| Trading Metrics calculated at close of trading on 27-Aug-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2003 |
27-Aug-2003 |
Change |
Change % |
Previous Week |
| Open |
9,316.03 |
9,339.82 |
23.79 |
0.3% |
9,320.66 |
| High |
9,353.86 |
9,346.98 |
-6.88 |
-0.1% |
9,499.97 |
| Low |
9,233.08 |
9,306.49 |
73.41 |
0.8% |
9,320.59 |
| Close |
9,340.45 |
9,333.79 |
-6.66 |
-0.1% |
9,348.87 |
| Range |
120.78 |
40.49 |
-80.29 |
-66.5% |
179.38 |
| ATR |
108.35 |
103.50 |
-4.85 |
-4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,450.56 |
9,432.66 |
9,356.06 |
|
| R3 |
9,410.07 |
9,392.17 |
9,344.92 |
|
| R2 |
9,369.58 |
9,369.58 |
9,341.21 |
|
| R1 |
9,351.68 |
9,351.68 |
9,337.50 |
9,340.39 |
| PP |
9,329.09 |
9,329.09 |
9,329.09 |
9,323.44 |
| S1 |
9,311.19 |
9,311.19 |
9,330.08 |
9,299.90 |
| S2 |
9,288.60 |
9,288.60 |
9,326.37 |
|
| S3 |
9,248.11 |
9,270.70 |
9,322.66 |
|
| S4 |
9,207.62 |
9,230.21 |
9,311.52 |
|
|
| 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% |
94.95 |
1.0% |
38% |
False |
False |
|
| 10 |
9,499.97 |
9,218.82 |
281.15 |
3.0% |
89.76 |
1.0% |
41% |
False |
False |
|
| 20 |
9,499.97 |
8,997.11 |
502.86 |
5.4% |
103.46 |
1.1% |
67% |
False |
False |
|
| 40 |
9,499.97 |
8,996.76 |
503.21 |
5.4% |
114.19 |
1.2% |
67% |
False |
False |
|
| 60 |
9,499.97 |
8,871.20 |
628.77 |
6.7% |
118.98 |
1.3% |
74% |
False |
False |
|
| 80 |
9,499.97 |
8,416.72 |
1,083.25 |
11.6% |
120.69 |
1.3% |
85% |
False |
False |
|
| 100 |
9,499.97 |
8,145.87 |
1,354.10 |
14.5% |
124.70 |
1.3% |
88% |
False |
False |
|
| 120 |
9,499.97 |
7,416.64 |
2,083.33 |
22.3% |
132.86 |
1.4% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,519.06 |
|
2.618 |
9,452.98 |
|
1.618 |
9,412.49 |
|
1.000 |
9,387.47 |
|
0.618 |
9,372.00 |
|
HIGH |
9,346.98 |
|
0.618 |
9,331.51 |
|
0.500 |
9,326.74 |
|
0.382 |
9,321.96 |
|
LOW |
9,306.49 |
|
0.618 |
9,281.47 |
|
1.000 |
9,266.00 |
|
1.618 |
9,240.98 |
|
2.618 |
9,200.49 |
|
4.250 |
9,134.41 |
|
|
| Fisher Pivots for day following 27-Aug-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,331.44 |
9,320.35 |
| PP |
9,329.09 |
9,306.91 |
| S1 |
9,326.74 |
9,293.47 |
|