Trading Metrics calculated at close of trading on 23-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2002 |
23-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
1,036.16 |
1,036.13 |
-0.03 |
0.0% |
997.39 |
High |
1,052.49 |
1,036.66 |
-15.83 |
-1.5% |
1,052.49 |
Low |
1,023.25 |
1,005.02 |
-18.23 |
-1.8% |
993.46 |
Close |
1,049.03 |
1,010.49 |
-38.54 |
-3.7% |
1,010.49 |
Range |
29.24 |
31.64 |
2.40 |
8.2% |
59.03 |
ATR |
42.34 |
42.46 |
0.12 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.31 |
1,093.04 |
1,027.89 |
|
R3 |
1,080.67 |
1,061.40 |
1,019.19 |
|
R2 |
1,049.03 |
1,049.03 |
1,016.29 |
|
R1 |
1,029.76 |
1,029.76 |
1,013.39 |
1,023.58 |
PP |
1,017.39 |
1,017.39 |
1,017.39 |
1,014.30 |
S1 |
998.12 |
998.12 |
1,007.59 |
991.94 |
S2 |
985.75 |
985.75 |
1,004.69 |
|
S3 |
954.11 |
966.48 |
1,001.79 |
|
S4 |
922.47 |
934.84 |
993.09 |
|
|
Weekly Pivots for week ending 23-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,195.90 |
1,162.23 |
1,042.96 |
|
R3 |
1,136.87 |
1,103.20 |
1,026.72 |
|
R2 |
1,077.84 |
1,077.84 |
1,021.31 |
|
R1 |
1,044.17 |
1,044.17 |
1,015.90 |
1,061.01 |
PP |
1,018.81 |
1,018.81 |
1,018.81 |
1,027.23 |
S1 |
985.14 |
985.14 |
1,005.08 |
1,001.98 |
S2 |
959.78 |
959.78 |
999.67 |
|
S3 |
900.75 |
926.11 |
994.26 |
|
S4 |
841.72 |
867.08 |
978.02 |
|
|
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 |
993.46 |
59.03 |
5.8% |
29.58 |
2.9% |
29% |
False |
False |
|
10 |
1,052.49 |
904.47 |
148.02 |
14.6% |
35.87 |
3.5% |
72% |
False |
False |
|
20 |
1,052.49 |
856.35 |
196.14 |
19.4% |
39.09 |
3.9% |
79% |
False |
False |
|
40 |
1,074.73 |
856.35 |
218.38 |
21.6% |
43.41 |
4.3% |
71% |
False |
False |
|
60 |
1,246.34 |
856.35 |
389.99 |
38.6% |
43.14 |
4.3% |
40% |
False |
False |
|
80 |
1,350.54 |
856.35 |
494.19 |
48.9% |
42.94 |
4.2% |
31% |
False |
False |
|
100 |
1,426.01 |
856.35 |
569.66 |
56.4% |
42.21 |
4.2% |
27% |
False |
False |
|
120 |
1,573.42 |
856.35 |
717.07 |
71.0% |
41.21 |
4.1% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.13 |
2.618 |
1,119.49 |
1.618 |
1,087.85 |
1.000 |
1,068.30 |
0.618 |
1,056.21 |
HIGH |
1,036.66 |
0.618 |
1,024.57 |
0.500 |
1,020.84 |
0.382 |
1,017.11 |
LOW |
1,005.02 |
0.618 |
985.47 |
1.000 |
973.38 |
1.618 |
953.83 |
2.618 |
922.19 |
4.250 |
870.55 |
|
|
Fisher Pivots for day following 23-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
1,020.84 |
1,028.76 |
PP |
1,017.39 |
1,022.67 |
S1 |
1,013.94 |
1,016.58 |
|