Trading Metrics calculated at close of trading on 16-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2002 |
16-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
975.09 |
968.05 |
-7.04 |
-0.7% |
925.68 |
High |
985.97 |
1,004.22 |
18.25 |
1.9% |
1,004.22 |
Low |
955.38 |
961.56 |
6.18 |
0.6% |
904.47 |
Close |
980.98 |
996.06 |
15.08 |
1.5% |
996.06 |
Range |
30.59 |
42.66 |
12.07 |
39.5% |
99.75 |
ATR |
46.90 |
46.59 |
-0.30 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,115.26 |
1,098.32 |
1,019.52 |
|
R3 |
1,072.60 |
1,055.66 |
1,007.79 |
|
R2 |
1,029.94 |
1,029.94 |
1,003.88 |
|
R1 |
1,013.00 |
1,013.00 |
999.97 |
1,021.47 |
PP |
987.28 |
987.28 |
987.28 |
991.52 |
S1 |
970.34 |
970.34 |
992.15 |
978.81 |
S2 |
944.62 |
944.62 |
988.24 |
|
S3 |
901.96 |
927.68 |
984.33 |
|
S4 |
859.30 |
885.02 |
972.60 |
|
|
Weekly Pivots for week ending 16-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.50 |
1,231.53 |
1,050.92 |
|
R3 |
1,167.75 |
1,131.78 |
1,023.49 |
|
R2 |
1,068.00 |
1,068.00 |
1,014.35 |
|
R1 |
1,032.03 |
1,032.03 |
1,005.20 |
1,050.02 |
PP |
968.25 |
968.25 |
968.25 |
977.24 |
S1 |
932.28 |
932.28 |
986.92 |
950.27 |
S2 |
868.50 |
868.50 |
977.77 |
|
S3 |
768.75 |
832.53 |
968.63 |
|
S4 |
669.00 |
732.78 |
941.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,004.22 |
904.47 |
99.75 |
10.0% |
42.16 |
4.2% |
92% |
True |
False |
|
10 |
1,004.22 |
856.35 |
147.87 |
14.8% |
43.64 |
4.4% |
94% |
True |
False |
|
20 |
1,004.22 |
856.35 |
147.87 |
14.8% |
46.01 |
4.6% |
94% |
True |
False |
|
40 |
1,075.63 |
856.35 |
219.28 |
22.0% |
46.13 |
4.6% |
64% |
False |
False |
|
60 |
1,286.82 |
856.35 |
430.47 |
43.2% |
43.38 |
4.4% |
32% |
False |
False |
|
80 |
1,350.54 |
856.35 |
494.19 |
49.6% |
43.92 |
4.4% |
28% |
False |
False |
|
100 |
1,481.74 |
856.35 |
625.39 |
62.8% |
42.57 |
4.3% |
22% |
False |
False |
|
120 |
1,573.42 |
856.35 |
717.07 |
72.0% |
42.33 |
4.3% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,185.53 |
2.618 |
1,115.90 |
1.618 |
1,073.24 |
1.000 |
1,046.88 |
0.618 |
1,030.58 |
HIGH |
1,004.22 |
0.618 |
987.92 |
0.500 |
982.89 |
0.382 |
977.86 |
LOW |
961.56 |
0.618 |
935.20 |
1.000 |
918.90 |
1.618 |
892.54 |
2.618 |
849.88 |
4.250 |
780.26 |
|
|
Fisher Pivots for day following 16-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
991.67 |
982.16 |
PP |
987.28 |
968.25 |
S1 |
982.89 |
954.35 |
|