Trading Metrics calculated at close of trading on 16-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2002 |
16-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,745.04 |
8,813.07 |
68.03 |
0.8% |
8,741.92 |
High |
8,854.21 |
8,837.52 |
-16.69 |
-0.2% |
8,854.21 |
Low |
8,687.92 |
8,709.39 |
21.47 |
0.2% |
8,353.07 |
Close |
8,818.14 |
8,778.06 |
-40.08 |
-0.5% |
8,778.06 |
Range |
166.29 |
128.13 |
-38.16 |
-22.9% |
501.14 |
ATR |
272.15 |
261.86 |
-10.29 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,159.38 |
9,096.85 |
8,848.53 |
|
R3 |
9,031.25 |
8,968.72 |
8,813.30 |
|
R2 |
8,903.12 |
8,903.12 |
8,801.55 |
|
R1 |
8,840.59 |
8,840.59 |
8,789.81 |
8,807.79 |
PP |
8,774.99 |
8,774.99 |
8,774.99 |
8,758.59 |
S1 |
8,712.46 |
8,712.46 |
8,766.31 |
8,679.66 |
S2 |
8,646.86 |
8,646.86 |
8,754.57 |
|
S3 |
8,518.73 |
8,584.33 |
8,742.82 |
|
S4 |
8,390.60 |
8,456.20 |
8,707.59 |
|
|
Weekly Pivots for week ending 16-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,165.20 |
9,972.77 |
9,053.69 |
|
R3 |
9,664.06 |
9,471.63 |
8,915.87 |
|
R2 |
9,162.92 |
9,162.92 |
8,869.94 |
|
R1 |
8,970.49 |
8,970.49 |
8,824.00 |
9,066.71 |
PP |
8,661.78 |
8,661.78 |
8,661.78 |
8,709.89 |
S1 |
8,469.35 |
8,469.35 |
8,732.12 |
8,565.57 |
S2 |
8,160.64 |
8,160.64 |
8,686.18 |
|
S3 |
7,659.50 |
7,968.21 |
8,640.25 |
|
S4 |
7,158.36 |
7,467.07 |
8,502.43 |
|
|
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% |
224.38 |
2.6% |
85% |
False |
False |
|
10 |
8,854.21 |
8,030.82 |
823.39 |
9.4% |
252.56 |
2.9% |
91% |
False |
False |
|
20 |
8,854.21 |
7,532.66 |
1,321.55 |
15.1% |
286.72 |
3.3% |
94% |
False |
False |
|
40 |
9,430.66 |
7,532.66 |
1,898.00 |
21.6% |
270.90 |
3.1% |
66% |
False |
False |
|
60 |
10,217.70 |
7,532.66 |
2,685.04 |
30.6% |
234.81 |
2.7% |
46% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
32.1% |
214.82 |
2.4% |
44% |
False |
False |
|
100 |
10,502.60 |
7,532.66 |
2,969.94 |
33.8% |
199.51 |
2.3% |
42% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
35.8% |
190.89 |
2.2% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,382.07 |
2.618 |
9,172.96 |
1.618 |
9,044.83 |
1.000 |
8,965.65 |
0.618 |
8,916.70 |
HIGH |
8,837.52 |
0.618 |
8,788.57 |
0.500 |
8,773.46 |
0.382 |
8,758.34 |
LOW |
8,709.39 |
0.618 |
8,630.21 |
1.000 |
8,581.26 |
1.618 |
8,502.08 |
2.618 |
8,373.95 |
4.250 |
8,164.84 |
|
|
Fisher Pivots for day following 16-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,776.53 |
8,719.92 |
PP |
8,774.99 |
8,661.78 |
S1 |
8,773.46 |
8,603.64 |
|