Trading Metrics calculated at close of trading on 06-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2002 |
06-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,312.92 |
8,049.93 |
-262.99 |
-3.2% |
8,267.99 |
High |
8,312.92 |
8,418.15 |
105.23 |
1.3% |
8,762.14 |
Low |
8,030.82 |
8,049.93 |
19.11 |
0.2% |
8,203.82 |
Close |
8,043.63 |
8,274.09 |
230.46 |
2.9% |
8,313.13 |
Range |
282.10 |
368.22 |
86.12 |
30.5% |
558.32 |
ATR |
280.24 |
286.97 |
6.73 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,352.05 |
9,181.29 |
8,476.61 |
|
R3 |
8,983.83 |
8,813.07 |
8,375.35 |
|
R2 |
8,615.61 |
8,615.61 |
8,341.60 |
|
R1 |
8,444.85 |
8,444.85 |
8,307.84 |
8,530.23 |
PP |
8,247.39 |
8,247.39 |
8,247.39 |
8,290.08 |
S1 |
8,076.63 |
8,076.63 |
8,240.34 |
8,162.01 |
S2 |
7,879.17 |
7,879.17 |
8,206.58 |
|
S3 |
7,510.95 |
7,708.41 |
8,172.83 |
|
S4 |
7,142.73 |
7,340.19 |
8,071.57 |
|
|
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 |
8,736.73 |
8,030.82 |
705.91 |
8.5% |
281.86 |
3.4% |
34% |
False |
False |
|
10 |
8,762.14 |
7,532.66 |
1,229.48 |
14.9% |
326.12 |
3.9% |
60% |
False |
False |
|
20 |
9,134.23 |
7,532.66 |
1,601.57 |
19.4% |
313.73 |
3.8% |
46% |
False |
False |
|
40 |
9,758.80 |
7,532.66 |
2,226.14 |
26.9% |
259.80 |
3.1% |
33% |
False |
False |
|
60 |
10,353.40 |
7,532.66 |
2,820.74 |
34.1% |
222.30 |
2.7% |
26% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
34.1% |
205.78 |
2.5% |
26% |
False |
False |
|
100 |
10,673.10 |
7,532.66 |
3,140.44 |
38.0% |
191.15 |
2.3% |
24% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
38.0% |
186.57 |
2.3% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,983.09 |
2.618 |
9,382.15 |
1.618 |
9,013.93 |
1.000 |
8,786.37 |
0.618 |
8,645.71 |
HIGH |
8,418.15 |
0.618 |
8,277.49 |
0.500 |
8,234.04 |
0.382 |
8,190.59 |
LOW |
8,049.93 |
0.618 |
7,822.37 |
1.000 |
7,681.71 |
1.618 |
7,454.15 |
2.618 |
7,085.93 |
4.250 |
6,485.00 |
|
|
Fisher Pivots for day following 06-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,260.74 |
8,272.66 |
PP |
8,247.39 |
8,271.23 |
S1 |
8,234.04 |
8,269.80 |
|