Trading Metrics calculated at close of trading on 19-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2002 |
19-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,813.07 |
8,777.09 |
-35.98 |
-0.4% |
8,741.92 |
High |
8,837.52 |
8,994.12 |
156.60 |
1.8% |
8,854.21 |
Low |
8,709.39 |
8,753.52 |
44.13 |
0.5% |
8,353.07 |
Close |
8,778.06 |
8,990.79 |
212.73 |
2.4% |
8,778.06 |
Range |
128.13 |
240.60 |
112.47 |
87.8% |
501.14 |
ATR |
261.86 |
260.34 |
-1.52 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,634.61 |
9,553.30 |
9,123.12 |
|
R3 |
9,394.01 |
9,312.70 |
9,056.96 |
|
R2 |
9,153.41 |
9,153.41 |
9,034.90 |
|
R1 |
9,072.10 |
9,072.10 |
9,012.85 |
9,112.76 |
PP |
8,912.81 |
8,912.81 |
8,912.81 |
8,933.14 |
S1 |
8,831.50 |
8,831.50 |
8,968.74 |
8,872.16 |
S2 |
8,672.21 |
8,672.21 |
8,946.68 |
|
S3 |
8,431.61 |
8,590.90 |
8,924.63 |
|
S4 |
8,191.01 |
8,350.30 |
8,858.46 |
|
|
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 |
8,994.12 |
8,353.07 |
641.05 |
7.1% |
240.49 |
2.7% |
99% |
True |
False |
|
10 |
8,994.12 |
8,049.93 |
944.19 |
10.5% |
248.41 |
2.8% |
100% |
True |
False |
|
20 |
8,994.12 |
7,532.66 |
1,461.46 |
16.3% |
279.43 |
3.1% |
100% |
True |
False |
|
40 |
9,413.08 |
7,532.66 |
1,880.42 |
20.9% |
271.67 |
3.0% |
78% |
False |
False |
|
60 |
10,217.70 |
7,532.66 |
2,685.04 |
29.9% |
236.67 |
2.6% |
54% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
31.4% |
216.42 |
2.4% |
52% |
False |
False |
|
100 |
10,502.60 |
7,532.66 |
2,969.94 |
33.0% |
200.76 |
2.2% |
49% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
34.9% |
191.26 |
2.1% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,016.67 |
2.618 |
9,624.01 |
1.618 |
9,383.41 |
1.000 |
9,234.72 |
0.618 |
9,142.81 |
HIGH |
8,994.12 |
0.618 |
8,902.21 |
0.500 |
8,873.82 |
0.382 |
8,845.43 |
LOW |
8,753.52 |
0.618 |
8,604.83 |
1.000 |
8,512.92 |
1.618 |
8,364.23 |
2.618 |
8,123.63 |
4.250 |
7,730.97 |
|
|
Fisher Pivots for day following 19-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,951.80 |
8,940.87 |
PP |
8,912.81 |
8,890.94 |
S1 |
8,873.82 |
8,841.02 |
|