| Trading Metrics calculated at close of trading on 05-Sep-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2002 |
05-Sep-2002 |
Change |
Change % |
Previous Week |
| Open |
904.82 |
900.90 |
-3.92 |
-0.4% |
1,017.62 |
| High |
925.26 |
901.50 |
-23.76 |
-2.6% |
1,021.66 |
| Low |
895.41 |
882.85 |
-12.56 |
-1.4% |
926.61 |
| Close |
920.98 |
882.92 |
-38.06 |
-4.1% |
942.38 |
| Range |
29.85 |
18.65 |
-11.20 |
-37.5% |
95.05 |
| ATR |
39.97 |
39.84 |
-0.13 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
945.04 |
932.63 |
893.18 |
|
| R3 |
926.39 |
913.98 |
888.05 |
|
| R2 |
907.74 |
907.74 |
886.34 |
|
| R1 |
895.33 |
895.33 |
884.63 |
892.21 |
| PP |
889.09 |
889.09 |
889.09 |
887.53 |
| S1 |
876.68 |
876.68 |
881.21 |
873.56 |
| S2 |
870.44 |
870.44 |
879.50 |
|
| S3 |
851.79 |
858.03 |
877.79 |
|
| S4 |
833.14 |
839.38 |
872.66 |
|
|
| 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 |
973.34 |
882.85 |
90.49 |
10.2% |
29.59 |
3.4% |
0% |
False |
True |
|
| 10 |
1,052.49 |
882.85 |
169.64 |
19.2% |
31.59 |
3.6% |
0% |
False |
True |
|
| 20 |
1,052.49 |
882.85 |
169.64 |
19.2% |
34.80 |
3.9% |
0% |
False |
True |
|
| 40 |
1,060.77 |
856.35 |
204.42 |
23.2% |
41.21 |
4.7% |
13% |
False |
False |
|
| 60 |
1,163.46 |
856.35 |
307.11 |
34.8% |
42.03 |
4.8% |
9% |
False |
False |
|
| 80 |
1,350.54 |
856.35 |
494.19 |
56.0% |
41.08 |
4.7% |
5% |
False |
False |
|
| 100 |
1,426.01 |
856.35 |
569.66 |
64.5% |
41.53 |
4.7% |
5% |
False |
False |
|
| 120 |
1,523.27 |
856.35 |
666.92 |
75.5% |
41.00 |
4.6% |
4% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
980.76 |
|
2.618 |
950.33 |
|
1.618 |
931.68 |
|
1.000 |
920.15 |
|
0.618 |
913.03 |
|
HIGH |
901.50 |
|
0.618 |
894.38 |
|
0.500 |
892.18 |
|
0.382 |
889.97 |
|
LOW |
882.85 |
|
0.618 |
871.32 |
|
1.000 |
864.20 |
|
1.618 |
852.67 |
|
2.618 |
834.02 |
|
4.250 |
803.59 |
|
|
| Fisher Pivots for day following 05-Sep-2002 |
| Pivot |
1 day |
3 day |
| R1 |
892.18 |
905.68 |
| PP |
889.09 |
898.09 |
| S1 |
886.01 |
890.51 |
|