Trading Metrics calculated at close of trading on 07-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2002 |
07-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
875.53 |
932.53 |
57.00 |
6.5% |
935.05 |
High |
923.74 |
938.16 |
14.42 |
1.6% |
992.34 |
Low |
875.53 |
883.37 |
7.84 |
0.9% |
878.48 |
Close |
901.91 |
919.08 |
17.17 |
1.9% |
892.51 |
Range |
48.21 |
54.79 |
6.58 |
13.6% |
113.86 |
ATR |
49.28 |
49.68 |
0.39 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,077.91 |
1,053.28 |
949.21 |
|
R3 |
1,023.12 |
998.49 |
934.15 |
|
R2 |
968.33 |
968.33 |
929.12 |
|
R1 |
943.70 |
943.70 |
924.10 |
928.62 |
PP |
913.54 |
913.54 |
913.54 |
906.00 |
S1 |
888.91 |
888.91 |
914.06 |
873.83 |
S2 |
858.75 |
858.75 |
909.04 |
|
S3 |
803.96 |
834.12 |
904.01 |
|
S4 |
749.17 |
779.33 |
888.95 |
|
|
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 |
960.36 |
856.35 |
104.01 |
11.3% |
45.90 |
5.0% |
60% |
False |
False |
|
10 |
992.34 |
856.35 |
135.99 |
14.8% |
43.50 |
4.7% |
46% |
False |
False |
|
20 |
1,060.77 |
856.35 |
204.42 |
22.2% |
47.63 |
5.2% |
31% |
False |
False |
|
40 |
1,163.46 |
856.35 |
307.11 |
33.4% |
45.64 |
5.0% |
20% |
False |
False |
|
60 |
1,350.54 |
856.35 |
494.19 |
53.8% |
43.17 |
4.7% |
13% |
False |
False |
|
80 |
1,426.01 |
856.35 |
569.66 |
62.0% |
43.21 |
4.7% |
11% |
False |
False |
|
100 |
1,523.27 |
856.35 |
666.92 |
72.6% |
42.24 |
4.6% |
9% |
False |
False |
|
120 |
1,573.42 |
856.35 |
717.07 |
78.0% |
42.62 |
4.6% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.02 |
2.618 |
1,081.60 |
1.618 |
1,026.81 |
1.000 |
992.95 |
0.618 |
972.02 |
HIGH |
938.16 |
0.618 |
917.23 |
0.500 |
910.77 |
0.382 |
904.30 |
LOW |
883.37 |
0.618 |
849.51 |
1.000 |
828.58 |
1.618 |
794.72 |
2.618 |
739.93 |
4.250 |
650.51 |
|
|
Fisher Pivots for day following 07-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
916.31 |
911.81 |
PP |
913.54 |
904.53 |
S1 |
910.77 |
897.26 |
|