Trading Metrics calculated at close of trading on 05-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2003 |
05-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,154.18 |
9,185.27 |
31.09 |
0.3% |
9,284.92 |
High |
9,209.15 |
9,187.73 |
-21.42 |
-0.2% |
9,361.40 |
Low |
9,048.58 |
9,034.57 |
-14.01 |
-0.2% |
9,138.29 |
Close |
9,186.04 |
9,036.32 |
-149.72 |
-1.6% |
9,153.97 |
Range |
160.57 |
153.16 |
-7.41 |
-4.6% |
223.11 |
ATR |
128.13 |
129.92 |
1.79 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,545.69 |
9,444.16 |
9,120.56 |
|
R3 |
9,392.53 |
9,291.00 |
9,078.44 |
|
R2 |
9,239.37 |
9,239.37 |
9,064.40 |
|
R1 |
9,137.84 |
9,137.84 |
9,050.36 |
9,112.03 |
PP |
9,086.21 |
9,086.21 |
9,086.21 |
9,073.30 |
S1 |
8,984.68 |
8,984.68 |
9,022.28 |
8,958.87 |
S2 |
8,933.05 |
8,933.05 |
9,008.24 |
|
S3 |
8,779.89 |
8,831.52 |
8,994.20 |
|
S4 |
8,626.73 |
8,678.36 |
8,952.08 |
|
|
Weekly Pivots for week ending 01-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,887.22 |
9,743.70 |
9,276.68 |
|
R3 |
9,664.11 |
9,520.59 |
9,215.33 |
|
R2 |
9,441.00 |
9,441.00 |
9,194.87 |
|
R1 |
9,297.48 |
9,297.48 |
9,174.42 |
9,257.69 |
PP |
9,217.89 |
9,217.89 |
9,217.89 |
9,197.99 |
S1 |
9,074.37 |
9,074.37 |
9,133.52 |
9,034.58 |
S2 |
8,994.78 |
8,994.78 |
9,113.07 |
|
S3 |
8,771.67 |
8,851.26 |
9,092.61 |
|
S4 |
8,548.56 |
8,628.15 |
9,031.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,361.40 |
9,034.57 |
326.83 |
3.6% |
128.67 |
1.4% |
1% |
False |
True |
|
10 |
9,361.40 |
9,034.57 |
326.83 |
3.6% |
130.98 |
1.4% |
1% |
False |
True |
|
20 |
9,361.40 |
8,996.76 |
364.64 |
4.0% |
129.53 |
1.4% |
11% |
False |
False |
|
40 |
9,361.40 |
8,871.20 |
490.20 |
5.4% |
128.14 |
1.4% |
34% |
False |
False |
|
60 |
9,361.40 |
8,416.72 |
944.68 |
10.5% |
128.64 |
1.4% |
66% |
False |
False |
|
80 |
9,361.40 |
8,179.74 |
1,181.66 |
13.1% |
129.77 |
1.4% |
72% |
False |
False |
|
100 |
9,361.40 |
7,779.73 |
1,581.67 |
17.5% |
137.40 |
1.5% |
79% |
False |
False |
|
120 |
9,361.40 |
7,416.64 |
1,944.76 |
21.5% |
140.28 |
1.6% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,838.66 |
2.618 |
9,588.70 |
1.618 |
9,435.54 |
1.000 |
9,340.89 |
0.618 |
9,282.38 |
HIGH |
9,187.73 |
0.618 |
9,129.22 |
0.500 |
9,111.15 |
0.382 |
9,093.08 |
LOW |
9,034.57 |
0.618 |
8,939.92 |
1.000 |
8,881.41 |
1.618 |
8,786.76 |
2.618 |
8,633.60 |
4.250 |
8,383.64 |
|
|
Fisher Pivots for day following 05-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,111.15 |
9,134.40 |
PP |
9,086.21 |
9,101.70 |
S1 |
9,061.26 |
9,069.01 |
|