Trading Metrics calculated at close of trading on 15-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2002 |
15-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
912.35 |
975.09 |
62.74 |
6.9% |
889.49 |
High |
968.97 |
985.97 |
17.00 |
1.8% |
953.38 |
Low |
904.47 |
955.38 |
50.91 |
5.6% |
856.35 |
Close |
968.84 |
980.98 |
12.14 |
1.3% |
937.33 |
Range |
64.50 |
30.59 |
-33.91 |
-52.6% |
97.03 |
ATR |
48.15 |
46.90 |
-1.25 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,065.88 |
1,054.02 |
997.80 |
|
R3 |
1,035.29 |
1,023.43 |
989.39 |
|
R2 |
1,004.70 |
1,004.70 |
986.59 |
|
R1 |
992.84 |
992.84 |
983.78 |
998.77 |
PP |
974.11 |
974.11 |
974.11 |
977.08 |
S1 |
962.25 |
962.25 |
978.18 |
968.18 |
S2 |
943.52 |
943.52 |
975.37 |
|
S3 |
912.93 |
931.66 |
972.57 |
|
S4 |
882.34 |
901.07 |
964.16 |
|
|
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 |
985.97 |
904.47 |
81.50 |
8.3% |
40.06 |
4.1% |
94% |
True |
False |
|
10 |
985.97 |
856.35 |
129.62 |
13.2% |
43.20 |
4.4% |
96% |
True |
False |
|
20 |
992.84 |
856.35 |
136.49 |
13.9% |
45.63 |
4.7% |
91% |
False |
False |
|
40 |
1,102.72 |
856.35 |
246.37 |
25.1% |
46.18 |
4.7% |
51% |
False |
False |
|
60 |
1,286.82 |
856.35 |
430.47 |
43.9% |
43.27 |
4.4% |
29% |
False |
False |
|
80 |
1,350.54 |
856.35 |
494.19 |
50.4% |
43.84 |
4.5% |
25% |
False |
False |
|
100 |
1,481.74 |
856.35 |
625.39 |
63.8% |
42.54 |
4.3% |
20% |
False |
False |
|
120 |
1,573.42 |
856.35 |
717.07 |
73.1% |
42.31 |
4.3% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,115.98 |
2.618 |
1,066.05 |
1.618 |
1,035.46 |
1.000 |
1,016.56 |
0.618 |
1,004.87 |
HIGH |
985.97 |
0.618 |
974.28 |
0.500 |
970.68 |
0.382 |
967.07 |
LOW |
955.38 |
0.618 |
936.48 |
1.000 |
924.79 |
1.618 |
905.89 |
2.618 |
875.30 |
4.250 |
825.37 |
|
|
Fisher Pivots for day following 15-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
977.55 |
969.06 |
PP |
974.11 |
957.14 |
S1 |
970.68 |
945.22 |
|