Trading Metrics calculated at close of trading on 14-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2003 |
14-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,303.69 |
9,272.25 |
-31.44 |
-0.3% |
9,154.18 |
High |
9,322.11 |
9,334.57 |
12.46 |
0.1% |
9,209.15 |
Low |
9,233.94 |
9,218.82 |
-15.12 |
-0.2% |
8,997.11 |
Close |
9,271.76 |
9,310.56 |
38.80 |
0.4% |
9,191.09 |
Range |
88.17 |
115.75 |
27.58 |
31.3% |
212.04 |
ATR |
118.79 |
118.57 |
-0.22 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,635.23 |
9,588.65 |
9,374.22 |
|
R3 |
9,519.48 |
9,472.90 |
9,342.39 |
|
R2 |
9,403.73 |
9,403.73 |
9,331.78 |
|
R1 |
9,357.15 |
9,357.15 |
9,321.17 |
9,380.44 |
PP |
9,287.98 |
9,287.98 |
9,287.98 |
9,299.63 |
S1 |
9,241.40 |
9,241.40 |
9,299.95 |
9,264.69 |
S2 |
9,172.23 |
9,172.23 |
9,289.34 |
|
S3 |
9,056.48 |
9,125.65 |
9,278.73 |
|
S4 |
8,940.73 |
9,009.90 |
9,246.90 |
|
|
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 |
9,334.57 |
9,127.36 |
207.21 |
2.2% |
94.87 |
1.0% |
88% |
True |
False |
|
10 |
9,334.57 |
8,997.11 |
337.46 |
3.6% |
112.54 |
1.2% |
93% |
True |
False |
|
20 |
9,361.40 |
8,997.11 |
364.29 |
3.9% |
120.55 |
1.3% |
86% |
False |
False |
|
40 |
9,361.40 |
8,871.20 |
490.20 |
5.3% |
124.08 |
1.3% |
90% |
False |
False |
|
60 |
9,361.40 |
8,431.21 |
930.19 |
10.0% |
125.92 |
1.4% |
95% |
False |
False |
|
80 |
9,361.40 |
8,288.49 |
1,072.91 |
11.5% |
125.62 |
1.3% |
95% |
False |
False |
|
100 |
9,361.40 |
7,929.31 |
1,432.09 |
15.4% |
129.58 |
1.4% |
96% |
False |
False |
|
120 |
9,361.40 |
7,416.64 |
1,944.76 |
20.9% |
137.11 |
1.5% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,826.51 |
2.618 |
9,637.60 |
1.618 |
9,521.85 |
1.000 |
9,450.32 |
0.618 |
9,406.10 |
HIGH |
9,334.57 |
0.618 |
9,290.35 |
0.500 |
9,276.70 |
0.382 |
9,263.04 |
LOW |
9,218.82 |
0.618 |
9,147.29 |
1.000 |
9,103.07 |
1.618 |
9,031.54 |
2.618 |
8,915.79 |
4.250 |
8,726.88 |
|
|
Fisher Pivots for day following 14-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,299.27 |
9,297.60 |
PP |
9,287.98 |
9,284.64 |
S1 |
9,276.70 |
9,271.69 |
|