Trading Metrics calculated at close of trading on 04-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2002 |
04-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
8,659.27 |
8,308.53 |
-350.74 |
-4.1% |
8,873.93 |
High |
8,659.27 |
8,452.59 |
-206.68 |
-2.4% |
9,017.02 |
Low |
8,304.30 |
8,280.40 |
-23.90 |
-0.3% |
8,558.02 |
Close |
8,308.05 |
8,425.12 |
117.07 |
1.4% |
8,663.50 |
Range |
354.97 |
172.19 |
-182.78 |
-51.5% |
459.00 |
ATR |
234.79 |
230.32 |
-4.47 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,902.61 |
8,836.05 |
8,519.82 |
|
R3 |
8,730.42 |
8,663.86 |
8,472.47 |
|
R2 |
8,558.23 |
8,558.23 |
8,456.69 |
|
R1 |
8,491.67 |
8,491.67 |
8,440.90 |
8,524.95 |
PP |
8,386.04 |
8,386.04 |
8,386.04 |
8,402.68 |
S1 |
8,319.48 |
8,319.48 |
8,409.34 |
8,352.76 |
S2 |
8,213.85 |
8,213.85 |
8,393.55 |
|
S3 |
8,041.66 |
8,147.29 |
8,377.77 |
|
S4 |
7,869.47 |
7,975.10 |
8,330.42 |
|
|
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 |
8,823.99 |
8,280.40 |
543.59 |
6.5% |
213.29 |
2.5% |
27% |
False |
True |
|
10 |
9,077.01 |
8,280.40 |
796.61 |
9.5% |
204.20 |
2.4% |
18% |
False |
True |
|
20 |
9,077.01 |
8,214.62 |
862.39 |
10.2% |
216.12 |
2.6% |
24% |
False |
False |
|
40 |
9,134.23 |
7,532.66 |
1,601.57 |
19.0% |
264.92 |
3.1% |
56% |
False |
False |
|
60 |
9,758.80 |
7,532.66 |
2,226.14 |
26.4% |
245.24 |
2.9% |
40% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
33.5% |
220.75 |
2.6% |
32% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
33.5% |
207.85 |
2.5% |
32% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
37.3% |
195.31 |
2.3% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,184.40 |
2.618 |
8,903.38 |
1.618 |
8,731.19 |
1.000 |
8,624.78 |
0.618 |
8,559.00 |
HIGH |
8,452.59 |
0.618 |
8,386.81 |
0.500 |
8,366.50 |
0.382 |
8,346.18 |
LOW |
8,280.40 |
0.618 |
8,173.99 |
1.000 |
8,108.21 |
1.618 |
8,001.80 |
2.618 |
7,829.61 |
4.250 |
7,548.59 |
|
|
Fisher Pivots for day following 04-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
8,405.58 |
8,531.88 |
PP |
8,386.04 |
8,496.29 |
S1 |
8,366.50 |
8,460.71 |
|