| Trading Metrics calculated at close of trading on 26-Aug-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2002 |
26-Aug-2002 |
Change |
Change % |
Previous Week |
| Open |
1,036.13 |
1,017.62 |
-18.51 |
-1.8% |
997.39 |
| High |
1,036.66 |
1,020.86 |
-15.80 |
-1.5% |
1,052.49 |
| Low |
1,005.02 |
990.82 |
-14.20 |
-1.4% |
993.46 |
| Close |
1,010.49 |
1,016.79 |
6.30 |
0.6% |
1,010.49 |
| Range |
31.64 |
30.04 |
-1.60 |
-5.1% |
59.03 |
| ATR |
42.46 |
41.57 |
-0.89 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,099.61 |
1,088.24 |
1,033.31 |
|
| R3 |
1,069.57 |
1,058.20 |
1,025.05 |
|
| R2 |
1,039.53 |
1,039.53 |
1,022.30 |
|
| R1 |
1,028.16 |
1,028.16 |
1,019.54 |
1,018.83 |
| PP |
1,009.49 |
1,009.49 |
1,009.49 |
1,004.82 |
| S1 |
998.12 |
998.12 |
1,014.04 |
988.79 |
| S2 |
979.45 |
979.45 |
1,011.28 |
|
| S3 |
949.41 |
968.08 |
1,008.53 |
|
| S4 |
919.37 |
938.04 |
1,000.27 |
|
|
| Weekly Pivots for week ending 23-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,195.90 |
1,162.23 |
1,042.96 |
|
| R3 |
1,136.87 |
1,103.20 |
1,026.72 |
|
| R2 |
1,077.84 |
1,077.84 |
1,021.31 |
|
| R1 |
1,044.17 |
1,044.17 |
1,015.90 |
1,061.01 |
| PP |
1,018.81 |
1,018.81 |
1,018.81 |
1,027.23 |
| S1 |
985.14 |
985.14 |
1,005.08 |
1,001.98 |
| S2 |
959.78 |
959.78 |
999.67 |
|
| S3 |
900.75 |
926.11 |
994.26 |
|
| S4 |
841.72 |
867.08 |
978.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,052.49 |
990.82 |
61.67 |
6.1% |
28.67 |
2.8% |
42% |
False |
True |
|
| 10 |
1,052.49 |
904.47 |
148.02 |
14.6% |
36.79 |
3.6% |
76% |
False |
False |
|
| 20 |
1,052.49 |
856.35 |
196.14 |
19.3% |
38.65 |
3.8% |
82% |
False |
False |
|
| 40 |
1,066.28 |
856.35 |
209.93 |
20.6% |
43.36 |
4.3% |
76% |
False |
False |
|
| 60 |
1,213.18 |
856.35 |
356.83 |
35.1% |
43.00 |
4.2% |
45% |
False |
False |
|
| 80 |
1,350.54 |
856.35 |
494.19 |
48.6% |
42.57 |
4.2% |
32% |
False |
False |
|
| 100 |
1,426.01 |
856.35 |
569.66 |
56.0% |
42.17 |
4.1% |
28% |
False |
False |
|
| 120 |
1,573.42 |
856.35 |
717.07 |
70.5% |
41.03 |
4.0% |
22% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,148.53 |
|
2.618 |
1,099.50 |
|
1.618 |
1,069.46 |
|
1.000 |
1,050.90 |
|
0.618 |
1,039.42 |
|
HIGH |
1,020.86 |
|
0.618 |
1,009.38 |
|
0.500 |
1,005.84 |
|
0.382 |
1,002.30 |
|
LOW |
990.82 |
|
0.618 |
972.26 |
|
1.000 |
960.78 |
|
1.618 |
942.22 |
|
2.618 |
912.18 |
|
4.250 |
863.15 |
|
|
| Fisher Pivots for day following 26-Aug-2002 |
| Pivot |
1 day |
3 day |
| R1 |
1,013.14 |
1,021.66 |
| PP |
1,009.49 |
1,020.03 |
| S1 |
1,005.84 |
1,018.41 |
|