Trading Metrics calculated at close of trading on 26-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2003 |
26-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,349.44 |
9,316.03 |
-33.41 |
-0.4% |
9,320.66 |
High |
9,350.77 |
9,353.86 |
3.09 |
0.0% |
9,499.97 |
Low |
9,280.94 |
9,233.08 |
-47.86 |
-0.5% |
9,320.59 |
Close |
9,317.64 |
9,340.45 |
22.81 |
0.2% |
9,348.87 |
Range |
69.83 |
120.78 |
50.95 |
73.0% |
179.38 |
ATR |
107.39 |
108.35 |
0.96 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,671.47 |
9,626.74 |
9,406.88 |
|
R3 |
9,550.69 |
9,505.96 |
9,373.66 |
|
R2 |
9,429.91 |
9,429.91 |
9,362.59 |
|
R1 |
9,385.18 |
9,385.18 |
9,351.52 |
9,407.55 |
PP |
9,309.13 |
9,309.13 |
9,309.13 |
9,320.31 |
S1 |
9,264.40 |
9,264.40 |
9,329.38 |
9,286.77 |
S2 |
9,188.35 |
9,188.35 |
9,318.31 |
|
S3 |
9,067.57 |
9,143.62 |
9,307.24 |
|
S4 |
8,946.79 |
9,022.84 |
9,274.02 |
|
|
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 |
9,233.08 |
266.89 |
2.9% |
98.70 |
1.1% |
40% |
False |
True |
|
10 |
9,499.97 |
9,218.82 |
281.15 |
3.0% |
94.52 |
1.0% |
43% |
False |
False |
|
20 |
9,499.97 |
8,997.11 |
502.86 |
5.4% |
105.02 |
1.1% |
68% |
False |
False |
|
40 |
9,499.97 |
8,871.20 |
628.77 |
6.7% |
117.67 |
1.3% |
75% |
False |
False |
|
60 |
9,499.97 |
8,861.32 |
638.65 |
6.8% |
119.62 |
1.3% |
75% |
False |
False |
|
80 |
9,499.97 |
8,416.72 |
1,083.25 |
11.6% |
121.32 |
1.3% |
85% |
False |
False |
|
100 |
9,499.97 |
8,145.87 |
1,354.10 |
14.5% |
125.20 |
1.3% |
88% |
False |
False |
|
120 |
9,499.97 |
7,416.64 |
2,083.33 |
22.3% |
134.03 |
1.4% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,867.18 |
2.618 |
9,670.06 |
1.618 |
9,549.28 |
1.000 |
9,474.64 |
0.618 |
9,428.50 |
HIGH |
9,353.86 |
0.618 |
9,307.72 |
0.500 |
9,293.47 |
0.382 |
9,279.22 |
LOW |
9,233.08 |
0.618 |
9,158.44 |
1.000 |
9,112.30 |
1.618 |
9,037.66 |
2.618 |
8,916.88 |
4.250 |
8,719.77 |
|
|
Fisher Pivots for day following 26-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,324.79 |
9,366.53 |
PP |
9,309.13 |
9,357.83 |
S1 |
9,293.47 |
9,349.14 |
|