Trading Metrics calculated at close of trading on 07-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2002 |
07-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,049.93 |
8,282.25 |
232.32 |
2.9% |
8,267.99 |
High |
8,418.15 |
8,460.17 |
42.02 |
0.5% |
8,762.14 |
Low |
8,049.93 |
8,214.62 |
164.69 |
2.0% |
8,203.82 |
Close |
8,274.09 |
8,456.15 |
182.06 |
2.2% |
8,313.13 |
Range |
368.22 |
245.55 |
-122.67 |
-33.3% |
558.32 |
ATR |
286.97 |
284.01 |
-2.96 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,113.63 |
9,030.44 |
8,591.20 |
|
R3 |
8,868.08 |
8,784.89 |
8,523.68 |
|
R2 |
8,622.53 |
8,622.53 |
8,501.17 |
|
R1 |
8,539.34 |
8,539.34 |
8,478.66 |
8,580.94 |
PP |
8,376.98 |
8,376.98 |
8,376.98 |
8,397.78 |
S1 |
8,293.79 |
8,293.79 |
8,433.64 |
8,335.39 |
S2 |
8,131.43 |
8,131.43 |
8,411.13 |
|
S3 |
7,885.88 |
8,048.24 |
8,388.62 |
|
S4 |
7,640.33 |
7,802.69 |
8,321.10 |
|
|
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 |
8,734.31 |
8,030.82 |
703.49 |
8.3% |
291.05 |
3.4% |
60% |
False |
False |
|
10 |
8,762.14 |
7,945.95 |
816.19 |
9.7% |
283.73 |
3.4% |
63% |
False |
False |
|
20 |
8,854.90 |
7,532.66 |
1,322.24 |
15.6% |
309.88 |
3.7% |
70% |
False |
False |
|
40 |
9,733.39 |
7,532.66 |
2,200.73 |
26.0% |
259.68 |
3.1% |
42% |
False |
False |
|
60 |
10,353.40 |
7,532.66 |
2,820.74 |
33.4% |
223.21 |
2.6% |
33% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
33.4% |
206.91 |
2.4% |
33% |
False |
False |
|
100 |
10,673.10 |
7,532.66 |
3,140.44 |
37.1% |
192.65 |
2.3% |
29% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
37.1% |
187.84 |
2.2% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,503.76 |
2.618 |
9,103.02 |
1.618 |
8,857.47 |
1.000 |
8,705.72 |
0.618 |
8,611.92 |
HIGH |
8,460.17 |
0.618 |
8,366.37 |
0.500 |
8,337.40 |
0.382 |
8,308.42 |
LOW |
8,214.62 |
0.618 |
8,062.87 |
1.000 |
7,969.07 |
1.618 |
7,817.32 |
2.618 |
7,571.77 |
4.250 |
7,171.03 |
|
|
Fisher Pivots for day following 07-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,416.57 |
8,385.93 |
PP |
8,376.98 |
8,315.71 |
S1 |
8,337.40 |
8,245.50 |
|