Trading Metrics calculated at close of trading on 14-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2002 |
14-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,683.15 |
8,479.14 |
-204.01 |
-2.3% |
8,312.92 |
High |
8,745.52 |
8,748.29 |
2.77 |
0.0% |
8,796.68 |
Low |
8,473.32 |
8,353.07 |
-120.25 |
-1.4% |
8,030.82 |
Close |
8,482.39 |
8,743.31 |
260.92 |
3.1% |
8,745.45 |
Range |
272.20 |
395.22 |
123.02 |
45.2% |
765.86 |
ATR |
271.45 |
280.29 |
8.84 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,800.55 |
9,667.15 |
8,960.68 |
|
R3 |
9,405.33 |
9,271.93 |
8,852.00 |
|
R2 |
9,010.11 |
9,010.11 |
8,815.77 |
|
R1 |
8,876.71 |
8,876.71 |
8,779.54 |
8,943.41 |
PP |
8,614.89 |
8,614.89 |
8,614.89 |
8,648.24 |
S1 |
8,481.49 |
8,481.49 |
8,707.08 |
8,548.19 |
S2 |
8,219.67 |
8,219.67 |
8,670.85 |
|
S3 |
7,824.45 |
8,086.27 |
8,634.62 |
|
S4 |
7,429.23 |
7,691.05 |
8,525.94 |
|
|
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 |
8,353.07 |
443.61 |
5.1% |
267.05 |
3.1% |
88% |
False |
True |
|
10 |
8,796.68 |
8,030.82 |
765.86 |
8.8% |
279.05 |
3.2% |
93% |
False |
False |
|
20 |
8,796.68 |
7,532.66 |
1,264.02 |
14.5% |
304.85 |
3.5% |
96% |
False |
False |
|
40 |
9,733.39 |
7,532.66 |
2,200.73 |
25.2% |
272.01 |
3.1% |
55% |
False |
False |
|
60 |
10,293.00 |
7,532.66 |
2,760.34 |
31.6% |
234.92 |
2.7% |
44% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
32.3% |
214.19 |
2.4% |
43% |
False |
False |
|
100 |
10,502.60 |
7,532.66 |
2,969.94 |
34.0% |
199.82 |
2.3% |
41% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
35.9% |
191.43 |
2.2% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,427.98 |
2.618 |
9,782.98 |
1.618 |
9,387.76 |
1.000 |
9,143.51 |
0.618 |
8,992.54 |
HIGH |
8,748.29 |
0.618 |
8,597.32 |
0.500 |
8,550.68 |
0.382 |
8,504.04 |
LOW |
8,353.07 |
0.618 |
8,108.82 |
1.000 |
7,957.85 |
1.618 |
7,713.60 |
2.618 |
7,318.38 |
4.250 |
6,673.39 |
|
|
Fisher Pivots for day following 14-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,679.10 |
8,679.10 |
PP |
8,614.89 |
8,614.89 |
S1 |
8,550.68 |
8,550.68 |
|