Trading Metrics calculated at close of trading on 13-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2002 |
13-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
925.68 |
933.74 |
8.06 |
0.9% |
889.49 |
High |
943.27 |
959.46 |
16.19 |
1.7% |
953.38 |
Low |
922.36 |
907.30 |
-15.06 |
-1.6% |
856.35 |
Close |
938.98 |
907.62 |
-31.36 |
-3.3% |
937.33 |
Range |
20.91 |
52.16 |
31.25 |
149.5% |
97.03 |
ATR |
46.49 |
46.89 |
0.41 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,081.27 |
1,046.61 |
936.31 |
|
R3 |
1,029.11 |
994.45 |
921.96 |
|
R2 |
976.95 |
976.95 |
917.18 |
|
R1 |
942.29 |
942.29 |
912.40 |
933.54 |
PP |
924.79 |
924.79 |
924.79 |
920.42 |
S1 |
890.13 |
890.13 |
902.84 |
881.38 |
S2 |
872.63 |
872.63 |
898.06 |
|
S3 |
820.47 |
837.97 |
893.28 |
|
S4 |
768.31 |
785.81 |
878.93 |
|
|
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 |
959.46 |
883.37 |
76.09 |
8.4% |
42.03 |
4.6% |
32% |
True |
False |
|
10 |
971.85 |
856.35 |
115.50 |
12.7% |
41.58 |
4.6% |
44% |
False |
False |
|
20 |
1,060.77 |
856.35 |
204.42 |
22.5% |
45.38 |
5.0% |
25% |
False |
False |
|
40 |
1,163.46 |
856.35 |
307.11 |
33.8% |
45.39 |
5.0% |
17% |
False |
False |
|
60 |
1,313.26 |
856.35 |
456.91 |
50.3% |
43.13 |
4.8% |
11% |
False |
False |
|
80 |
1,365.34 |
856.35 |
508.99 |
56.1% |
43.51 |
4.8% |
10% |
False |
False |
|
100 |
1,491.03 |
856.35 |
634.68 |
69.9% |
42.37 |
4.7% |
8% |
False |
False |
|
120 |
1,573.42 |
856.35 |
717.07 |
79.0% |
42.28 |
4.7% |
7% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,181.14 |
2.618 |
1,096.01 |
1.618 |
1,043.85 |
1.000 |
1,011.62 |
0.618 |
991.69 |
HIGH |
959.46 |
0.618 |
939.53 |
0.500 |
933.38 |
0.382 |
927.23 |
LOW |
907.30 |
0.618 |
875.07 |
1.000 |
855.14 |
1.618 |
822.91 |
2.618 |
770.75 |
4.250 |
685.62 |
|
|
Fisher Pivots for day following 13-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
933.38 |
933.38 |
PP |
924.79 |
924.79 |
S1 |
916.21 |
916.21 |
|