| Trading Metrics calculated at close of trading on 14-Aug-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2002 |
14-Aug-2002 |
Change |
Change % |
Previous Week |
| Open |
933.74 |
912.35 |
-21.39 |
-2.3% |
889.49 |
| High |
959.46 |
968.97 |
9.51 |
1.0% |
953.38 |
| Low |
907.30 |
904.47 |
-2.83 |
-0.3% |
856.35 |
| Close |
907.62 |
968.84 |
61.22 |
6.7% |
937.33 |
| Range |
52.16 |
64.50 |
12.34 |
23.7% |
97.03 |
| ATR |
46.89 |
48.15 |
1.26 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,140.93 |
1,119.38 |
1,004.32 |
|
| R3 |
1,076.43 |
1,054.88 |
986.58 |
|
| R2 |
1,011.93 |
1,011.93 |
980.67 |
|
| R1 |
990.38 |
990.38 |
974.75 |
1,001.16 |
| PP |
947.43 |
947.43 |
947.43 |
952.81 |
| S1 |
925.88 |
925.88 |
962.93 |
936.66 |
| S2 |
882.93 |
882.93 |
957.02 |
|
| S3 |
818.43 |
861.38 |
951.10 |
|
| S4 |
753.93 |
796.88 |
933.37 |
|
|
| Weekly Pivots for week ending 09-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,206.78 |
1,169.08 |
990.70 |
|
| R3 |
1,109.75 |
1,072.05 |
964.01 |
|
| R2 |
1,012.72 |
1,012.72 |
955.12 |
|
| R1 |
975.02 |
975.02 |
946.22 |
993.87 |
| PP |
915.69 |
915.69 |
915.69 |
925.11 |
| S1 |
877.99 |
877.99 |
928.44 |
896.84 |
| S2 |
818.66 |
818.66 |
919.54 |
|
| S3 |
721.63 |
780.96 |
910.65 |
|
| S4 |
624.60 |
683.93 |
883.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
968.97 |
898.57 |
70.40 |
7.3% |
43.97 |
4.5% |
100% |
True |
False |
|
| 10 |
968.97 |
856.35 |
112.62 |
11.6% |
44.94 |
4.6% |
100% |
True |
False |
|
| 20 |
1,027.44 |
856.35 |
171.09 |
17.7% |
45.82 |
4.7% |
66% |
False |
False |
|
| 40 |
1,133.96 |
856.35 |
277.61 |
28.7% |
46.37 |
4.8% |
41% |
False |
False |
|
| 60 |
1,309.62 |
856.35 |
453.27 |
46.8% |
43.72 |
4.5% |
25% |
False |
False |
|
| 80 |
1,357.01 |
856.35 |
500.66 |
51.7% |
43.97 |
4.5% |
22% |
False |
False |
|
| 100 |
1,481.97 |
856.35 |
625.62 |
64.6% |
42.78 |
4.4% |
18% |
False |
False |
|
| 120 |
1,573.42 |
856.35 |
717.07 |
74.0% |
42.46 |
4.4% |
16% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,243.10 |
|
2.618 |
1,137.83 |
|
1.618 |
1,073.33 |
|
1.000 |
1,033.47 |
|
0.618 |
1,008.83 |
|
HIGH |
968.97 |
|
0.618 |
944.33 |
|
0.500 |
936.72 |
|
0.382 |
929.11 |
|
LOW |
904.47 |
|
0.618 |
864.61 |
|
1.000 |
839.97 |
|
1.618 |
800.11 |
|
2.618 |
735.61 |
|
4.250 |
630.35 |
|
|
| Fisher Pivots for day following 14-Aug-2002 |
| Pivot |
1 day |
3 day |
| R1 |
958.13 |
958.13 |
| PP |
947.43 |
947.43 |
| S1 |
936.72 |
936.72 |
|