Trading Metrics calculated at close of trading on 30-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2002 |
30-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,690.69 |
8,669.26 |
-21.43 |
-0.2% |
8,873.93 |
High |
8,742.01 |
8,783.35 |
41.34 |
0.5% |
9,017.02 |
Low |
8,558.02 |
8,605.87 |
47.85 |
0.6% |
8,558.02 |
Close |
8,670.99 |
8,663.50 |
-7.49 |
-0.1% |
8,663.50 |
Range |
183.99 |
177.48 |
-6.51 |
-3.5% |
459.00 |
ATR |
228.89 |
225.22 |
-3.67 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,216.68 |
9,117.57 |
8,761.11 |
|
R3 |
9,039.20 |
8,940.09 |
8,712.31 |
|
R2 |
8,861.72 |
8,861.72 |
8,696.04 |
|
R1 |
8,762.61 |
8,762.61 |
8,679.77 |
8,723.43 |
PP |
8,684.24 |
8,684.24 |
8,684.24 |
8,664.65 |
S1 |
8,585.13 |
8,585.13 |
8,647.23 |
8,545.95 |
S2 |
8,506.76 |
8,506.76 |
8,630.96 |
|
S3 |
8,329.28 |
8,407.65 |
8,614.69 |
|
S4 |
8,151.80 |
8,230.17 |
8,565.89 |
|
|
Weekly Pivots for week ending 30-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,123.18 |
9,852.34 |
8,915.95 |
|
R3 |
9,664.18 |
9,393.34 |
8,789.73 |
|
R2 |
9,205.18 |
9,205.18 |
8,747.65 |
|
R1 |
8,934.34 |
8,934.34 |
8,705.58 |
8,840.26 |
PP |
8,746.18 |
8,746.18 |
8,746.18 |
8,699.14 |
S1 |
8,475.34 |
8,475.34 |
8,621.43 |
8,381.26 |
S2 |
8,287.18 |
8,287.18 |
8,579.35 |
|
S3 |
7,828.18 |
8,016.34 |
8,537.28 |
|
S4 |
7,369.18 |
7,557.34 |
8,411.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,017.02 |
8,558.02 |
459.00 |
5.3% |
193.55 |
2.2% |
23% |
False |
False |
|
10 |
9,077.01 |
8,558.02 |
518.99 |
6.0% |
191.99 |
2.2% |
20% |
False |
False |
|
20 |
9,077.01 |
8,030.82 |
1,046.19 |
12.1% |
222.27 |
2.6% |
60% |
False |
False |
|
40 |
9,410.38 |
7,532.66 |
1,877.72 |
21.7% |
261.90 |
3.0% |
60% |
False |
False |
|
60 |
9,758.80 |
7,532.66 |
2,226.14 |
25.7% |
241.78 |
2.8% |
51% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
32.6% |
217.51 |
2.5% |
40% |
False |
False |
|
100 |
10,378.90 |
7,532.66 |
2,846.24 |
32.9% |
205.81 |
2.4% |
40% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
36.2% |
192.77 |
2.2% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,537.64 |
2.618 |
9,247.99 |
1.618 |
9,070.51 |
1.000 |
8,960.83 |
0.618 |
8,893.03 |
HIGH |
8,783.35 |
0.618 |
8,715.55 |
0.500 |
8,694.61 |
0.382 |
8,673.67 |
LOW |
8,605.87 |
0.618 |
8,496.19 |
1.000 |
8,428.39 |
1.618 |
8,318.71 |
2.618 |
8,141.23 |
4.250 |
7,851.58 |
|
|
Fisher Pivots for day following 30-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,694.61 |
8,691.01 |
PP |
8,684.24 |
8,681.84 |
S1 |
8,673.87 |
8,672.67 |
|