Trading Metrics calculated at close of trading on 08-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2003 |
08-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,060.48 |
9,127.36 |
66.88 |
0.7% |
9,154.18 |
High |
9,135.00 |
9,191.37 |
56.37 |
0.6% |
9,209.15 |
Low |
9,031.14 |
9,127.36 |
96.22 |
1.1% |
8,997.11 |
Close |
9,126.45 |
9,191.09 |
64.64 |
0.7% |
9,191.09 |
Range |
103.86 |
64.01 |
-39.85 |
-38.4% |
212.04 |
ATR |
128.56 |
124.01 |
-4.55 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,361.97 |
9,340.54 |
9,226.30 |
|
R3 |
9,297.96 |
9,276.53 |
9,208.69 |
|
R2 |
9,233.95 |
9,233.95 |
9,202.83 |
|
R1 |
9,212.52 |
9,212.52 |
9,196.96 |
9,223.24 |
PP |
9,169.94 |
9,169.94 |
9,169.94 |
9,175.30 |
S1 |
9,148.51 |
9,148.51 |
9,185.22 |
9,159.23 |
S2 |
9,105.93 |
9,105.93 |
9,179.35 |
|
S3 |
9,041.92 |
9,084.50 |
9,173.49 |
|
S4 |
8,977.91 |
9,020.49 |
9,155.88 |
|
|
Weekly Pivots for week ending 08-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,768.57 |
9,691.87 |
9,307.71 |
|
R3 |
9,556.53 |
9,479.83 |
9,249.40 |
|
R2 |
9,344.49 |
9,344.49 |
9,229.96 |
|
R1 |
9,267.79 |
9,267.79 |
9,210.53 |
9,306.14 |
PP |
9,132.45 |
9,132.45 |
9,132.45 |
9,151.63 |
S1 |
9,055.75 |
9,055.75 |
9,171.65 |
9,094.10 |
S2 |
8,920.41 |
8,920.41 |
9,152.22 |
|
S3 |
8,708.37 |
8,843.71 |
9,132.78 |
|
S4 |
8,496.33 |
8,631.67 |
9,074.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,209.15 |
8,997.11 |
212.04 |
2.3% |
123.81 |
1.3% |
91% |
False |
False |
|
10 |
9,361.40 |
8,997.11 |
364.29 |
4.0% |
113.94 |
1.2% |
53% |
False |
False |
|
20 |
9,361.40 |
8,997.11 |
364.29 |
4.0% |
125.32 |
1.4% |
53% |
False |
False |
|
40 |
9,361.40 |
8,871.20 |
490.20 |
5.3% |
127.20 |
1.4% |
65% |
False |
False |
|
60 |
9,361.40 |
8,416.72 |
944.68 |
10.3% |
127.57 |
1.4% |
82% |
False |
False |
|
80 |
9,361.40 |
8,233.73 |
1,127.67 |
12.3% |
128.55 |
1.4% |
85% |
False |
False |
|
100 |
9,361.40 |
7,929.31 |
1,432.09 |
15.6% |
134.33 |
1.5% |
88% |
False |
False |
|
120 |
9,361.40 |
7,416.64 |
1,944.76 |
21.2% |
138.63 |
1.5% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,463.41 |
2.618 |
9,358.95 |
1.618 |
9,294.94 |
1.000 |
9,255.38 |
0.618 |
9,230.93 |
HIGH |
9,191.37 |
0.618 |
9,166.92 |
0.500 |
9,159.37 |
0.382 |
9,151.81 |
LOW |
9,127.36 |
0.618 |
9,087.80 |
1.000 |
9,063.35 |
1.618 |
9,023.79 |
2.618 |
8,959.78 |
4.250 |
8,855.32 |
|
|
Fisher Pivots for day following 08-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,180.52 |
9,158.81 |
PP |
9,169.94 |
9,126.52 |
S1 |
9,159.37 |
9,094.24 |
|