Trading Metrics calculated at close of trading on 29-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2003 |
29-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,334.35 |
9,373.33 |
38.98 |
0.4% |
9,349.44 |
High |
9,392.59 |
9,421.23 |
28.64 |
0.3% |
9,421.23 |
Low |
9,261.57 |
9,350.07 |
88.50 |
1.0% |
9,233.08 |
Close |
9,374.21 |
9,415.82 |
41.61 |
0.4% |
9,415.82 |
Range |
131.02 |
71.16 |
-59.86 |
-45.7% |
188.15 |
ATR |
105.47 |
103.02 |
-2.45 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,609.19 |
9,583.66 |
9,454.96 |
|
R3 |
9,538.03 |
9,512.50 |
9,435.39 |
|
R2 |
9,466.87 |
9,466.87 |
9,428.87 |
|
R1 |
9,441.34 |
9,441.34 |
9,422.34 |
9,454.11 |
PP |
9,395.71 |
9,395.71 |
9,395.71 |
9,402.09 |
S1 |
9,370.18 |
9,370.18 |
9,409.30 |
9,382.95 |
S2 |
9,324.55 |
9,324.55 |
9,402.77 |
|
S3 |
9,253.39 |
9,299.02 |
9,396.25 |
|
S4 |
9,182.23 |
9,227.86 |
9,376.68 |
|
|
Weekly Pivots for week ending 29-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,921.16 |
9,856.64 |
9,519.30 |
|
R3 |
9,733.01 |
9,668.49 |
9,467.56 |
|
R2 |
9,544.86 |
9,544.86 |
9,450.31 |
|
R1 |
9,480.34 |
9,480.34 |
9,433.07 |
9,512.60 |
PP |
9,356.71 |
9,356.71 |
9,356.71 |
9,372.84 |
S1 |
9,292.19 |
9,292.19 |
9,398.57 |
9,324.45 |
S2 |
9,168.56 |
9,168.56 |
9,381.33 |
|
S3 |
8,980.41 |
9,104.04 |
9,364.08 |
|
S4 |
8,792.26 |
8,915.89 |
9,312.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,421.23 |
9,233.08 |
188.15 |
2.0% |
86.66 |
0.9% |
97% |
True |
False |
|
10 |
9,499.97 |
9,233.08 |
266.89 |
2.8% |
92.83 |
1.0% |
68% |
False |
False |
|
20 |
9,499.97 |
8,997.11 |
502.86 |
5.3% |
100.67 |
1.1% |
83% |
False |
False |
|
40 |
9,499.97 |
8,996.76 |
503.21 |
5.3% |
113.77 |
1.2% |
83% |
False |
False |
|
60 |
9,499.97 |
8,871.20 |
628.77 |
6.7% |
118.61 |
1.3% |
87% |
False |
False |
|
80 |
9,499.97 |
8,416.72 |
1,083.25 |
11.5% |
120.45 |
1.3% |
92% |
False |
False |
|
100 |
9,499.97 |
8,145.87 |
1,354.10 |
14.4% |
123.54 |
1.3% |
94% |
False |
False |
|
120 |
9,499.97 |
7,416.64 |
2,083.33 |
22.1% |
132.03 |
1.4% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,723.66 |
2.618 |
9,607.53 |
1.618 |
9,536.37 |
1.000 |
9,492.39 |
0.618 |
9,465.21 |
HIGH |
9,421.23 |
0.618 |
9,394.05 |
0.500 |
9,385.65 |
0.382 |
9,377.25 |
LOW |
9,350.07 |
0.618 |
9,306.09 |
1.000 |
9,278.91 |
1.618 |
9,234.93 |
2.618 |
9,163.77 |
4.250 |
9,047.64 |
|
|
Fisher Pivots for day following 29-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,405.76 |
9,391.01 |
PP |
9,395.71 |
9,366.21 |
S1 |
9,385.65 |
9,341.40 |
|