| Trading Metrics calculated at close of trading on 08-Aug-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2002 |
08-Aug-2002 |
Change |
Change % |
Previous Week |
| Open |
932.53 |
915.89 |
-16.64 |
-1.8% |
935.05 |
| High |
938.16 |
948.72 |
10.56 |
1.1% |
992.34 |
| Low |
883.37 |
898.57 |
15.20 |
1.7% |
878.48 |
| Close |
919.08 |
947.24 |
28.16 |
3.1% |
892.51 |
| Range |
54.79 |
50.15 |
-4.64 |
-8.5% |
113.86 |
| ATR |
49.68 |
49.71 |
0.03 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,081.96 |
1,064.75 |
974.82 |
|
| R3 |
1,031.81 |
1,014.60 |
961.03 |
|
| R2 |
981.66 |
981.66 |
956.43 |
|
| R1 |
964.45 |
964.45 |
951.84 |
973.06 |
| PP |
931.51 |
931.51 |
931.51 |
935.81 |
| S1 |
914.30 |
914.30 |
942.64 |
922.91 |
| S2 |
881.36 |
881.36 |
938.05 |
|
| S3 |
831.21 |
864.15 |
933.45 |
|
| S4 |
781.06 |
814.00 |
919.66 |
|
|
| Weekly Pivots for week ending 02-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,262.69 |
1,191.46 |
955.13 |
|
| R3 |
1,148.83 |
1,077.60 |
923.82 |
|
| R2 |
1,034.97 |
1,034.97 |
913.38 |
|
| R1 |
963.74 |
963.74 |
902.95 |
942.43 |
| PP |
921.11 |
921.11 |
921.11 |
910.45 |
| S1 |
849.88 |
849.88 |
882.07 |
828.57 |
| S2 |
807.25 |
807.25 |
871.64 |
|
| S3 |
693.39 |
736.02 |
861.20 |
|
| S4 |
579.53 |
622.16 |
829.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
948.72 |
856.35 |
92.37 |
9.8% |
46.34 |
4.9% |
98% |
True |
False |
|
| 10 |
992.34 |
856.35 |
135.99 |
14.4% |
42.23 |
4.5% |
67% |
False |
False |
|
| 20 |
1,060.77 |
856.35 |
204.42 |
21.6% |
47.45 |
5.0% |
44% |
False |
False |
|
| 40 |
1,163.46 |
856.35 |
307.11 |
32.4% |
45.78 |
4.8% |
30% |
False |
False |
|
| 60 |
1,350.54 |
856.35 |
494.19 |
52.2% |
43.55 |
4.6% |
18% |
False |
False |
|
| 80 |
1,426.01 |
856.35 |
569.66 |
60.1% |
43.44 |
4.6% |
16% |
False |
False |
|
| 100 |
1,519.12 |
856.35 |
662.77 |
70.0% |
42.40 |
4.5% |
14% |
False |
False |
|
| 120 |
1,573.42 |
856.35 |
717.07 |
75.7% |
42.62 |
4.5% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,161.86 |
|
2.618 |
1,080.01 |
|
1.618 |
1,029.86 |
|
1.000 |
998.87 |
|
0.618 |
979.71 |
|
HIGH |
948.72 |
|
0.618 |
929.56 |
|
0.500 |
923.65 |
|
0.382 |
917.73 |
|
LOW |
898.57 |
|
0.618 |
867.58 |
|
1.000 |
848.42 |
|
1.618 |
817.43 |
|
2.618 |
767.28 |
|
4.250 |
685.43 |
|
|
| Fisher Pivots for day following 08-Aug-2002 |
| Pivot |
1 day |
3 day |
| R1 |
939.38 |
935.54 |
| PP |
931.51 |
923.83 |
| S1 |
923.65 |
912.13 |
|