Trading Metrics calculated at close of trading on 15-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2002 |
15-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,479.14 |
8,745.04 |
265.90 |
3.1% |
8,312.92 |
High |
8,748.29 |
8,854.21 |
105.92 |
1.2% |
8,796.68 |
Low |
8,353.07 |
8,687.92 |
334.85 |
4.0% |
8,030.82 |
Close |
8,743.31 |
8,818.14 |
74.83 |
0.9% |
8,745.45 |
Range |
395.22 |
166.29 |
-228.93 |
-57.9% |
765.86 |
ATR |
280.29 |
272.15 |
-8.14 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,285.63 |
9,218.17 |
8,909.60 |
|
R3 |
9,119.34 |
9,051.88 |
8,863.87 |
|
R2 |
8,953.05 |
8,953.05 |
8,848.63 |
|
R1 |
8,885.59 |
8,885.59 |
8,833.38 |
8,919.32 |
PP |
8,786.76 |
8,786.76 |
8,786.76 |
8,803.62 |
S1 |
8,719.30 |
8,719.30 |
8,802.90 |
8,753.03 |
S2 |
8,620.47 |
8,620.47 |
8,787.65 |
|
S3 |
8,454.18 |
8,553.01 |
8,772.41 |
|
S4 |
8,287.89 |
8,386.72 |
8,726.68 |
|
|
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 |
8,854.21 |
8,353.07 |
501.14 |
5.7% |
242.89 |
2.8% |
93% |
True |
False |
|
10 |
8,854.21 |
8,030.82 |
823.39 |
9.3% |
270.24 |
3.1% |
96% |
True |
False |
|
20 |
8,854.21 |
7,532.66 |
1,321.55 |
15.0% |
302.29 |
3.4% |
97% |
True |
False |
|
40 |
9,573.89 |
7,532.66 |
2,041.23 |
23.1% |
271.40 |
3.1% |
63% |
False |
False |
|
60 |
10,217.70 |
7,532.66 |
2,685.04 |
30.4% |
234.25 |
2.7% |
48% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
32.0% |
214.92 |
2.4% |
46% |
False |
False |
|
100 |
10,502.60 |
7,532.66 |
2,969.94 |
33.7% |
199.79 |
2.3% |
43% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
35.6% |
191.10 |
2.2% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,560.94 |
2.618 |
9,289.56 |
1.618 |
9,123.27 |
1.000 |
9,020.50 |
0.618 |
8,956.98 |
HIGH |
8,854.21 |
0.618 |
8,790.69 |
0.500 |
8,771.07 |
0.382 |
8,751.44 |
LOW |
8,687.92 |
0.618 |
8,585.15 |
1.000 |
8,521.63 |
1.618 |
8,418.86 |
2.618 |
8,252.57 |
4.250 |
7,981.19 |
|
|
Fisher Pivots for day following 15-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,802.45 |
8,746.64 |
PP |
8,786.76 |
8,675.14 |
S1 |
8,771.07 |
8,603.64 |
|