Trading Metrics calculated at close of trading on 02-Sep-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2003 |
02-Sep-2003 |
Change |
Change % |
Previous Week |
Open |
9,373.33 |
9,416.67 |
43.34 |
0.5% |
9,349.44 |
High |
9,421.23 |
9,535.97 |
114.74 |
1.2% |
9,421.23 |
Low |
9,350.07 |
9,389.58 |
39.51 |
0.4% |
9,233.08 |
Close |
9,415.82 |
9,523.27 |
107.45 |
1.1% |
9,415.82 |
Range |
71.16 |
146.39 |
75.23 |
105.7% |
188.15 |
ATR |
103.02 |
106.11 |
3.10 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Sep-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,922.11 |
9,869.08 |
9,603.78 |
|
R3 |
9,775.72 |
9,722.69 |
9,563.53 |
|
R2 |
9,629.33 |
9,629.33 |
9,550.11 |
|
R1 |
9,576.30 |
9,576.30 |
9,536.69 |
9,602.82 |
PP |
9,482.94 |
9,482.94 |
9,482.94 |
9,496.20 |
S1 |
9,429.91 |
9,429.91 |
9,509.85 |
9,456.43 |
S2 |
9,336.55 |
9,336.55 |
9,496.43 |
|
S3 |
9,190.16 |
9,283.52 |
9,483.01 |
|
S4 |
9,043.77 |
9,137.13 |
9,442.76 |
|
|
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 |
9,535.97 |
9,233.08 |
302.89 |
3.2% |
101.97 |
1.1% |
96% |
True |
False |
|
10 |
9,535.97 |
9,233.08 |
302.89 |
3.2% |
97.59 |
1.0% |
96% |
True |
False |
|
20 |
9,535.97 |
8,997.11 |
538.86 |
5.7% |
99.96 |
1.0% |
98% |
True |
False |
|
40 |
9,535.97 |
8,996.76 |
539.21 |
5.7% |
112.75 |
1.2% |
98% |
True |
False |
|
60 |
9,535.97 |
8,871.20 |
664.77 |
7.0% |
118.21 |
1.2% |
98% |
True |
False |
|
80 |
9,535.97 |
8,416.72 |
1,119.25 |
11.8% |
121.06 |
1.3% |
99% |
True |
False |
|
100 |
9,535.97 |
8,145.87 |
1,390.10 |
14.6% |
123.07 |
1.3% |
99% |
True |
False |
|
120 |
9,535.97 |
7,555.29 |
1,980.68 |
20.8% |
132.12 |
1.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,158.13 |
2.618 |
9,919.22 |
1.618 |
9,772.83 |
1.000 |
9,682.36 |
0.618 |
9,626.44 |
HIGH |
9,535.97 |
0.618 |
9,480.05 |
0.500 |
9,462.78 |
0.382 |
9,445.50 |
LOW |
9,389.58 |
0.618 |
9,299.11 |
1.000 |
9,243.19 |
1.618 |
9,152.72 |
2.618 |
9,006.33 |
4.250 |
8,767.42 |
|
|
Fisher Pivots for day following 02-Sep-2003 |
Pivot |
1 day |
3 day |
R1 |
9,503.11 |
9,481.77 |
PP |
9,482.94 |
9,440.27 |
S1 |
9,462.78 |
9,398.77 |
|