Trading Metrics calculated at close of trading on 12-Aug-2004 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2004 |
12-Aug-2004 |
Change |
Change % |
Previous Week |
Open |
1,074.70 |
1,073.88 |
-0.82 |
-0.1% |
1,100.35 |
High |
1,077.32 |
1,073.88 |
-3.44 |
-0.3% |
1,108.60 |
Low |
1,065.92 |
1,062.82 |
-3.10 |
-0.3% |
1,062.23 |
Close |
1,075.79 |
1,063.23 |
-12.56 |
-1.2% |
1,063.97 |
Range |
11.40 |
11.06 |
-0.34 |
-3.0% |
46.37 |
ATR |
11.66 |
11.75 |
0.09 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,099.82 |
1,092.59 |
1,069.31 |
|
R3 |
1,088.76 |
1,081.53 |
1,066.27 |
|
R2 |
1,077.70 |
1,077.70 |
1,065.26 |
|
R1 |
1,070.47 |
1,070.47 |
1,064.24 |
1,068.56 |
PP |
1,066.64 |
1,066.64 |
1,066.64 |
1,065.69 |
S1 |
1,059.41 |
1,059.41 |
1,062.22 |
1,057.50 |
S2 |
1,055.58 |
1,055.58 |
1,061.20 |
|
S3 |
1,044.52 |
1,048.35 |
1,060.19 |
|
S4 |
1,033.46 |
1,037.29 |
1,057.15 |
|
|
Weekly Pivots for week ending 06-Aug-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.38 |
1,187.04 |
1,089.47 |
|
R3 |
1,171.01 |
1,140.67 |
1,076.72 |
|
R2 |
1,124.64 |
1,124.64 |
1,072.47 |
|
R1 |
1,094.30 |
1,094.30 |
1,068.22 |
1,086.29 |
PP |
1,078.27 |
1,078.27 |
1,078.27 |
1,074.26 |
S1 |
1,047.93 |
1,047.93 |
1,059.72 |
1,039.92 |
S2 |
1,031.90 |
1,031.90 |
1,055.47 |
|
S3 |
985.53 |
1,001.56 |
1,051.22 |
|
S4 |
939.16 |
955.19 |
1,038.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,079.04 |
1,062.23 |
16.81 |
1.6% |
11.38 |
1.1% |
6% |
False |
False |
|
10 |
1,108.60 |
1,062.23 |
46.37 |
4.4% |
11.10 |
1.0% |
2% |
False |
False |
|
20 |
1,116.27 |
1,062.23 |
54.04 |
5.1% |
11.87 |
1.1% |
2% |
False |
False |
|
40 |
1,146.34 |
1,062.23 |
84.11 |
7.9% |
10.53 |
1.0% |
1% |
False |
False |
|
60 |
1,146.34 |
1,062.23 |
84.11 |
7.9% |
10.40 |
1.0% |
1% |
False |
False |
|
80 |
1,146.84 |
1,062.23 |
84.61 |
8.0% |
11.32 |
1.1% |
1% |
False |
False |
|
100 |
1,150.57 |
1,062.23 |
88.34 |
8.3% |
11.28 |
1.1% |
1% |
False |
False |
|
120 |
1,163.23 |
1,062.23 |
101.00 |
9.5% |
11.35 |
1.1% |
1% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,120.89 |
2.618 |
1,102.84 |
1.618 |
1,091.78 |
1.000 |
1,084.94 |
0.618 |
1,080.72 |
HIGH |
1,073.88 |
0.618 |
1,069.66 |
0.500 |
1,068.35 |
0.382 |
1,067.04 |
LOW |
1,062.82 |
0.618 |
1,055.98 |
1.000 |
1,051.76 |
1.618 |
1,044.92 |
2.618 |
1,033.86 |
4.250 |
1,015.82 |
|
|
Fisher Pivots for day following 12-Aug-2004 |
Pivot |
1 day |
3 day |
R1 |
1,068.35 |
1,070.93 |
PP |
1,066.64 |
1,068.36 |
S1 |
1,064.94 |
1,065.80 |
|