Trading Metrics calculated at close of trading on 21-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2002 |
21-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,986.50 |
8,866.14 |
-120.36 |
-1.3% |
8,741.92 |
High |
8,986.50 |
8,974.36 |
-12.14 |
-0.1% |
8,854.21 |
Low |
8,822.02 |
8,798.89 |
-23.13 |
-0.3% |
8,353.07 |
Close |
8,872.07 |
8,957.23 |
85.16 |
1.0% |
8,778.06 |
Range |
164.48 |
175.47 |
10.99 |
6.7% |
501.14 |
ATR |
253.80 |
248.21 |
-5.60 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,436.57 |
9,372.37 |
9,053.74 |
|
R3 |
9,261.10 |
9,196.90 |
9,005.48 |
|
R2 |
9,085.63 |
9,085.63 |
8,989.40 |
|
R1 |
9,021.43 |
9,021.43 |
8,973.31 |
9,053.53 |
PP |
8,910.16 |
8,910.16 |
8,910.16 |
8,926.21 |
S1 |
8,845.96 |
8,845.96 |
8,941.15 |
8,878.06 |
S2 |
8,734.69 |
8,734.69 |
8,925.06 |
|
S3 |
8,559.22 |
8,670.49 |
8,908.98 |
|
S4 |
8,383.75 |
8,495.02 |
8,860.72 |
|
|
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 |
8,687.92 |
306.20 |
3.4% |
174.99 |
2.0% |
88% |
False |
False |
|
10 |
8,994.12 |
8,353.07 |
641.05 |
7.2% |
221.02 |
2.5% |
94% |
False |
False |
|
20 |
8,994.12 |
7,945.95 |
1,048.17 |
11.7% |
252.38 |
2.8% |
96% |
False |
False |
|
40 |
9,410.38 |
7,532.66 |
1,877.72 |
21.0% |
265.46 |
3.0% |
76% |
False |
False |
|
60 |
10,042.30 |
7,532.66 |
2,509.64 |
28.0% |
237.51 |
2.7% |
57% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
31.5% |
216.95 |
2.4% |
51% |
False |
False |
|
100 |
10,394.70 |
7,532.66 |
2,862.04 |
32.0% |
201.79 |
2.3% |
50% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
35.1% |
190.78 |
2.1% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,720.11 |
2.618 |
9,433.74 |
1.618 |
9,258.27 |
1.000 |
9,149.83 |
0.618 |
9,082.80 |
HIGH |
8,974.36 |
0.618 |
8,907.33 |
0.500 |
8,886.63 |
0.382 |
8,865.92 |
LOW |
8,798.89 |
0.618 |
8,690.45 |
1.000 |
8,623.42 |
1.618 |
8,514.98 |
2.618 |
8,339.51 |
4.250 |
8,053.14 |
|
|
Fisher Pivots for day following 21-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,933.70 |
8,929.43 |
PP |
8,910.16 |
8,901.62 |
S1 |
8,886.63 |
8,873.82 |
|