Trading Metrics calculated at close of trading on 29-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2002 |
29-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
965.57 |
933.46 |
-32.11 |
-3.3% |
997.39 |
High |
968.66 |
973.34 |
4.68 |
0.5% |
1,052.49 |
Low |
941.60 |
926.61 |
-14.99 |
-1.6% |
993.46 |
Close |
944.83 |
961.75 |
16.92 |
1.8% |
1,010.49 |
Range |
27.06 |
46.73 |
19.67 |
72.7% |
59.03 |
ATR |
41.51 |
41.88 |
0.37 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,094.09 |
1,074.65 |
987.45 |
|
R3 |
1,047.36 |
1,027.92 |
974.60 |
|
R2 |
1,000.63 |
1,000.63 |
970.32 |
|
R1 |
981.19 |
981.19 |
966.03 |
990.91 |
PP |
953.90 |
953.90 |
953.90 |
958.76 |
S1 |
934.46 |
934.46 |
957.47 |
944.18 |
S2 |
907.17 |
907.17 |
953.18 |
|
S3 |
860.44 |
887.73 |
948.90 |
|
S4 |
813.71 |
841.00 |
936.05 |
|
|
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 |
1,036.66 |
926.61 |
110.05 |
11.4% |
37.09 |
3.9% |
32% |
False |
True |
|
10 |
1,052.49 |
926.61 |
125.88 |
13.1% |
34.44 |
3.6% |
28% |
False |
True |
|
20 |
1,052.49 |
856.35 |
196.14 |
20.4% |
38.82 |
4.0% |
54% |
False |
False |
|
40 |
1,066.28 |
856.35 |
209.93 |
21.8% |
43.21 |
4.5% |
50% |
False |
False |
|
60 |
1,185.29 |
856.35 |
328.94 |
34.2% |
42.96 |
4.5% |
32% |
False |
False |
|
80 |
1,350.54 |
856.35 |
494.19 |
51.4% |
42.63 |
4.4% |
21% |
False |
False |
|
100 |
1,426.01 |
856.35 |
569.66 |
59.2% |
41.92 |
4.4% |
19% |
False |
False |
|
120 |
1,523.45 |
856.35 |
667.10 |
69.4% |
41.03 |
4.3% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.94 |
2.618 |
1,095.68 |
1.618 |
1,048.95 |
1.000 |
1,020.07 |
0.618 |
1,002.22 |
HIGH |
973.34 |
0.618 |
955.49 |
0.500 |
949.98 |
0.382 |
944.46 |
LOW |
926.61 |
0.618 |
897.73 |
1.000 |
879.88 |
1.618 |
851.00 |
2.618 |
804.27 |
4.250 |
728.01 |
|
|
Fisher Pivots for day following 29-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
957.83 |
974.14 |
PP |
953.90 |
970.01 |
S1 |
949.98 |
965.88 |
|