Trading Metrics calculated at close of trading on 20-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2002 |
20-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,777.09 |
8,986.50 |
209.41 |
2.4% |
8,741.92 |
High |
8,994.12 |
8,986.50 |
-7.62 |
-0.1% |
8,854.21 |
Low |
8,753.52 |
8,822.02 |
68.50 |
0.8% |
8,353.07 |
Close |
8,990.79 |
8,872.07 |
-118.72 |
-1.3% |
8,778.06 |
Range |
240.60 |
164.48 |
-76.12 |
-31.6% |
501.14 |
ATR |
260.34 |
253.80 |
-6.54 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,386.97 |
9,294.00 |
8,962.53 |
|
R3 |
9,222.49 |
9,129.52 |
8,917.30 |
|
R2 |
9,058.01 |
9,058.01 |
8,902.22 |
|
R1 |
8,965.04 |
8,965.04 |
8,887.15 |
8,929.29 |
PP |
8,893.53 |
8,893.53 |
8,893.53 |
8,875.65 |
S1 |
8,800.56 |
8,800.56 |
8,856.99 |
8,764.81 |
S2 |
8,729.05 |
8,729.05 |
8,841.92 |
|
S3 |
8,564.57 |
8,636.08 |
8,826.84 |
|
S4 |
8,400.09 |
8,471.60 |
8,781.61 |
|
|
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 |
7.2% |
218.94 |
2.5% |
81% |
False |
False |
|
10 |
8,994.12 |
8,214.62 |
779.50 |
8.8% |
228.03 |
2.6% |
84% |
False |
False |
|
20 |
8,994.12 |
7,532.66 |
1,461.46 |
16.5% |
277.07 |
3.1% |
92% |
False |
False |
|
40 |
9,413.08 |
7,532.66 |
1,880.42 |
21.2% |
268.62 |
3.0% |
71% |
False |
False |
|
60 |
10,118.50 |
7,532.66 |
2,585.84 |
29.1% |
237.20 |
2.7% |
52% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
31.8% |
216.32 |
2.4% |
47% |
False |
False |
|
100 |
10,402.10 |
7,532.66 |
2,869.44 |
32.3% |
201.42 |
2.3% |
47% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
35.4% |
191.52 |
2.2% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,685.54 |
2.618 |
9,417.11 |
1.618 |
9,252.63 |
1.000 |
9,150.98 |
0.618 |
9,088.15 |
HIGH |
8,986.50 |
0.618 |
8,923.67 |
0.500 |
8,904.26 |
0.382 |
8,884.85 |
LOW |
8,822.02 |
0.618 |
8,720.37 |
1.000 |
8,657.54 |
1.618 |
8,555.89 |
2.618 |
8,391.41 |
4.250 |
8,122.98 |
|
|
Fisher Pivots for day following 20-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,904.26 |
8,865.30 |
PP |
8,893.53 |
8,858.53 |
S1 |
8,882.80 |
8,851.76 |
|