Trading Metrics calculated at close of trading on 20-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2002 |
20-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
997.39 |
1,014.51 |
17.12 |
1.7% |
925.68 |
High |
1,028.07 |
1,021.94 |
-6.13 |
-0.6% |
1,004.22 |
Low |
993.46 |
1,001.84 |
8.38 |
0.8% |
904.47 |
Close |
1,025.95 |
1,008.02 |
-17.93 |
-1.7% |
996.06 |
Range |
34.61 |
20.10 |
-14.51 |
-41.9% |
99.75 |
ATR |
45.74 |
44.19 |
-1.54 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,070.90 |
1,059.56 |
1,019.08 |
|
R3 |
1,050.80 |
1,039.46 |
1,013.55 |
|
R2 |
1,030.70 |
1,030.70 |
1,011.71 |
|
R1 |
1,019.36 |
1,019.36 |
1,009.86 |
1,014.98 |
PP |
1,010.60 |
1,010.60 |
1,010.60 |
1,008.41 |
S1 |
999.26 |
999.26 |
1,006.18 |
994.88 |
S2 |
990.50 |
990.50 |
1,004.34 |
|
S3 |
970.40 |
979.16 |
1,002.49 |
|
S4 |
950.30 |
959.06 |
996.97 |
|
|
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 |
1,028.07 |
904.47 |
123.60 |
12.3% |
38.49 |
3.8% |
84% |
False |
False |
|
10 |
1,028.07 |
883.37 |
144.70 |
14.4% |
40.26 |
4.0% |
86% |
False |
False |
|
20 |
1,028.07 |
856.35 |
171.72 |
17.0% |
43.28 |
4.3% |
88% |
False |
False |
|
40 |
1,074.73 |
856.35 |
218.38 |
21.7% |
44.91 |
4.5% |
69% |
False |
False |
|
60 |
1,264.86 |
856.35 |
408.51 |
40.5% |
43.12 |
4.3% |
37% |
False |
False |
|
80 |
1,350.54 |
856.35 |
494.19 |
49.0% |
43.44 |
4.3% |
31% |
False |
False |
|
100 |
1,481.74 |
856.35 |
625.39 |
62.0% |
42.70 |
4.2% |
24% |
False |
False |
|
120 |
1,573.42 |
856.35 |
717.07 |
71.1% |
41.91 |
4.2% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,107.37 |
2.618 |
1,074.56 |
1.618 |
1,054.46 |
1.000 |
1,042.04 |
0.618 |
1,034.36 |
HIGH |
1,021.94 |
0.618 |
1,014.26 |
0.500 |
1,011.89 |
0.382 |
1,009.52 |
LOW |
1,001.84 |
0.618 |
989.42 |
1.000 |
981.74 |
1.618 |
969.32 |
2.618 |
949.22 |
4.250 |
916.42 |
|
|
Fisher Pivots for day following 20-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
1,011.89 |
1,003.62 |
PP |
1,010.60 |
999.22 |
S1 |
1,009.31 |
994.82 |
|