| Trading Metrics calculated at close of trading on 30-Aug-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2002 |
30-Aug-2002 |
Change |
Change % |
Previous Week |
| Open |
933.46 |
951.56 |
18.10 |
1.9% |
1,017.62 |
| High |
973.34 |
964.93 |
-8.41 |
-0.9% |
1,021.66 |
| Low |
926.61 |
941.51 |
14.90 |
1.6% |
926.61 |
| Close |
961.75 |
942.38 |
-19.37 |
-2.0% |
942.38 |
| Range |
46.73 |
23.42 |
-23.31 |
-49.9% |
95.05 |
| ATR |
41.88 |
40.56 |
-1.32 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,019.87 |
1,004.54 |
955.26 |
|
| R3 |
996.45 |
981.12 |
948.82 |
|
| R2 |
973.03 |
973.03 |
946.67 |
|
| R1 |
957.70 |
957.70 |
944.53 |
953.66 |
| PP |
949.61 |
949.61 |
949.61 |
947.58 |
| S1 |
934.28 |
934.28 |
940.23 |
930.24 |
| S2 |
926.19 |
926.19 |
938.09 |
|
| S3 |
902.77 |
910.86 |
935.94 |
|
| S4 |
879.35 |
887.44 |
929.50 |
|
|
| Weekly Pivots for week ending 30-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,248.70 |
1,190.59 |
994.66 |
|
| R3 |
1,153.65 |
1,095.54 |
968.52 |
|
| R2 |
1,058.60 |
1,058.60 |
959.81 |
|
| R1 |
1,000.49 |
1,000.49 |
951.09 |
982.02 |
| PP |
963.55 |
963.55 |
963.55 |
954.32 |
| S1 |
905.44 |
905.44 |
933.67 |
886.97 |
| S2 |
868.50 |
868.50 |
924.95 |
|
| S3 |
773.45 |
810.39 |
916.24 |
|
| S4 |
678.40 |
715.34 |
890.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,021.66 |
926.61 |
95.05 |
10.1% |
35.45 |
3.8% |
17% |
False |
False |
|
| 10 |
1,052.49 |
926.61 |
125.88 |
13.4% |
32.51 |
3.5% |
13% |
False |
False |
|
| 20 |
1,052.49 |
856.35 |
196.14 |
20.8% |
38.08 |
4.0% |
44% |
False |
False |
|
| 40 |
1,066.28 |
856.35 |
209.93 |
22.3% |
42.74 |
4.5% |
41% |
False |
False |
|
| 60 |
1,163.46 |
856.35 |
307.11 |
32.6% |
42.79 |
4.5% |
28% |
False |
False |
|
| 80 |
1,350.54 |
856.35 |
494.19 |
52.4% |
42.05 |
4.5% |
17% |
False |
False |
|
| 100 |
1,426.01 |
856.35 |
569.66 |
60.4% |
41.73 |
4.4% |
15% |
False |
False |
|
| 120 |
1,523.27 |
856.35 |
666.92 |
70.8% |
41.04 |
4.4% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,064.47 |
|
2.618 |
1,026.24 |
|
1.618 |
1,002.82 |
|
1.000 |
988.35 |
|
0.618 |
979.40 |
|
HIGH |
964.93 |
|
0.618 |
955.98 |
|
0.500 |
953.22 |
|
0.382 |
950.46 |
|
LOW |
941.51 |
|
0.618 |
927.04 |
|
1.000 |
918.09 |
|
1.618 |
903.62 |
|
2.618 |
880.20 |
|
4.250 |
841.98 |
|
|
| Fisher Pivots for day following 30-Aug-2002 |
| Pivot |
1 day |
3 day |
| R1 |
953.22 |
949.98 |
| PP |
949.61 |
947.44 |
| S1 |
945.99 |
944.91 |
|