Trading Metrics calculated at close of trading on 12-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2002 |
12-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
932.33 |
925.68 |
-6.65 |
-0.7% |
889.49 |
High |
953.38 |
943.27 |
-10.11 |
-1.1% |
953.38 |
Low |
921.25 |
922.36 |
1.11 |
0.1% |
856.35 |
Close |
937.33 |
938.98 |
1.65 |
0.2% |
937.33 |
Range |
32.13 |
20.91 |
-11.22 |
-34.9% |
97.03 |
ATR |
48.45 |
46.49 |
-1.97 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
997.60 |
989.20 |
950.48 |
|
R3 |
976.69 |
968.29 |
944.73 |
|
R2 |
955.78 |
955.78 |
942.81 |
|
R1 |
947.38 |
947.38 |
940.90 |
951.58 |
PP |
934.87 |
934.87 |
934.87 |
936.97 |
S1 |
926.47 |
926.47 |
937.06 |
930.67 |
S2 |
913.96 |
913.96 |
935.15 |
|
S3 |
893.05 |
905.56 |
933.23 |
|
S4 |
872.14 |
884.65 |
927.48 |
|
|
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 |
875.53 |
77.85 |
8.3% |
41.24 |
4.4% |
82% |
False |
False |
|
10 |
992.34 |
856.35 |
135.99 |
14.5% |
40.52 |
4.3% |
61% |
False |
False |
|
20 |
1,060.77 |
856.35 |
204.42 |
21.8% |
44.94 |
4.8% |
40% |
False |
False |
|
40 |
1,163.46 |
856.35 |
307.11 |
32.7% |
44.86 |
4.8% |
27% |
False |
False |
|
60 |
1,342.43 |
856.35 |
486.08 |
51.8% |
42.87 |
4.6% |
17% |
False |
False |
|
80 |
1,408.31 |
856.35 |
551.96 |
58.8% |
43.18 |
4.6% |
15% |
False |
False |
|
100 |
1,491.31 |
856.35 |
634.96 |
67.6% |
42.33 |
4.5% |
13% |
False |
False |
|
120 |
1,573.42 |
856.35 |
717.07 |
76.4% |
42.30 |
4.5% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,032.14 |
2.618 |
998.01 |
1.618 |
977.10 |
1.000 |
964.18 |
0.618 |
956.19 |
HIGH |
943.27 |
0.618 |
935.28 |
0.500 |
932.82 |
0.382 |
930.35 |
LOW |
922.36 |
0.618 |
909.44 |
1.000 |
901.45 |
1.618 |
888.53 |
2.618 |
867.62 |
4.250 |
833.49 |
|
|
Fisher Pivots for day following 12-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
936.93 |
934.65 |
PP |
934.87 |
930.31 |
S1 |
932.82 |
925.98 |
|