Trading Metrics calculated at close of trading on 13-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2003 |
13-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,218.12 |
9,303.69 |
85.57 |
0.9% |
9,154.18 |
High |
9,310.27 |
9,322.11 |
11.84 |
0.1% |
9,209.15 |
Low |
9,208.80 |
9,233.94 |
25.14 |
0.3% |
8,997.11 |
Close |
9,310.06 |
9,271.76 |
-38.30 |
-0.4% |
9,191.09 |
Range |
101.47 |
88.17 |
-13.30 |
-13.1% |
212.04 |
ATR |
121.14 |
118.79 |
-2.36 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,540.45 |
9,494.27 |
9,320.25 |
|
R3 |
9,452.28 |
9,406.10 |
9,296.01 |
|
R2 |
9,364.11 |
9,364.11 |
9,287.92 |
|
R1 |
9,317.93 |
9,317.93 |
9,279.84 |
9,296.94 |
PP |
9,275.94 |
9,275.94 |
9,275.94 |
9,265.44 |
S1 |
9,229.76 |
9,229.76 |
9,263.68 |
9,208.77 |
S2 |
9,187.77 |
9,187.77 |
9,255.60 |
|
S3 |
9,099.60 |
9,141.59 |
9,247.51 |
|
S4 |
9,011.43 |
9,053.42 |
9,223.27 |
|
|
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 |
9,322.11 |
9,031.14 |
290.97 |
3.1% |
92.50 |
1.0% |
83% |
True |
False |
|
10 |
9,361.40 |
8,997.11 |
364.29 |
3.9% |
117.17 |
1.3% |
75% |
False |
False |
|
20 |
9,361.40 |
8,997.11 |
364.29 |
3.9% |
119.55 |
1.3% |
75% |
False |
False |
|
40 |
9,361.40 |
8,871.20 |
490.20 |
5.3% |
123.72 |
1.3% |
82% |
False |
False |
|
60 |
9,361.40 |
8,416.72 |
944.68 |
10.2% |
126.22 |
1.4% |
91% |
False |
False |
|
80 |
9,361.40 |
8,263.98 |
1,097.42 |
11.8% |
126.97 |
1.4% |
92% |
False |
False |
|
100 |
9,361.40 |
7,929.31 |
1,432.09 |
15.4% |
131.72 |
1.4% |
94% |
False |
False |
|
120 |
9,361.40 |
7,416.64 |
1,944.76 |
21.0% |
137.53 |
1.5% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,696.83 |
2.618 |
9,552.94 |
1.618 |
9,464.77 |
1.000 |
9,410.28 |
0.618 |
9,376.60 |
HIGH |
9,322.11 |
0.618 |
9,288.43 |
0.500 |
9,278.03 |
0.382 |
9,267.62 |
LOW |
9,233.94 |
0.618 |
9,179.45 |
1.000 |
9,145.77 |
1.618 |
9,091.28 |
2.618 |
9,003.11 |
4.250 |
8,859.22 |
|
|
Fisher Pivots for day following 13-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,278.03 |
9,259.30 |
PP |
9,275.94 |
9,246.83 |
S1 |
9,273.85 |
9,234.37 |
|