| Trading Metrics calculated at close of trading on 08-Aug-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2002 |
08-Aug-2002 |
Change |
Change % |
Previous Week |
| Open |
8,282.25 |
8,456.29 |
174.04 |
2.1% |
8,267.99 |
| High |
8,460.17 |
8,717.42 |
257.25 |
3.0% |
8,762.14 |
| Low |
8,214.62 |
8,430.33 |
215.71 |
2.6% |
8,203.82 |
| Close |
8,456.15 |
8,712.02 |
255.87 |
3.0% |
8,313.13 |
| Range |
245.55 |
287.09 |
41.54 |
16.9% |
558.32 |
| ATR |
284.01 |
284.23 |
0.22 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,481.19 |
9,383.70 |
8,869.92 |
|
| R3 |
9,194.10 |
9,096.61 |
8,790.97 |
|
| R2 |
8,907.01 |
8,907.01 |
8,764.65 |
|
| R1 |
8,809.52 |
8,809.52 |
8,738.34 |
8,858.27 |
| PP |
8,619.92 |
8,619.92 |
8,619.92 |
8,644.30 |
| S1 |
8,522.43 |
8,522.43 |
8,685.70 |
8,571.18 |
| S2 |
8,332.83 |
8,332.83 |
8,659.39 |
|
| S3 |
8,045.74 |
8,235.34 |
8,633.07 |
|
| S4 |
7,758.65 |
7,948.25 |
8,554.12 |
|
|
| 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 |
8,717.42 |
8,030.82 |
686.60 |
7.9% |
297.58 |
3.4% |
99% |
True |
False |
|
| 10 |
8,762.14 |
8,030.82 |
731.32 |
8.4% |
276.10 |
3.2% |
93% |
False |
False |
|
| 20 |
8,849.22 |
7,532.66 |
1,316.56 |
15.1% |
311.76 |
3.6% |
90% |
False |
False |
|
| 40 |
9,733.39 |
7,532.66 |
2,200.73 |
25.3% |
262.49 |
3.0% |
54% |
False |
False |
|
| 60 |
10,353.40 |
7,532.66 |
2,820.74 |
32.4% |
224.91 |
2.6% |
42% |
False |
False |
|
| 80 |
10,353.40 |
7,532.66 |
2,820.74 |
32.4% |
207.89 |
2.4% |
42% |
False |
False |
|
| 100 |
10,673.10 |
7,532.66 |
3,140.44 |
36.0% |
194.16 |
2.2% |
38% |
False |
False |
|
| 120 |
10,673.10 |
7,532.66 |
3,140.44 |
36.0% |
189.29 |
2.2% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,937.55 |
|
2.618 |
9,469.02 |
|
1.618 |
9,181.93 |
|
1.000 |
9,004.51 |
|
0.618 |
8,894.84 |
|
HIGH |
8,717.42 |
|
0.618 |
8,607.75 |
|
0.500 |
8,573.88 |
|
0.382 |
8,540.00 |
|
LOW |
8,430.33 |
|
0.618 |
8,252.91 |
|
1.000 |
8,143.24 |
|
1.618 |
7,965.82 |
|
2.618 |
7,678.73 |
|
4.250 |
7,210.20 |
|
|
| Fisher Pivots for day following 08-Aug-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,665.97 |
8,602.57 |
| PP |
8,619.92 |
8,493.12 |
| S1 |
8,573.88 |
8,383.68 |
|