Trading Metrics calculated at close of trading on 04-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2002 |
04-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
928.50 |
904.82 |
-23.68 |
-2.6% |
1,017.62 |
High |
928.50 |
925.26 |
-3.24 |
-0.3% |
1,021.66 |
Low |
899.19 |
895.41 |
-3.78 |
-0.4% |
926.61 |
Close |
899.64 |
920.98 |
21.34 |
2.4% |
942.38 |
Range |
29.31 |
29.85 |
0.54 |
1.8% |
95.05 |
ATR |
40.75 |
39.97 |
-0.78 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,003.43 |
992.06 |
937.40 |
|
R3 |
973.58 |
962.21 |
929.19 |
|
R2 |
943.73 |
943.73 |
926.45 |
|
R1 |
932.36 |
932.36 |
923.72 |
938.05 |
PP |
913.88 |
913.88 |
913.88 |
916.73 |
S1 |
902.51 |
902.51 |
918.24 |
908.20 |
S2 |
884.03 |
884.03 |
915.51 |
|
S3 |
854.18 |
872.66 |
912.77 |
|
S4 |
824.33 |
842.81 |
904.56 |
|
|
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 |
973.34 |
895.41 |
77.93 |
8.5% |
31.27 |
3.4% |
33% |
False |
True |
|
10 |
1,052.49 |
895.41 |
157.08 |
17.1% |
32.96 |
3.6% |
16% |
False |
True |
|
20 |
1,052.49 |
883.37 |
169.12 |
18.4% |
36.61 |
4.0% |
22% |
False |
False |
|
40 |
1,060.77 |
856.35 |
204.42 |
22.2% |
41.93 |
4.6% |
32% |
False |
False |
|
60 |
1,163.46 |
856.35 |
307.11 |
33.3% |
42.56 |
4.6% |
21% |
False |
False |
|
80 |
1,350.54 |
856.35 |
494.19 |
53.7% |
41.48 |
4.5% |
13% |
False |
False |
|
100 |
1,426.01 |
856.35 |
569.66 |
61.9% |
41.62 |
4.5% |
11% |
False |
False |
|
120 |
1,523.27 |
856.35 |
666.92 |
72.4% |
41.07 |
4.5% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,052.12 |
2.618 |
1,003.41 |
1.618 |
973.56 |
1.000 |
955.11 |
0.618 |
943.71 |
HIGH |
925.26 |
0.618 |
913.86 |
0.500 |
910.34 |
0.382 |
906.81 |
LOW |
895.41 |
0.618 |
876.96 |
1.000 |
865.56 |
1.618 |
847.11 |
2.618 |
817.26 |
4.250 |
768.55 |
|
|
Fisher Pivots for day following 04-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
917.43 |
930.17 |
PP |
913.88 |
927.11 |
S1 |
910.34 |
924.04 |
|