| Trading Metrics calculated at close of trading on 15-Aug-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2003 |
15-Aug-2003 |
Change |
Change % |
Previous Week |
| Open |
9,272.25 |
9,308.52 |
36.27 |
0.4% |
9,189.62 |
| High |
9,334.57 |
9,337.17 |
2.60 |
0.0% |
9,337.17 |
| Low |
9,218.82 |
9,281.50 |
62.68 |
0.7% |
9,146.62 |
| Close |
9,310.56 |
9,321.69 |
11.13 |
0.1% |
9,321.69 |
| Range |
115.75 |
55.67 |
-60.08 |
-51.9% |
190.55 |
| ATR |
118.57 |
114.08 |
-4.49 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,480.46 |
9,456.75 |
9,352.31 |
|
| R3 |
9,424.79 |
9,401.08 |
9,337.00 |
|
| R2 |
9,369.12 |
9,369.12 |
9,331.90 |
|
| R1 |
9,345.41 |
9,345.41 |
9,326.79 |
9,357.27 |
| PP |
9,313.45 |
9,313.45 |
9,313.45 |
9,319.38 |
| S1 |
9,289.74 |
9,289.74 |
9,316.59 |
9,301.60 |
| S2 |
9,257.78 |
9,257.78 |
9,311.48 |
|
| S3 |
9,202.11 |
9,234.07 |
9,306.38 |
|
| S4 |
9,146.44 |
9,178.40 |
9,291.07 |
|
|
| Weekly Pivots for week ending 15-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,840.14 |
9,771.47 |
9,426.49 |
|
| R3 |
9,649.59 |
9,580.92 |
9,374.09 |
|
| R2 |
9,459.04 |
9,459.04 |
9,356.62 |
|
| R1 |
9,390.37 |
9,390.37 |
9,339.16 |
9,424.71 |
| PP |
9,268.49 |
9,268.49 |
9,268.49 |
9,285.66 |
| S1 |
9,199.82 |
9,199.82 |
9,304.22 |
9,234.16 |
| S2 |
9,077.94 |
9,077.94 |
9,286.76 |
|
| S3 |
8,887.39 |
9,009.27 |
9,269.29 |
|
| S4 |
8,696.84 |
8,818.72 |
9,216.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,337.17 |
9,146.62 |
190.55 |
2.0% |
93.21 |
1.0% |
92% |
True |
False |
|
| 10 |
9,337.17 |
8,997.11 |
340.06 |
3.6% |
108.51 |
1.2% |
95% |
True |
False |
|
| 20 |
9,361.40 |
8,997.11 |
364.29 |
3.9% |
116.54 |
1.3% |
89% |
False |
False |
|
| 40 |
9,361.40 |
8,871.20 |
490.20 |
5.3% |
121.50 |
1.3% |
92% |
False |
False |
|
| 60 |
9,361.40 |
8,509.22 |
852.18 |
9.1% |
125.32 |
1.3% |
95% |
False |
False |
|
| 80 |
9,361.40 |
8,288.49 |
1,072.91 |
11.5% |
125.38 |
1.3% |
96% |
False |
False |
|
| 100 |
9,361.40 |
7,929.31 |
1,432.09 |
15.4% |
128.57 |
1.4% |
97% |
False |
False |
|
| 120 |
9,361.40 |
7,416.64 |
1,944.76 |
20.9% |
135.90 |
1.5% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,573.77 |
|
2.618 |
9,482.91 |
|
1.618 |
9,427.24 |
|
1.000 |
9,392.84 |
|
0.618 |
9,371.57 |
|
HIGH |
9,337.17 |
|
0.618 |
9,315.90 |
|
0.500 |
9,309.34 |
|
0.382 |
9,302.77 |
|
LOW |
9,281.50 |
|
0.618 |
9,247.10 |
|
1.000 |
9,225.83 |
|
1.618 |
9,191.43 |
|
2.618 |
9,135.76 |
|
4.250 |
9,044.90 |
|
|
| Fisher Pivots for day following 15-Aug-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,317.57 |
9,307.13 |
| PP |
9,313.45 |
9,292.56 |
| S1 |
9,309.34 |
9,278.00 |
|