| Daily Pivots for day following 19-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,119.66 |
1,107.41 |
1,044.99 |
|
| R3 |
1,085.05 |
1,072.80 |
1,035.47 |
|
| R2 |
1,050.44 |
1,050.44 |
1,032.30 |
|
| R1 |
1,038.19 |
1,038.19 |
1,029.12 |
1,044.32 |
| PP |
1,015.83 |
1,015.83 |
1,015.83 |
1,018.89 |
| S1 |
1,003.58 |
1,003.58 |
1,022.78 |
1,009.71 |
| S2 |
981.22 |
981.22 |
1,019.60 |
|
| S3 |
946.61 |
968.97 |
1,016.43 |
|
| S4 |
912.00 |
934.36 |
1,006.91 |
|
|
| Weekly Pivots for week ending 16-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,267.50 |
1,231.53 |
1,050.92 |
|
| R3 |
1,167.75 |
1,131.78 |
1,023.49 |
|
| R2 |
1,068.00 |
1,068.00 |
1,014.35 |
|
| R1 |
1,032.03 |
1,032.03 |
1,005.20 |
1,050.02 |
| PP |
968.25 |
968.25 |
968.25 |
977.24 |
| S1 |
932.28 |
932.28 |
986.92 |
950.27 |
| S2 |
868.50 |
868.50 |
977.77 |
|
| S3 |
768.75 |
832.53 |
968.63 |
|
| S4 |
669.00 |
732.78 |
941.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,028.07 |
904.47 |
123.60 |
12.0% |
44.90 |
4.4% |
98% |
True |
False |
|
| 10 |
1,028.07 |
875.53 |
152.54 |
14.9% |
43.07 |
4.2% |
99% |
True |
False |
|
| 20 |
1,028.07 |
856.35 |
171.72 |
16.7% |
45.15 |
4.4% |
99% |
True |
False |
|
| 40 |
1,075.63 |
856.35 |
219.28 |
21.4% |
45.93 |
4.5% |
77% |
False |
False |
|
| 60 |
1,271.51 |
856.35 |
415.16 |
40.5% |
43.20 |
4.2% |
41% |
False |
False |
|
| 80 |
1,350.54 |
856.35 |
494.19 |
48.2% |
44.01 |
4.3% |
34% |
False |
False |
|
| 100 |
1,481.74 |
856.35 |
625.39 |
61.0% |
42.70 |
4.2% |
27% |
False |
False |
|
| 120 |
1,573.42 |
856.35 |
717.07 |
69.9% |
42.15 |
4.1% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,175.16 |
|
2.618 |
1,118.68 |
|
1.618 |
1,084.07 |
|
1.000 |
1,062.68 |
|
0.618 |
1,049.46 |
|
HIGH |
1,028.07 |
|
0.618 |
1,014.85 |
|
0.500 |
1,010.77 |
|
0.382 |
1,006.68 |
|
LOW |
993.46 |
|
0.618 |
972.07 |
|
1.000 |
958.85 |
|
1.618 |
937.46 |
|
2.618 |
902.85 |
|
4.250 |
846.37 |
|
|