| Trading Metrics calculated at close of trading on 22-Aug-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2002 |
22-Aug-2002 |
Change |
Change % |
Previous Week |
| Open |
8,866.14 |
8,961.18 |
95.04 |
1.1% |
8,741.92 |
| High |
8,974.36 |
9,077.01 |
102.65 |
1.1% |
8,854.21 |
| Low |
8,798.89 |
8,926.92 |
128.03 |
1.5% |
8,353.07 |
| Close |
8,957.23 |
9,053.64 |
96.41 |
1.1% |
8,778.06 |
| Range |
175.47 |
150.09 |
-25.38 |
-14.5% |
501.14 |
| ATR |
248.21 |
241.20 |
-7.01 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,469.46 |
9,411.64 |
9,136.19 |
|
| R3 |
9,319.37 |
9,261.55 |
9,094.91 |
|
| R2 |
9,169.28 |
9,169.28 |
9,081.16 |
|
| R1 |
9,111.46 |
9,111.46 |
9,067.40 |
9,140.37 |
| PP |
9,019.19 |
9,019.19 |
9,019.19 |
9,033.65 |
| S1 |
8,961.37 |
8,961.37 |
9,039.88 |
8,990.28 |
| S2 |
8,869.10 |
8,869.10 |
9,026.12 |
|
| S3 |
8,719.01 |
8,811.28 |
9,012.37 |
|
| S4 |
8,568.92 |
8,661.19 |
8,971.09 |
|
|
| 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 |
9,077.01 |
8,709.39 |
367.62 |
4.1% |
171.75 |
1.9% |
94% |
True |
False |
|
| 10 |
9,077.01 |
8,353.07 |
723.94 |
8.0% |
207.32 |
2.3% |
97% |
True |
False |
|
| 20 |
9,077.01 |
8,030.82 |
1,046.19 |
11.6% |
241.71 |
2.7% |
98% |
True |
False |
|
| 40 |
9,410.38 |
7,532.66 |
1,877.72 |
20.7% |
263.36 |
2.9% |
81% |
False |
False |
|
| 60 |
10,042.30 |
7,532.66 |
2,509.64 |
27.7% |
238.92 |
2.6% |
61% |
False |
False |
|
| 80 |
10,353.40 |
7,532.66 |
2,820.74 |
31.2% |
216.48 |
2.4% |
54% |
False |
False |
|
| 100 |
10,394.70 |
7,532.66 |
2,862.04 |
31.6% |
202.41 |
2.2% |
53% |
False |
False |
|
| 120 |
10,673.10 |
7,532.66 |
3,140.44 |
34.7% |
190.09 |
2.1% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,714.89 |
|
2.618 |
9,469.95 |
|
1.618 |
9,319.86 |
|
1.000 |
9,227.10 |
|
0.618 |
9,169.77 |
|
HIGH |
9,077.01 |
|
0.618 |
9,019.68 |
|
0.500 |
9,001.97 |
|
0.382 |
8,984.25 |
|
LOW |
8,926.92 |
|
0.618 |
8,834.16 |
|
1.000 |
8,776.83 |
|
1.618 |
8,684.07 |
|
2.618 |
8,533.98 |
|
4.250 |
8,289.04 |
|
|
| Fisher Pivots for day following 22-Aug-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,036.42 |
9,015.08 |
| PP |
9,019.19 |
8,976.51 |
| S1 |
9,001.97 |
8,937.95 |
|