Trading Metrics calculated at close of trading on 21-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2003 |
21-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,420.13 |
9,399.96 |
-20.17 |
-0.2% |
9,189.62 |
High |
9,423.26 |
9,481.44 |
58.18 |
0.6% |
9,337.17 |
Low |
9,364.03 |
9,391.89 |
27.86 |
0.3% |
9,146.62 |
Close |
9,397.51 |
9,423.68 |
26.17 |
0.3% |
9,321.69 |
Range |
59.23 |
89.55 |
30.32 |
51.2% |
190.55 |
ATR |
108.25 |
106.91 |
-1.34 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,700.99 |
9,651.88 |
9,472.93 |
|
R3 |
9,611.44 |
9,562.33 |
9,448.31 |
|
R2 |
9,521.89 |
9,521.89 |
9,440.10 |
|
R1 |
9,472.78 |
9,472.78 |
9,431.89 |
9,497.34 |
PP |
9,432.34 |
9,432.34 |
9,432.34 |
9,444.61 |
S1 |
9,383.23 |
9,383.23 |
9,415.47 |
9,407.79 |
S2 |
9,342.79 |
9,342.79 |
9,407.26 |
|
S3 |
9,253.24 |
9,293.68 |
9,399.05 |
|
S4 |
9,163.69 |
9,204.13 |
9,374.43 |
|
|
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 |
9,481.44 |
9,281.50 |
199.94 |
2.1% |
79.32 |
0.8% |
71% |
True |
False |
|
10 |
9,481.44 |
9,127.36 |
354.08 |
3.8% |
87.10 |
0.9% |
84% |
True |
False |
|
20 |
9,481.44 |
8,997.11 |
484.33 |
5.1% |
107.29 |
1.1% |
88% |
True |
False |
|
40 |
9,481.44 |
8,871.20 |
610.24 |
6.5% |
117.50 |
1.2% |
91% |
True |
False |
|
60 |
9,481.44 |
8,679.60 |
801.84 |
8.5% |
122.07 |
1.3% |
93% |
True |
False |
|
80 |
9,481.44 |
8,340.23 |
1,141.21 |
12.1% |
122.37 |
1.3% |
95% |
True |
False |
|
100 |
9,481.44 |
7,979.69 |
1,501.75 |
15.9% |
126.40 |
1.3% |
96% |
True |
False |
|
120 |
9,481.44 |
7,416.64 |
2,064.80 |
21.9% |
134.28 |
1.4% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,862.03 |
2.618 |
9,715.88 |
1.618 |
9,626.33 |
1.000 |
9,570.99 |
0.618 |
9,536.78 |
HIGH |
9,481.44 |
0.618 |
9,447.23 |
0.500 |
9,436.67 |
0.382 |
9,426.10 |
LOW |
9,391.89 |
0.618 |
9,336.55 |
1.000 |
9,302.34 |
1.618 |
9,247.00 |
2.618 |
9,157.45 |
4.250 |
9,011.30 |
|
|
Fisher Pivots for day following 21-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,436.67 |
9,421.32 |
PP |
9,432.34 |
9,418.95 |
S1 |
9,428.01 |
9,416.59 |
|