Trading Metrics calculated at close of trading on 05-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2002 |
05-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,504.96 |
8,312.92 |
-192.04 |
-2.3% |
8,267.99 |
High |
8,508.77 |
8,312.92 |
-195.85 |
-2.3% |
8,762.14 |
Low |
8,203.82 |
8,030.82 |
-173.00 |
-2.1% |
8,203.82 |
Close |
8,313.13 |
8,043.63 |
-269.50 |
-3.2% |
8,313.13 |
Range |
304.95 |
282.10 |
-22.85 |
-7.5% |
558.32 |
ATR |
280.08 |
280.24 |
0.16 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,975.42 |
8,791.63 |
8,198.79 |
|
R3 |
8,693.32 |
8,509.53 |
8,121.21 |
|
R2 |
8,411.22 |
8,411.22 |
8,095.35 |
|
R1 |
8,227.43 |
8,227.43 |
8,069.49 |
8,178.28 |
PP |
8,129.12 |
8,129.12 |
8,129.12 |
8,104.55 |
S1 |
7,945.33 |
7,945.33 |
8,017.77 |
7,896.18 |
S2 |
7,847.02 |
7,847.02 |
7,991.91 |
|
S3 |
7,564.92 |
7,663.23 |
7,966.05 |
|
S4 |
7,282.82 |
7,381.13 |
7,888.48 |
|
|
Weekly Pivots for week ending 02-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,101.32 |
9,765.55 |
8,620.21 |
|
R3 |
9,543.00 |
9,207.23 |
8,466.67 |
|
R2 |
8,984.68 |
8,984.68 |
8,415.49 |
|
R1 |
8,648.91 |
8,648.91 |
8,364.31 |
8,816.80 |
PP |
8,426.36 |
8,426.36 |
8,426.36 |
8,510.31 |
S1 |
8,090.59 |
8,090.59 |
8,261.95 |
8,258.48 |
S2 |
7,868.04 |
7,868.04 |
8,210.77 |
|
S3 |
7,309.72 |
7,532.27 |
8,159.59 |
|
S4 |
6,751.40 |
6,973.95 |
8,006.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,762.14 |
8,030.82 |
731.32 |
9.1% |
252.62 |
3.1% |
2% |
False |
True |
|
10 |
8,762.14 |
7,532.66 |
1,229.48 |
15.3% |
310.45 |
3.9% |
42% |
False |
False |
|
20 |
9,318.10 |
7,532.66 |
1,785.44 |
22.2% |
307.13 |
3.8% |
29% |
False |
False |
|
40 |
9,758.80 |
7,532.66 |
2,226.14 |
27.7% |
254.48 |
3.2% |
23% |
False |
False |
|
60 |
10,353.40 |
7,532.66 |
2,820.74 |
35.1% |
218.49 |
2.7% |
18% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
35.1% |
202.42 |
2.5% |
18% |
False |
False |
|
100 |
10,673.10 |
7,532.66 |
3,140.44 |
39.0% |
188.23 |
2.3% |
16% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
39.0% |
184.68 |
2.3% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,511.85 |
2.618 |
9,051.46 |
1.618 |
8,769.36 |
1.000 |
8,595.02 |
0.618 |
8,487.26 |
HIGH |
8,312.92 |
0.618 |
8,205.16 |
0.500 |
8,171.87 |
0.382 |
8,138.58 |
LOW |
8,030.82 |
0.618 |
7,856.48 |
1.000 |
7,748.72 |
1.618 |
7,574.38 |
2.618 |
7,292.28 |
4.250 |
6,831.90 |
|
|
Fisher Pivots for day following 05-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,171.87 |
8,382.57 |
PP |
8,129.12 |
8,269.59 |
S1 |
8,086.38 |
8,156.61 |
|