Trading Metrics calculated at close of trading on 27-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2002 |
27-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,873.93 |
8,917.49 |
43.56 |
0.5% |
8,777.09 |
High |
8,949.53 |
9,017.02 |
67.49 |
0.8% |
9,077.01 |
Low |
8,756.02 |
8,782.03 |
26.01 |
0.3% |
8,753.52 |
Close |
8,919.01 |
8,824.41 |
-94.60 |
-1.1% |
8,872.96 |
Range |
193.51 |
234.99 |
41.48 |
21.4% |
323.49 |
ATR |
236.63 |
236.51 |
-0.12 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,579.46 |
9,436.92 |
8,953.65 |
|
R3 |
9,344.47 |
9,201.93 |
8,889.03 |
|
R2 |
9,109.48 |
9,109.48 |
8,867.49 |
|
R1 |
8,966.94 |
8,966.94 |
8,845.95 |
8,920.72 |
PP |
8,874.49 |
8,874.49 |
8,874.49 |
8,851.37 |
S1 |
8,731.95 |
8,731.95 |
8,802.87 |
8,685.73 |
S2 |
8,639.50 |
8,639.50 |
8,781.33 |
|
S3 |
8,404.51 |
8,496.96 |
8,759.79 |
|
S4 |
8,169.52 |
8,261.97 |
8,695.17 |
|
|
Weekly Pivots for week ending 23-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,871.63 |
9,695.79 |
9,050.88 |
|
R3 |
9,548.14 |
9,372.30 |
8,961.92 |
|
R2 |
9,224.65 |
9,224.65 |
8,932.27 |
|
R1 |
9,048.81 |
9,048.81 |
8,902.61 |
9,136.73 |
PP |
8,901.16 |
8,901.16 |
8,901.16 |
8,945.13 |
S1 |
8,725.32 |
8,725.32 |
8,843.31 |
8,813.24 |
S2 |
8,577.67 |
8,577.67 |
8,813.65 |
|
S3 |
8,254.18 |
8,401.83 |
8,784.00 |
|
S4 |
7,930.69 |
8,078.34 |
8,695.04 |
|
|
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 |
8,756.02 |
320.99 |
3.6% |
195.12 |
2.2% |
21% |
False |
False |
|
10 |
9,077.01 |
8,353.07 |
723.94 |
8.2% |
207.03 |
2.3% |
65% |
False |
False |
|
20 |
9,077.01 |
8,030.82 |
1,046.19 |
11.9% |
233.26 |
2.6% |
76% |
False |
False |
|
40 |
9,410.38 |
7,532.66 |
1,877.72 |
21.3% |
265.09 |
3.0% |
69% |
False |
False |
|
60 |
9,802.55 |
7,532.66 |
2,269.89 |
25.7% |
240.57 |
2.7% |
57% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
32.0% |
218.59 |
2.5% |
46% |
False |
False |
|
100 |
10,394.70 |
7,532.66 |
2,862.04 |
32.4% |
204.68 |
2.3% |
45% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
35.6% |
191.46 |
2.2% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,015.73 |
2.618 |
9,632.22 |
1.618 |
9,397.23 |
1.000 |
9,252.01 |
0.618 |
9,162.24 |
HIGH |
9,017.02 |
0.618 |
8,927.25 |
0.500 |
8,899.53 |
0.382 |
8,871.80 |
LOW |
8,782.03 |
0.618 |
8,636.81 |
1.000 |
8,547.04 |
1.618 |
8,401.82 |
2.618 |
8,166.83 |
4.250 |
7,783.32 |
|
|
Fisher Pivots for day following 27-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,899.53 |
8,903.76 |
PP |
8,874.49 |
8,877.31 |
S1 |
8,849.45 |
8,850.86 |
|