Trading Metrics calculated at close of trading on 28-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2002 |
28-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
1,021.50 |
965.57 |
-55.93 |
-5.5% |
997.39 |
High |
1,021.66 |
968.66 |
-53.00 |
-5.2% |
1,052.49 |
Low |
971.68 |
941.60 |
-30.08 |
-3.1% |
993.46 |
Close |
974.47 |
944.83 |
-29.64 |
-3.0% |
1,010.49 |
Range |
49.98 |
27.06 |
-22.92 |
-45.9% |
59.03 |
ATR |
42.17 |
41.51 |
-0.66 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,032.88 |
1,015.91 |
959.71 |
|
R3 |
1,005.82 |
988.85 |
952.27 |
|
R2 |
978.76 |
978.76 |
949.79 |
|
R1 |
961.79 |
961.79 |
947.31 |
956.75 |
PP |
951.70 |
951.70 |
951.70 |
949.17 |
S1 |
934.73 |
934.73 |
942.35 |
929.69 |
S2 |
924.64 |
924.64 |
939.87 |
|
S3 |
897.58 |
907.67 |
937.39 |
|
S4 |
870.52 |
880.61 |
929.95 |
|
|
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 |
941.60 |
110.89 |
11.7% |
33.59 |
3.6% |
3% |
False |
True |
|
10 |
1,052.49 |
941.60 |
110.89 |
11.7% |
32.82 |
3.5% |
3% |
False |
True |
|
20 |
1,052.49 |
856.35 |
196.14 |
20.8% |
38.88 |
4.1% |
45% |
False |
False |
|
40 |
1,066.28 |
856.35 |
209.93 |
22.2% |
43.19 |
4.6% |
42% |
False |
False |
|
60 |
1,196.67 |
856.35 |
340.32 |
36.0% |
42.70 |
4.5% |
26% |
False |
False |
|
80 |
1,350.54 |
856.35 |
494.19 |
52.3% |
42.51 |
4.5% |
18% |
False |
False |
|
100 |
1,426.01 |
856.35 |
569.66 |
60.3% |
42.05 |
4.5% |
16% |
False |
False |
|
120 |
1,573.42 |
856.35 |
717.07 |
75.9% |
41.00 |
4.3% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,083.67 |
2.618 |
1,039.50 |
1.618 |
1,012.44 |
1.000 |
995.72 |
0.618 |
985.38 |
HIGH |
968.66 |
0.618 |
958.32 |
0.500 |
955.13 |
0.382 |
951.94 |
LOW |
941.60 |
0.618 |
924.88 |
1.000 |
914.54 |
1.618 |
897.82 |
2.618 |
870.76 |
4.250 |
826.60 |
|
|
Fisher Pivots for day following 28-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
955.13 |
981.63 |
PP |
951.70 |
969.36 |
S1 |
948.26 |
957.10 |
|