Trading Metrics calculated at close of trading on 11-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2003 |
11-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,127.36 |
9,189.62 |
62.26 |
0.7% |
9,154.18 |
High |
9,191.37 |
9,251.59 |
60.22 |
0.7% |
9,209.15 |
Low |
9,127.36 |
9,146.62 |
19.26 |
0.2% |
8,997.11 |
Close |
9,191.09 |
9,217.35 |
26.26 |
0.3% |
9,191.09 |
Range |
64.01 |
104.97 |
40.96 |
64.0% |
212.04 |
ATR |
124.01 |
122.65 |
-1.36 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,520.10 |
9,473.69 |
9,275.08 |
|
R3 |
9,415.13 |
9,368.72 |
9,246.22 |
|
R2 |
9,310.16 |
9,310.16 |
9,236.59 |
|
R1 |
9,263.75 |
9,263.75 |
9,226.97 |
9,286.96 |
PP |
9,205.19 |
9,205.19 |
9,205.19 |
9,216.79 |
S1 |
9,158.78 |
9,158.78 |
9,207.73 |
9,181.99 |
S2 |
9,100.22 |
9,100.22 |
9,198.11 |
|
S3 |
8,995.25 |
9,053.81 |
9,188.48 |
|
S4 |
8,890.28 |
8,948.84 |
9,159.62 |
|
|
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 |
9,251.59 |
8,997.11 |
254.48 |
2.8% |
112.69 |
1.2% |
87% |
True |
False |
|
10 |
9,361.40 |
8,997.11 |
364.29 |
4.0% |
117.51 |
1.3% |
60% |
False |
False |
|
20 |
9,361.40 |
8,997.11 |
364.29 |
4.0% |
122.97 |
1.3% |
60% |
False |
False |
|
40 |
9,361.40 |
8,871.20 |
490.20 |
5.3% |
126.11 |
1.4% |
71% |
False |
False |
|
60 |
9,361.40 |
8,416.72 |
944.68 |
10.2% |
127.91 |
1.4% |
85% |
False |
False |
|
80 |
9,361.40 |
8,235.41 |
1,125.99 |
12.2% |
127.20 |
1.4% |
87% |
False |
False |
|
100 |
9,361.40 |
7,929.31 |
1,432.09 |
15.5% |
134.02 |
1.5% |
90% |
False |
False |
|
120 |
9,361.40 |
7,416.64 |
1,944.76 |
21.1% |
138.60 |
1.5% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,697.71 |
2.618 |
9,526.40 |
1.618 |
9,421.43 |
1.000 |
9,356.56 |
0.618 |
9,316.46 |
HIGH |
9,251.59 |
0.618 |
9,211.49 |
0.500 |
9,199.11 |
0.382 |
9,186.72 |
LOW |
9,146.62 |
0.618 |
9,081.75 |
1.000 |
9,041.65 |
1.618 |
8,976.78 |
2.618 |
8,871.81 |
4.250 |
8,700.50 |
|
|
Fisher Pivots for day following 11-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,211.27 |
9,192.02 |
PP |
9,205.19 |
9,166.69 |
S1 |
9,199.11 |
9,141.37 |
|