Trading Metrics calculated at close of trading on 05-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2002 |
05-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
913.60 |
889.49 |
-24.11 |
-2.6% |
935.05 |
High |
916.69 |
896.68 |
-20.01 |
-2.2% |
992.34 |
Low |
878.48 |
856.35 |
-22.13 |
-2.5% |
878.48 |
Close |
892.51 |
857.08 |
-35.43 |
-4.0% |
892.51 |
Range |
38.21 |
40.33 |
2.12 |
5.5% |
113.86 |
ATR |
48.53 |
47.95 |
-0.59 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
991.03 |
964.38 |
879.26 |
|
R3 |
950.70 |
924.05 |
868.17 |
|
R2 |
910.37 |
910.37 |
864.47 |
|
R1 |
883.72 |
883.72 |
860.78 |
876.88 |
PP |
870.04 |
870.04 |
870.04 |
866.62 |
S1 |
843.39 |
843.39 |
853.38 |
836.55 |
S2 |
829.71 |
829.71 |
849.69 |
|
S3 |
789.38 |
803.06 |
845.99 |
|
S4 |
749.05 |
762.73 |
834.90 |
|
|
Weekly Pivots for week ending 02-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.69 |
1,191.46 |
955.13 |
|
R3 |
1,148.83 |
1,077.60 |
923.82 |
|
R2 |
1,034.97 |
1,034.97 |
913.38 |
|
R1 |
963.74 |
963.74 |
902.95 |
942.43 |
PP |
921.11 |
921.11 |
921.11 |
910.45 |
S1 |
849.88 |
849.88 |
882.07 |
828.57 |
S2 |
807.25 |
807.25 |
871.64 |
|
S3 |
693.39 |
736.02 |
861.20 |
|
S4 |
579.53 |
622.16 |
829.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
992.34 |
856.35 |
135.99 |
15.9% |
39.81 |
4.6% |
1% |
False |
True |
|
10 |
992.34 |
856.35 |
135.99 |
15.9% |
47.22 |
5.5% |
1% |
False |
True |
|
20 |
1,060.77 |
856.35 |
204.42 |
23.9% |
46.54 |
5.4% |
0% |
False |
True |
|
40 |
1,163.46 |
856.35 |
307.11 |
35.8% |
44.92 |
5.2% |
0% |
False |
True |
|
60 |
1,350.54 |
856.35 |
494.19 |
57.7% |
43.35 |
5.1% |
0% |
False |
True |
|
80 |
1,426.01 |
856.35 |
569.66 |
66.5% |
42.66 |
5.0% |
0% |
False |
True |
|
100 |
1,523.27 |
856.35 |
666.92 |
77.8% |
41.73 |
4.9% |
0% |
False |
True |
|
120 |
1,573.42 |
856.35 |
717.07 |
83.7% |
42.24 |
4.9% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,068.08 |
2.618 |
1,002.26 |
1.618 |
961.93 |
1.000 |
937.01 |
0.618 |
921.60 |
HIGH |
896.68 |
0.618 |
881.27 |
0.500 |
876.52 |
0.382 |
871.76 |
LOW |
856.35 |
0.618 |
831.43 |
1.000 |
816.02 |
1.618 |
791.10 |
2.618 |
750.77 |
4.250 |
684.95 |
|
|
Fisher Pivots for day following 05-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
876.52 |
908.36 |
PP |
870.04 |
891.26 |
S1 |
863.56 |
874.17 |
|