Trading Metrics calculated at close of trading on 28-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2003 |
28-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,339.82 |
9,334.35 |
-5.47 |
-0.1% |
9,320.66 |
High |
9,346.98 |
9,392.59 |
45.61 |
0.5% |
9,499.97 |
Low |
9,306.49 |
9,261.57 |
-44.92 |
-0.5% |
9,320.59 |
Close |
9,333.79 |
9,374.21 |
40.42 |
0.4% |
9,348.87 |
Range |
40.49 |
131.02 |
90.53 |
223.6% |
179.38 |
ATR |
103.50 |
105.47 |
1.97 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,735.85 |
9,686.05 |
9,446.27 |
|
R3 |
9,604.83 |
9,555.03 |
9,410.24 |
|
R2 |
9,473.81 |
9,473.81 |
9,398.23 |
|
R1 |
9,424.01 |
9,424.01 |
9,386.22 |
9,448.91 |
PP |
9,342.79 |
9,342.79 |
9,342.79 |
9,355.24 |
S1 |
9,292.99 |
9,292.99 |
9,362.20 |
9,317.89 |
S2 |
9,211.77 |
9,211.77 |
9,350.19 |
|
S3 |
9,080.75 |
9,161.97 |
9,338.18 |
|
S4 |
8,949.73 |
9,030.95 |
9,302.15 |
|
|
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 |
2.8% |
103.25 |
1.1% |
53% |
False |
False |
|
10 |
9,499.97 |
9,233.08 |
266.89 |
2.8% |
91.28 |
1.0% |
53% |
False |
False |
|
20 |
9,499.97 |
8,997.11 |
502.86 |
5.4% |
101.91 |
1.1% |
75% |
False |
False |
|
40 |
9,499.97 |
8,996.76 |
503.21 |
5.4% |
114.85 |
1.2% |
75% |
False |
False |
|
60 |
9,499.97 |
8,871.20 |
628.77 |
6.7% |
118.69 |
1.3% |
80% |
False |
False |
|
80 |
9,499.97 |
8,416.72 |
1,083.25 |
11.6% |
120.89 |
1.3% |
88% |
False |
False |
|
100 |
9,499.97 |
8,145.87 |
1,354.10 |
14.4% |
123.65 |
1.3% |
91% |
False |
False |
|
120 |
9,499.97 |
7,416.64 |
2,083.33 |
22.2% |
132.45 |
1.4% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,949.43 |
2.618 |
9,735.60 |
1.618 |
9,604.58 |
1.000 |
9,523.61 |
0.618 |
9,473.56 |
HIGH |
9,392.59 |
0.618 |
9,342.54 |
0.500 |
9,327.08 |
0.382 |
9,311.62 |
LOW |
9,261.57 |
0.618 |
9,180.60 |
1.000 |
9,130.55 |
1.618 |
9,049.58 |
2.618 |
8,918.56 |
4.250 |
8,704.74 |
|
|
Fisher Pivots for day following 28-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,358.50 |
9,353.75 |
PP |
9,342.79 |
9,333.29 |
S1 |
9,327.08 |
9,312.84 |
|