Trading Metrics calculated at close of trading on 03-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2002 |
03-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
8,669.26 |
8,659.27 |
-9.99 |
-0.1% |
8,873.93 |
High |
8,783.35 |
8,659.27 |
-124.08 |
-1.4% |
9,017.02 |
Low |
8,605.87 |
8,304.30 |
-301.57 |
-3.5% |
8,558.02 |
Close |
8,663.50 |
8,308.05 |
-355.45 |
-4.1% |
8,663.50 |
Range |
177.48 |
354.97 |
177.49 |
100.0% |
459.00 |
ATR |
225.22 |
234.79 |
9.57 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,488.78 |
9,253.39 |
8,503.28 |
|
R3 |
9,133.81 |
8,898.42 |
8,405.67 |
|
R2 |
8,778.84 |
8,778.84 |
8,373.13 |
|
R1 |
8,543.45 |
8,543.45 |
8,340.59 |
8,483.66 |
PP |
8,423.87 |
8,423.87 |
8,423.87 |
8,393.98 |
S1 |
8,188.48 |
8,188.48 |
8,275.51 |
8,128.69 |
S2 |
8,068.90 |
8,068.90 |
8,242.97 |
|
S3 |
7,713.93 |
7,833.51 |
8,210.43 |
|
S4 |
7,358.96 |
7,478.54 |
8,112.82 |
|
|
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 |
8,304.30 |
712.72 |
8.6% |
225.85 |
2.7% |
1% |
False |
True |
|
10 |
9,077.01 |
8,304.30 |
772.71 |
9.3% |
203.43 |
2.4% |
0% |
False |
True |
|
20 |
9,077.01 |
8,049.93 |
1,027.08 |
12.4% |
225.92 |
2.7% |
25% |
False |
False |
|
40 |
9,318.10 |
7,532.66 |
1,785.44 |
21.5% |
266.52 |
3.2% |
43% |
False |
False |
|
60 |
9,758.80 |
7,532.66 |
2,226.14 |
26.8% |
244.96 |
2.9% |
35% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
34.0% |
220.34 |
2.7% |
27% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
34.0% |
207.12 |
2.5% |
27% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
37.8% |
194.51 |
2.3% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,167.89 |
2.618 |
9,588.58 |
1.618 |
9,233.61 |
1.000 |
9,014.24 |
0.618 |
8,878.64 |
HIGH |
8,659.27 |
0.618 |
8,523.67 |
0.500 |
8,481.79 |
0.382 |
8,439.90 |
LOW |
8,304.30 |
0.618 |
8,084.93 |
1.000 |
7,949.33 |
1.618 |
7,729.96 |
2.618 |
7,374.99 |
4.250 |
6,795.68 |
|
|
Fisher Pivots for day following 03-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
8,481.79 |
8,543.83 |
PP |
8,423.87 |
8,465.23 |
S1 |
8,365.96 |
8,386.64 |
|