| Trading Metrics calculated at close of trading on 20-Aug-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2003 |
20-Aug-2003 |
Change |
Change % |
Previous Week |
| Open |
9,412.17 |
9,420.13 |
7.96 |
0.1% |
9,189.62 |
| High |
9,445.08 |
9,423.26 |
-21.82 |
-0.2% |
9,337.17 |
| Low |
9,351.73 |
9,364.03 |
12.30 |
0.1% |
9,146.62 |
| Close |
9,428.90 |
9,397.51 |
-31.39 |
-0.3% |
9,321.69 |
| Range |
93.35 |
59.23 |
-34.12 |
-36.6% |
190.55 |
| ATR |
111.58 |
108.25 |
-3.34 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,572.62 |
9,544.30 |
9,430.09 |
|
| R3 |
9,513.39 |
9,485.07 |
9,413.80 |
|
| R2 |
9,454.16 |
9,454.16 |
9,408.37 |
|
| R1 |
9,425.84 |
9,425.84 |
9,402.94 |
9,410.39 |
| PP |
9,394.93 |
9,394.93 |
9,394.93 |
9,387.21 |
| S1 |
9,366.61 |
9,366.61 |
9,392.08 |
9,351.16 |
| S2 |
9,335.70 |
9,335.70 |
9,386.65 |
|
| S3 |
9,276.47 |
9,307.38 |
9,381.22 |
|
| S4 |
9,217.24 |
9,248.15 |
9,364.93 |
|
|
| 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 |
9,445.08 |
9,218.82 |
226.26 |
2.4% |
84.56 |
0.9% |
79% |
False |
False |
|
| 10 |
9,445.08 |
9,031.14 |
413.94 |
4.4% |
88.53 |
0.9% |
89% |
False |
False |
|
| 20 |
9,445.08 |
8,997.11 |
447.97 |
4.8% |
111.56 |
1.2% |
89% |
False |
False |
|
| 40 |
9,445.08 |
8,871.20 |
573.88 |
6.1% |
119.29 |
1.3% |
92% |
False |
False |
|
| 60 |
9,445.08 |
8,679.60 |
765.48 |
8.1% |
121.92 |
1.3% |
94% |
False |
False |
|
| 80 |
9,445.08 |
8,340.23 |
1,104.85 |
11.8% |
122.72 |
1.3% |
96% |
False |
False |
|
| 100 |
9,445.08 |
7,929.31 |
1,515.77 |
16.1% |
127.64 |
1.4% |
97% |
False |
False |
|
| 120 |
9,445.08 |
7,416.64 |
2,028.44 |
21.6% |
134.85 |
1.4% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,674.99 |
|
2.618 |
9,578.32 |
|
1.618 |
9,519.09 |
|
1.000 |
9,482.49 |
|
0.618 |
9,459.86 |
|
HIGH |
9,423.26 |
|
0.618 |
9,400.63 |
|
0.500 |
9,393.65 |
|
0.382 |
9,386.66 |
|
LOW |
9,364.03 |
|
0.618 |
9,327.43 |
|
1.000 |
9,304.80 |
|
1.618 |
9,268.20 |
|
2.618 |
9,208.97 |
|
4.250 |
9,112.30 |
|
|
| Fisher Pivots for day following 20-Aug-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,396.22 |
9,392.62 |
| PP |
9,394.93 |
9,387.73 |
| S1 |
9,393.65 |
9,382.84 |
|