Trading Metrics calculated at close of trading on 12-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2002 |
12-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
8,707.24 |
8,741.92 |
34.68 |
0.4% |
8,312.92 |
High |
8,796.68 |
8,742.06 |
-54.62 |
-0.6% |
8,796.68 |
Low |
8,575.98 |
8,582.01 |
6.03 |
0.1% |
8,030.82 |
Close |
8,745.45 |
8,688.89 |
-56.56 |
-0.6% |
8,745.45 |
Range |
220.70 |
160.05 |
-60.65 |
-27.5% |
765.86 |
ATR |
279.70 |
271.39 |
-8.30 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,151.14 |
9,080.06 |
8,776.92 |
|
R3 |
8,991.09 |
8,920.01 |
8,732.90 |
|
R2 |
8,831.04 |
8,831.04 |
8,718.23 |
|
R1 |
8,759.96 |
8,759.96 |
8,703.56 |
8,715.48 |
PP |
8,670.99 |
8,670.99 |
8,670.99 |
8,648.74 |
S1 |
8,599.91 |
8,599.91 |
8,674.22 |
8,555.43 |
S2 |
8,510.94 |
8,510.94 |
8,659.55 |
|
S3 |
8,350.89 |
8,439.86 |
8,644.88 |
|
S4 |
8,190.84 |
8,279.81 |
8,600.86 |
|
|
Weekly Pivots for week ending 09-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,821.90 |
10,549.53 |
9,166.67 |
|
R3 |
10,056.04 |
9,783.67 |
8,956.06 |
|
R2 |
9,290.18 |
9,290.18 |
8,885.86 |
|
R1 |
9,017.81 |
9,017.81 |
8,815.65 |
9,154.00 |
PP |
8,524.32 |
8,524.32 |
8,524.32 |
8,592.41 |
S1 |
8,251.95 |
8,251.95 |
8,675.25 |
8,388.14 |
S2 |
7,758.46 |
7,758.46 |
8,605.04 |
|
S3 |
6,992.60 |
7,486.09 |
8,534.84 |
|
S4 |
6,226.74 |
6,720.23 |
8,324.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,796.68 |
8,049.93 |
746.75 |
8.6% |
256.32 |
2.9% |
86% |
False |
False |
|
10 |
8,796.68 |
8,030.82 |
765.86 |
8.8% |
254.47 |
2.9% |
86% |
False |
False |
|
20 |
8,796.68 |
7,532.66 |
1,264.02 |
14.5% |
296.47 |
3.4% |
91% |
False |
False |
|
40 |
9,733.39 |
7,532.66 |
2,200.73 |
25.3% |
262.72 |
3.0% |
53% |
False |
False |
|
60 |
10,353.40 |
7,532.66 |
2,820.74 |
32.5% |
227.70 |
2.6% |
41% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
32.5% |
208.40 |
2.4% |
41% |
False |
False |
|
100 |
10,505.70 |
7,532.66 |
2,973.04 |
34.2% |
195.70 |
2.3% |
39% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
36.1% |
189.24 |
2.2% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,422.27 |
2.618 |
9,161.07 |
1.618 |
9,001.02 |
1.000 |
8,902.11 |
0.618 |
8,840.97 |
HIGH |
8,742.06 |
0.618 |
8,680.92 |
0.500 |
8,662.04 |
0.382 |
8,643.15 |
LOW |
8,582.01 |
0.618 |
8,483.10 |
1.000 |
8,421.96 |
1.618 |
8,323.05 |
2.618 |
8,163.00 |
4.250 |
7,901.80 |
|
|
Fisher Pivots for day following 12-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
8,679.94 |
8,663.76 |
PP |
8,670.99 |
8,638.63 |
S1 |
8,662.04 |
8,613.51 |
|