| Trading Metrics calculated at close of trading on 29-Aug-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2002 |
29-Aug-2002 |
Change |
Change % |
Previous Week |
| Open |
8,823.93 |
8,690.69 |
-133.24 |
-1.5% |
8,777.09 |
| High |
8,823.99 |
8,742.01 |
-81.98 |
-0.9% |
9,077.01 |
| Low |
8,646.19 |
8,558.02 |
-88.17 |
-1.0% |
8,753.52 |
| Close |
8,694.09 |
8,670.99 |
-23.10 |
-0.3% |
8,872.96 |
| Range |
177.80 |
183.99 |
6.19 |
3.5% |
323.49 |
| ATR |
232.35 |
228.89 |
-3.45 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,208.98 |
9,123.97 |
8,772.18 |
|
| R3 |
9,024.99 |
8,939.98 |
8,721.59 |
|
| R2 |
8,841.00 |
8,841.00 |
8,704.72 |
|
| R1 |
8,755.99 |
8,755.99 |
8,687.86 |
8,706.50 |
| PP |
8,657.01 |
8,657.01 |
8,657.01 |
8,632.26 |
| S1 |
8,572.00 |
8,572.00 |
8,654.12 |
8,522.51 |
| S2 |
8,473.02 |
8,473.02 |
8,637.26 |
|
| S3 |
8,289.03 |
8,388.01 |
8,620.39 |
|
| S4 |
8,105.04 |
8,204.02 |
8,569.80 |
|
|
| 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 |
9,051.49 |
8,558.02 |
493.47 |
5.7% |
202.36 |
2.3% |
23% |
False |
True |
|
| 10 |
9,077.01 |
8,558.02 |
518.99 |
6.0% |
187.06 |
2.2% |
22% |
False |
True |
|
| 20 |
9,077.01 |
8,030.82 |
1,046.19 |
12.1% |
228.65 |
2.6% |
61% |
False |
False |
|
| 40 |
9,410.38 |
7,532.66 |
1,877.72 |
21.7% |
265.42 |
3.1% |
61% |
False |
False |
|
| 60 |
9,802.55 |
7,532.66 |
2,269.89 |
26.2% |
242.28 |
2.8% |
50% |
False |
False |
|
| 80 |
10,353.40 |
7,532.66 |
2,820.74 |
32.5% |
219.05 |
2.5% |
40% |
False |
False |
|
| 100 |
10,394.70 |
7,532.66 |
2,862.04 |
33.0% |
205.88 |
2.4% |
40% |
False |
False |
|
| 120 |
10,673.10 |
7,532.66 |
3,140.44 |
36.2% |
192.36 |
2.2% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,523.97 |
|
2.618 |
9,223.70 |
|
1.618 |
9,039.71 |
|
1.000 |
8,926.00 |
|
0.618 |
8,855.72 |
|
HIGH |
8,742.01 |
|
0.618 |
8,671.73 |
|
0.500 |
8,650.02 |
|
0.382 |
8,628.30 |
|
LOW |
8,558.02 |
|
0.618 |
8,444.31 |
|
1.000 |
8,374.03 |
|
1.618 |
8,260.32 |
|
2.618 |
8,076.33 |
|
4.250 |
7,776.06 |
|
|
| Fisher Pivots for day following 29-Aug-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,664.00 |
8,787.52 |
| PP |
8,657.01 |
8,748.68 |
| S1 |
8,650.02 |
8,709.83 |
|