Trading Metrics calculated at close of trading on 21-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2002 |
21-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
1,014.51 |
1,020.95 |
6.44 |
0.6% |
925.68 |
High |
1,021.94 |
1,038.86 |
16.92 |
1.7% |
1,004.22 |
Low |
1,001.84 |
1,006.55 |
4.71 |
0.5% |
904.47 |
Close |
1,008.02 |
1,035.47 |
27.45 |
2.7% |
996.06 |
Range |
20.10 |
32.31 |
12.21 |
60.7% |
99.75 |
ATR |
44.19 |
43.34 |
-0.85 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,123.89 |
1,111.99 |
1,053.24 |
|
R3 |
1,091.58 |
1,079.68 |
1,044.36 |
|
R2 |
1,059.27 |
1,059.27 |
1,041.39 |
|
R1 |
1,047.37 |
1,047.37 |
1,038.43 |
1,053.32 |
PP |
1,026.96 |
1,026.96 |
1,026.96 |
1,029.94 |
S1 |
1,015.06 |
1,015.06 |
1,032.51 |
1,021.01 |
S2 |
994.65 |
994.65 |
1,029.55 |
|
S3 |
962.34 |
982.75 |
1,026.58 |
|
S4 |
930.03 |
950.44 |
1,017.70 |
|
|
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 |
1,038.86 |
955.38 |
83.48 |
8.1% |
32.05 |
3.1% |
96% |
True |
False |
|
10 |
1,038.86 |
898.57 |
140.29 |
13.5% |
38.01 |
3.7% |
98% |
True |
False |
|
20 |
1,038.86 |
856.35 |
182.51 |
17.6% |
40.76 |
3.9% |
98% |
True |
False |
|
40 |
1,074.73 |
856.35 |
218.38 |
21.1% |
44.32 |
4.3% |
82% |
False |
False |
|
60 |
1,246.34 |
856.35 |
389.99 |
37.7% |
43.02 |
4.2% |
46% |
False |
False |
|
80 |
1,350.54 |
856.35 |
494.19 |
47.7% |
43.36 |
4.2% |
36% |
False |
False |
|
100 |
1,451.73 |
856.35 |
595.38 |
57.5% |
42.46 |
4.1% |
30% |
False |
False |
|
120 |
1,573.42 |
856.35 |
717.07 |
69.3% |
41.64 |
4.0% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,176.18 |
2.618 |
1,123.45 |
1.618 |
1,091.14 |
1.000 |
1,071.17 |
0.618 |
1,058.83 |
HIGH |
1,038.86 |
0.618 |
1,026.52 |
0.500 |
1,022.71 |
0.382 |
1,018.89 |
LOW |
1,006.55 |
0.618 |
986.58 |
1.000 |
974.24 |
1.618 |
954.27 |
2.618 |
921.96 |
4.250 |
869.23 |
|
|
Fisher Pivots for day following 21-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
1,031.22 |
1,029.03 |
PP |
1,026.96 |
1,022.60 |
S1 |
1,022.71 |
1,016.16 |
|