Trading Metrics calculated at close of trading on 22-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2002 |
22-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
1,020.95 |
1,036.16 |
15.21 |
1.5% |
925.68 |
High |
1,038.86 |
1,052.49 |
13.63 |
1.3% |
1,004.22 |
Low |
1,006.55 |
1,023.25 |
16.70 |
1.7% |
904.47 |
Close |
1,035.47 |
1,049.03 |
13.56 |
1.3% |
996.06 |
Range |
32.31 |
29.24 |
-3.07 |
-9.5% |
99.75 |
ATR |
43.34 |
42.34 |
-1.01 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.31 |
1,118.41 |
1,065.11 |
|
R3 |
1,100.07 |
1,089.17 |
1,057.07 |
|
R2 |
1,070.83 |
1,070.83 |
1,054.39 |
|
R1 |
1,059.93 |
1,059.93 |
1,051.71 |
1,065.38 |
PP |
1,041.59 |
1,041.59 |
1,041.59 |
1,044.32 |
S1 |
1,030.69 |
1,030.69 |
1,046.35 |
1,036.14 |
S2 |
1,012.35 |
1,012.35 |
1,043.67 |
|
S3 |
983.11 |
1,001.45 |
1,040.99 |
|
S4 |
953.87 |
972.21 |
1,032.95 |
|
|
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 |
1,052.49 |
961.56 |
90.93 |
8.7% |
31.78 |
3.0% |
96% |
True |
False |
|
10 |
1,052.49 |
904.47 |
148.02 |
14.1% |
35.92 |
3.4% |
98% |
True |
False |
|
20 |
1,052.49 |
856.35 |
196.14 |
18.7% |
39.07 |
3.7% |
98% |
True |
False |
|
40 |
1,074.73 |
856.35 |
218.38 |
20.8% |
43.66 |
4.2% |
88% |
False |
False |
|
60 |
1,246.34 |
856.35 |
389.99 |
37.2% |
43.15 |
4.1% |
49% |
False |
False |
|
80 |
1,350.54 |
856.35 |
494.19 |
47.1% |
43.11 |
4.1% |
39% |
False |
False |
|
100 |
1,426.01 |
856.35 |
569.66 |
54.3% |
42.34 |
4.0% |
34% |
False |
False |
|
120 |
1,573.42 |
856.35 |
717.07 |
68.4% |
41.27 |
3.9% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,176.76 |
2.618 |
1,129.04 |
1.618 |
1,099.80 |
1.000 |
1,081.73 |
0.618 |
1,070.56 |
HIGH |
1,052.49 |
0.618 |
1,041.32 |
0.500 |
1,037.87 |
0.382 |
1,034.42 |
LOW |
1,023.25 |
0.618 |
1,005.18 |
1.000 |
994.01 |
1.618 |
975.94 |
2.618 |
946.70 |
4.250 |
898.98 |
|
|
Fisher Pivots for day following 22-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
1,045.31 |
1,041.74 |
PP |
1,041.59 |
1,034.45 |
S1 |
1,037.87 |
1,027.17 |
|