Trading Metrics calculated at close of trading on 09-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2002 |
09-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
915.89 |
932.33 |
16.44 |
1.8% |
889.49 |
High |
948.72 |
953.38 |
4.66 |
0.5% |
953.38 |
Low |
898.57 |
921.25 |
22.68 |
2.5% |
856.35 |
Close |
947.24 |
937.33 |
-9.91 |
-1.0% |
937.33 |
Range |
50.15 |
32.13 |
-18.02 |
-35.9% |
97.03 |
ATR |
49.71 |
48.45 |
-1.26 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,033.71 |
1,017.65 |
955.00 |
|
R3 |
1,001.58 |
985.52 |
946.17 |
|
R2 |
969.45 |
969.45 |
943.22 |
|
R1 |
953.39 |
953.39 |
940.28 |
961.42 |
PP |
937.32 |
937.32 |
937.32 |
941.34 |
S1 |
921.26 |
921.26 |
934.38 |
929.29 |
S2 |
905.19 |
905.19 |
931.44 |
|
S3 |
873.06 |
889.13 |
928.49 |
|
S4 |
840.93 |
857.00 |
919.66 |
|
|
Weekly Pivots for week ending 09-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,206.78 |
1,169.08 |
990.70 |
|
R3 |
1,109.75 |
1,072.05 |
964.01 |
|
R2 |
1,012.72 |
1,012.72 |
955.12 |
|
R1 |
975.02 |
975.02 |
946.22 |
993.87 |
PP |
915.69 |
915.69 |
915.69 |
925.11 |
S1 |
877.99 |
877.99 |
928.44 |
896.84 |
S2 |
818.66 |
818.66 |
919.54 |
|
S3 |
721.63 |
780.96 |
910.65 |
|
S4 |
624.60 |
683.93 |
883.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
953.38 |
856.35 |
97.03 |
10.4% |
45.12 |
4.8% |
83% |
True |
False |
|
10 |
992.34 |
856.35 |
135.99 |
14.5% |
42.30 |
4.5% |
60% |
False |
False |
|
20 |
1,060.77 |
856.35 |
204.42 |
21.8% |
47.19 |
5.0% |
40% |
False |
False |
|
40 |
1,163.46 |
856.35 |
307.11 |
32.8% |
45.76 |
4.9% |
26% |
False |
False |
|
60 |
1,342.43 |
856.35 |
486.08 |
51.9% |
42.91 |
4.6% |
17% |
False |
False |
|
80 |
1,410.93 |
856.35 |
554.58 |
59.2% |
43.43 |
4.6% |
15% |
False |
False |
|
100 |
1,491.31 |
856.35 |
634.96 |
67.7% |
42.49 |
4.5% |
13% |
False |
False |
|
120 |
1,573.42 |
856.35 |
717.07 |
76.5% |
42.52 |
4.5% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,089.93 |
2.618 |
1,037.50 |
1.618 |
1,005.37 |
1.000 |
985.51 |
0.618 |
973.24 |
HIGH |
953.38 |
0.618 |
941.11 |
0.500 |
937.32 |
0.382 |
933.52 |
LOW |
921.25 |
0.618 |
901.39 |
1.000 |
889.12 |
1.618 |
869.26 |
2.618 |
837.13 |
4.250 |
784.70 |
|
|
Fisher Pivots for day following 09-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
937.33 |
931.01 |
PP |
937.32 |
924.69 |
S1 |
937.32 |
918.38 |
|