Trading Metrics calculated at close of trading on 07-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2003 |
07-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,032.96 |
9,060.48 |
27.52 |
0.3% |
9,284.92 |
High |
9,134.57 |
9,135.00 |
0.43 |
0.0% |
9,361.40 |
Low |
8,997.11 |
9,031.14 |
34.03 |
0.4% |
9,138.29 |
Close |
9,061.74 |
9,126.45 |
64.71 |
0.7% |
9,153.97 |
Range |
137.46 |
103.86 |
-33.60 |
-24.4% |
223.11 |
ATR |
130.46 |
128.56 |
-1.90 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,409.11 |
9,371.64 |
9,183.57 |
|
R3 |
9,305.25 |
9,267.78 |
9,155.01 |
|
R2 |
9,201.39 |
9,201.39 |
9,145.49 |
|
R1 |
9,163.92 |
9,163.92 |
9,135.97 |
9,182.66 |
PP |
9,097.53 |
9,097.53 |
9,097.53 |
9,106.90 |
S1 |
9,060.06 |
9,060.06 |
9,116.93 |
9,078.80 |
S2 |
8,993.67 |
8,993.67 |
9,107.41 |
|
S3 |
8,889.81 |
8,956.20 |
9,097.89 |
|
S4 |
8,785.95 |
8,852.34 |
9,069.33 |
|
|
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 |
9,234.22 |
8,997.11 |
237.11 |
2.6% |
130.20 |
1.4% |
55% |
False |
False |
|
10 |
9,361.40 |
8,997.11 |
364.29 |
4.0% |
127.49 |
1.4% |
36% |
False |
False |
|
20 |
9,361.40 |
8,997.11 |
364.29 |
4.0% |
127.66 |
1.4% |
36% |
False |
False |
|
40 |
9,361.40 |
8,871.20 |
490.20 |
5.4% |
128.58 |
1.4% |
52% |
False |
False |
|
60 |
9,361.40 |
8,416.72 |
944.68 |
10.4% |
128.50 |
1.4% |
75% |
False |
False |
|
80 |
9,361.40 |
8,233.73 |
1,127.67 |
12.4% |
128.93 |
1.4% |
79% |
False |
False |
|
100 |
9,361.40 |
7,929.31 |
1,432.09 |
15.7% |
134.83 |
1.5% |
84% |
False |
False |
|
120 |
9,361.40 |
7,416.64 |
1,944.76 |
21.3% |
139.48 |
1.5% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,576.41 |
2.618 |
9,406.91 |
1.618 |
9,303.05 |
1.000 |
9,238.86 |
0.618 |
9,199.19 |
HIGH |
9,135.00 |
0.618 |
9,095.33 |
0.500 |
9,083.07 |
0.382 |
9,070.81 |
LOW |
9,031.14 |
0.618 |
8,966.95 |
1.000 |
8,927.28 |
1.618 |
8,863.09 |
2.618 |
8,759.23 |
4.250 |
8,589.74 |
|
|
Fisher Pivots for day following 07-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,111.99 |
9,115.11 |
PP |
9,097.53 |
9,103.76 |
S1 |
9,083.07 |
9,092.42 |
|