,005.69 |
1.000 |
1,002.77 |
0.618 |
1,000.97 |
HIGH |
998.05 |
0.618 |
996.25 |
0.500 |
995.69 |
0.382 |
995.13 |
LOW |
993.33 |
0.618 |
990.41 |
1.000 |
988.61 |
1.618 |
985.69 |
2.618 |
980.97 |
4.250 |
973.27 |
|
|
Fisher Pivots for day following 27-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
996.42 |
994.80 |
PP |
996.06 |
992.80 |
S1 |
995.69 |
990.81 |
|