Trading Metrics calculated at close of trading on 06-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2003 |
06-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,185.27 |
9,032.96 |
-152.31 |
-1.7% |
9,284.92 |
High |
9,187.73 |
9,134.57 |
-53.16 |
-0.6% |
9,361.40 |
Low |
9,034.57 |
8,997.11 |
-37.46 |
-0.4% |
9,138.29 |
Close |
9,036.32 |
9,061.74 |
25.42 |
0.3% |
9,153.97 |
Range |
153.16 |
137.46 |
-15.70 |
-10.3% |
223.11 |
ATR |
129.92 |
130.46 |
0.54 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,476.85 |
9,406.76 |
9,137.34 |
|
R3 |
9,339.39 |
9,269.30 |
9,099.54 |
|
R2 |
9,201.93 |
9,201.93 |
9,086.94 |
|
R1 |
9,131.84 |
9,131.84 |
9,074.34 |
9,166.89 |
PP |
9,064.47 |
9,064.47 |
9,064.47 |
9,082.00 |
S1 |
8,994.38 |
8,994.38 |
9,049.14 |
9,029.43 |
S2 |
8,927.01 |
8,927.01 |
9,036.54 |
|
S3 |
8,789.55 |
8,856.92 |
9,023.94 |
|
S4 |
8,652.09 |
8,719.46 |
8,986.14 |
|
|
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 |
8,997.11 |
364.29 |
4.0% |
141.85 |
1.6% |
18% |
False |
True |
|
10 |
9,361.40 |
8,997.11 |
364.29 |
4.0% |
134.60 |
1.5% |
18% |
False |
True |
|
20 |
9,361.40 |
8,996.76 |
364.64 |
4.0% |
130.36 |
1.4% |
18% |
False |
False |
|
40 |
9,361.40 |
8,871.20 |
490.20 |
5.4% |
129.61 |
1.4% |
39% |
False |
False |
|
60 |
9,361.40 |
8,416.72 |
944.68 |
10.4% |
128.04 |
1.4% |
68% |
False |
False |
|
80 |
9,361.40 |
8,201.55 |
1,159.85 |
12.8% |
129.51 |
1.4% |
74% |
False |
False |
|
100 |
9,361.40 |
7,779.73 |
1,581.67 |
17.5% |
137.45 |
1.5% |
81% |
False |
False |
|
120 |
9,361.40 |
7,416.64 |
1,944.76 |
21.5% |
140.15 |
1.5% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,718.78 |
2.618 |
9,494.44 |
1.618 |
9,356.98 |
1.000 |
9,272.03 |
0.618 |
9,219.52 |
HIGH |
9,134.57 |
0.618 |
9,082.06 |
0.500 |
9,065.84 |
0.382 |
9,049.62 |
LOW |
8,997.11 |
0.618 |
8,912.16 |
1.000 |
8,859.65 |
1.618 |
8,774.70 |
2.618 |
8,637.24 |
4.250 |
8,412.91 |
|
|
Fisher Pivots for day following 06-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,065.84 |
9,103.13 |
PP |
9,064.47 |
9,089.33 |
S1 |
9,063.11 |
9,075.54 |
|