Trading Metrics calculated at close of trading on 22-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2003 |
22-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,399.96 |
9,436.04 |
36.08 |
0.4% |
9,320.66 |
High |
9,481.44 |
9,499.97 |
18.53 |
0.2% |
9,499.97 |
Low |
9,391.89 |
9,345.86 |
-46.03 |
-0.5% |
9,320.59 |
Close |
9,423.68 |
9,348.87 |
-74.81 |
-0.8% |
9,348.87 |
Range |
89.55 |
154.11 |
64.56 |
72.1% |
179.38 |
ATR |
106.91 |
110.28 |
3.37 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,860.56 |
9,758.83 |
9,433.63 |
|
R3 |
9,706.45 |
9,604.72 |
9,391.25 |
|
R2 |
9,552.34 |
9,552.34 |
9,377.12 |
|
R1 |
9,450.61 |
9,450.61 |
9,363.00 |
9,424.42 |
PP |
9,398.23 |
9,398.23 |
9,398.23 |
9,385.14 |
S1 |
9,296.50 |
9,296.50 |
9,334.74 |
9,270.31 |
S2 |
9,244.12 |
9,244.12 |
9,320.62 |
|
S3 |
9,090.01 |
9,142.39 |
9,306.49 |
|
S4 |
8,935.90 |
8,988.28 |
9,264.11 |
|
|
Weekly Pivots for week ending 22-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,927.95 |
9,817.79 |
9,447.53 |
|
R3 |
9,748.57 |
9,638.41 |
9,398.20 |
|
R2 |
9,569.19 |
9,569.19 |
9,381.76 |
|
R1 |
9,459.03 |
9,459.03 |
9,365.31 |
9,514.11 |
PP |
9,389.81 |
9,389.81 |
9,389.81 |
9,417.35 |
S1 |
9,279.65 |
9,279.65 |
9,332.43 |
9,334.73 |
S2 |
9,210.43 |
9,210.43 |
9,315.98 |
|
S3 |
9,031.05 |
9,100.27 |
9,299.54 |
|
S4 |
8,851.67 |
8,920.89 |
9,250.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,499.97 |
9,320.59 |
179.38 |
1.9% |
99.01 |
1.1% |
16% |
True |
False |
|
10 |
9,499.97 |
9,146.62 |
353.35 |
3.8% |
96.11 |
1.0% |
57% |
True |
False |
|
20 |
9,499.97 |
8,997.11 |
502.86 |
5.4% |
105.03 |
1.1% |
70% |
True |
False |
|
40 |
9,499.97 |
8,871.20 |
628.77 |
6.7% |
118.73 |
1.3% |
76% |
True |
False |
|
60 |
9,499.97 |
8,711.39 |
788.58 |
8.4% |
121.59 |
1.3% |
81% |
True |
False |
|
80 |
9,499.97 |
8,340.23 |
1,159.74 |
12.4% |
123.09 |
1.3% |
87% |
True |
False |
|
100 |
9,499.97 |
8,070.98 |
1,428.99 |
15.3% |
126.73 |
1.4% |
89% |
True |
False |
|
120 |
9,499.97 |
7,416.64 |
2,083.33 |
22.3% |
134.38 |
1.4% |
93% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,154.94 |
2.618 |
9,903.43 |
1.618 |
9,749.32 |
1.000 |
9,654.08 |
0.618 |
9,595.21 |
HIGH |
9,499.97 |
0.618 |
9,441.10 |
0.500 |
9,422.92 |
0.382 |
9,404.73 |
LOW |
9,345.86 |
0.618 |
9,250.62 |
1.000 |
9,191.75 |
1.618 |
9,096.51 |
2.618 |
8,942.40 |
4.250 |
8,690.89 |
|
|
Fisher Pivots for day following 22-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,422.92 |
9,422.92 |
PP |
9,398.23 |
9,398.23 |
S1 |
9,373.55 |
9,373.55 |
|