Trading Metrics calculated at close of trading on 03-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2002 |
03-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
951.56 |
928.50 |
-23.06 |
-2.4% |
1,017.62 |
High |
964.93 |
928.50 |
-36.43 |
-3.8% |
1,021.66 |
Low |
941.51 |
899.19 |
-42.32 |
-4.5% |
926.61 |
Close |
942.38 |
899.64 |
-42.74 |
-4.5% |
942.38 |
Range |
23.42 |
29.31 |
5.89 |
25.1% |
95.05 |
ATR |
40.56 |
40.75 |
0.19 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
997.04 |
977.65 |
915.76 |
|
R3 |
967.73 |
948.34 |
907.70 |
|
R2 |
938.42 |
938.42 |
905.01 |
|
R1 |
919.03 |
919.03 |
902.33 |
914.07 |
PP |
909.11 |
909.11 |
909.11 |
906.63 |
S1 |
889.72 |
889.72 |
896.95 |
884.76 |
S2 |
879.80 |
879.80 |
894.27 |
|
S3 |
850.49 |
860.41 |
891.58 |
|
S4 |
821.18 |
831.10 |
883.52 |
|
|
Weekly Pivots for week ending 30-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,248.70 |
1,190.59 |
994.66 |
|
R3 |
1,153.65 |
1,095.54 |
968.52 |
|
R2 |
1,058.60 |
1,058.60 |
959.81 |
|
R1 |
1,000.49 |
1,000.49 |
951.09 |
982.02 |
PP |
963.55 |
963.55 |
963.55 |
954.32 |
S1 |
905.44 |
905.44 |
933.67 |
886.97 |
S2 |
868.50 |
868.50 |
924.95 |
|
S3 |
773.45 |
810.39 |
916.24 |
|
S4 |
678.40 |
715.34 |
890.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,021.66 |
899.19 |
122.47 |
13.6% |
35.30 |
3.9% |
0% |
False |
True |
|
10 |
1,052.49 |
899.19 |
153.30 |
17.0% |
31.98 |
3.6% |
0% |
False |
True |
|
20 |
1,052.49 |
875.53 |
176.96 |
19.7% |
37.53 |
4.2% |
14% |
False |
False |
|
40 |
1,060.77 |
856.35 |
204.42 |
22.7% |
42.03 |
4.7% |
21% |
False |
False |
|
60 |
1,163.46 |
856.35 |
307.11 |
34.1% |
42.46 |
4.7% |
14% |
False |
False |
|
80 |
1,350.54 |
856.35 |
494.19 |
54.9% |
41.89 |
4.7% |
9% |
False |
False |
|
100 |
1,426.01 |
856.35 |
569.66 |
63.3% |
41.64 |
4.6% |
8% |
False |
False |
|
120 |
1,523.27 |
856.35 |
666.92 |
74.1% |
41.03 |
4.6% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,053.07 |
2.618 |
1,005.23 |
1.618 |
975.92 |
1.000 |
957.81 |
0.618 |
946.61 |
HIGH |
928.50 |
0.618 |
917.30 |
0.500 |
913.85 |
0.382 |
910.39 |
LOW |
899.19 |
0.618 |
881.08 |
1.000 |
869.88 |
1.618 |
851.77 |
2.618 |
822.46 |
4.250 |
774.62 |
|
|
Fisher Pivots for day following 03-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
913.85 |
936.27 |
PP |
909.11 |
924.06 |
S1 |
904.38 |
911.85 |
|