Trading Metrics calculated at close of trading on 27-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2002 |
27-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
1,017.62 |
1,021.50 |
3.88 |
0.4% |
997.39 |
High |
1,020.86 |
1,021.66 |
0.80 |
0.1% |
1,052.49 |
Low |
990.82 |
971.68 |
-19.14 |
-1.9% |
993.46 |
Close |
1,016.79 |
974.47 |
-42.32 |
-4.2% |
1,010.49 |
Range |
30.04 |
49.98 |
19.94 |
66.4% |
59.03 |
ATR |
41.57 |
42.17 |
0.60 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.21 |
1,106.82 |
1,001.96 |
|
R3 |
1,089.23 |
1,056.84 |
988.21 |
|
R2 |
1,039.25 |
1,039.25 |
983.63 |
|
R1 |
1,006.86 |
1,006.86 |
979.05 |
998.07 |
PP |
989.27 |
989.27 |
989.27 |
984.87 |
S1 |
956.88 |
956.88 |
969.89 |
948.09 |
S2 |
939.29 |
939.29 |
965.31 |
|
S3 |
889.31 |
906.90 |
960.73 |
|
S4 |
839.33 |
856.92 |
946.98 |
|
|
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 |
971.68 |
80.81 |
8.3% |
34.64 |
3.6% |
3% |
False |
True |
|
10 |
1,052.49 |
904.47 |
148.02 |
15.2% |
36.57 |
3.8% |
47% |
False |
False |
|
20 |
1,052.49 |
856.35 |
196.14 |
20.1% |
39.07 |
4.0% |
60% |
False |
False |
|
40 |
1,066.28 |
856.35 |
209.93 |
21.5% |
43.31 |
4.4% |
56% |
False |
False |
|
60 |
1,196.67 |
856.35 |
340.32 |
34.9% |
42.92 |
4.4% |
35% |
False |
False |
|
80 |
1,350.54 |
856.35 |
494.19 |
50.7% |
42.71 |
4.4% |
24% |
False |
False |
|
100 |
1,426.01 |
856.35 |
569.66 |
58.5% |
42.30 |
4.3% |
21% |
False |
False |
|
120 |
1,573.42 |
856.35 |
717.07 |
73.6% |
41.03 |
4.2% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,234.08 |
2.618 |
1,152.51 |
1.618 |
1,102.53 |
1.000 |
1,071.64 |
0.618 |
1,052.55 |
HIGH |
1,021.66 |
0.618 |
1,002.57 |
0.500 |
996.67 |
0.382 |
990.77 |
LOW |
971.68 |
0.618 |
940.79 |
1.000 |
921.70 |
1.618 |
890.81 |
2.618 |
840.83 |
4.250 |
759.27 |
|
|
Fisher Pivots for day following 27-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
996.67 |
1,004.17 |
PP |
989.27 |
994.27 |
S1 |
981.87 |
984.37 |
|