Trading Metrics calculated at close of trading on 13-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2002 |
13-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,741.92 |
8,683.15 |
-58.77 |
-0.7% |
8,312.92 |
High |
8,742.06 |
8,745.52 |
3.46 |
0.0% |
8,796.68 |
Low |
8,582.01 |
8,473.32 |
-108.69 |
-1.3% |
8,030.82 |
Close |
8,688.89 |
8,482.39 |
-206.50 |
-2.4% |
8,745.45 |
Range |
160.05 |
272.20 |
112.15 |
70.1% |
765.86 |
ATR |
271.39 |
271.45 |
0.06 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,383.68 |
9,205.23 |
8,632.10 |
|
R3 |
9,111.48 |
8,933.03 |
8,557.25 |
|
R2 |
8,839.28 |
8,839.28 |
8,532.29 |
|
R1 |
8,660.83 |
8,660.83 |
8,507.34 |
8,613.96 |
PP |
8,567.08 |
8,567.08 |
8,567.08 |
8,543.64 |
S1 |
8,388.63 |
8,388.63 |
8,457.44 |
8,341.76 |
S2 |
8,294.88 |
8,294.88 |
8,432.49 |
|
S3 |
8,022.68 |
8,116.43 |
8,407.54 |
|
S4 |
7,750.48 |
7,844.23 |
8,332.68 |
|
|
Weekly Pivots for week ending 09-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,821.90 |
10,549.53 |
9,166.67 |
|
R3 |
10,056.04 |
9,783.67 |
8,956.06 |
|
R2 |
9,290.18 |
9,290.18 |
8,885.86 |
|
R1 |
9,017.81 |
9,017.81 |
8,815.65 |
9,154.00 |
PP |
8,524.32 |
8,524.32 |
8,524.32 |
8,592.41 |
S1 |
8,251.95 |
8,251.95 |
8,675.25 |
8,388.14 |
S2 |
7,758.46 |
7,758.46 |
8,605.04 |
|
S3 |
6,992.60 |
7,486.09 |
8,534.84 |
|
S4 |
6,226.74 |
6,720.23 |
8,324.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,796.68 |
8,214.62 |
582.06 |
6.9% |
237.12 |
2.8% |
46% |
False |
False |
|
10 |
8,796.68 |
8,030.82 |
765.86 |
9.0% |
259.49 |
3.1% |
59% |
False |
False |
|
20 |
8,796.68 |
7,532.66 |
1,264.02 |
14.9% |
298.62 |
3.5% |
75% |
False |
False |
|
40 |
9,733.39 |
7,532.66 |
2,200.73 |
25.9% |
264.25 |
3.1% |
43% |
False |
False |
|
60 |
10,348.90 |
7,532.66 |
2,816.24 |
33.2% |
230.62 |
2.7% |
34% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
33.3% |
211.08 |
2.5% |
34% |
False |
False |
|
100 |
10,502.60 |
7,532.66 |
2,969.94 |
35.0% |
196.91 |
2.3% |
32% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
37.0% |
189.86 |
2.2% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,902.37 |
2.618 |
9,458.14 |
1.618 |
9,185.94 |
1.000 |
9,017.72 |
0.618 |
8,913.74 |
HIGH |
8,745.52 |
0.618 |
8,641.54 |
0.500 |
8,609.42 |
0.382 |
8,577.30 |
LOW |
8,473.32 |
0.618 |
8,305.10 |
1.000 |
8,201.12 |
1.618 |
8,032.90 |
2.618 |
7,760.70 |
4.250 |
7,316.47 |
|
|
Fisher Pivots for day following 13-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,609.42 |
8,635.00 |
PP |
8,567.08 |
8,584.13 |
S1 |
8,524.73 |
8,533.26 |
|