| Trading Metrics calculated at close of trading on 23-Aug-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2002 |
23-Aug-2002 |
Change |
Change % |
Previous Week |
| Open |
8,961.18 |
9,051.49 |
90.31 |
1.0% |
8,777.09 |
| High |
9,077.01 |
9,051.49 |
-25.52 |
-0.3% |
9,077.01 |
| Low |
8,926.92 |
8,829.96 |
-96.96 |
-1.1% |
8,753.52 |
| Close |
9,053.64 |
8,872.96 |
-180.68 |
-2.0% |
8,872.96 |
| Range |
150.09 |
221.53 |
71.44 |
47.6% |
323.49 |
| ATR |
241.20 |
239.95 |
-1.25 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,582.73 |
9,449.37 |
8,994.80 |
|
| R3 |
9,361.20 |
9,227.84 |
8,933.88 |
|
| R2 |
9,139.67 |
9,139.67 |
8,913.57 |
|
| R1 |
9,006.31 |
9,006.31 |
8,893.27 |
8,962.23 |
| PP |
8,918.14 |
8,918.14 |
8,918.14 |
8,896.09 |
| S1 |
8,784.78 |
8,784.78 |
8,852.65 |
8,740.70 |
| S2 |
8,696.61 |
8,696.61 |
8,832.35 |
|
| S3 |
8,475.08 |
8,563.25 |
8,812.04 |
|
| S4 |
8,253.55 |
8,341.72 |
8,751.12 |
|
|
| Weekly Pivots for week ending 23-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,871.63 |
9,695.79 |
9,050.88 |
|
| R3 |
9,548.14 |
9,372.30 |
8,961.92 |
|
| R2 |
9,224.65 |
9,224.65 |
8,932.27 |
|
| R1 |
9,048.81 |
9,048.81 |
8,902.61 |
9,136.73 |
| PP |
8,901.16 |
8,901.16 |
8,901.16 |
8,945.13 |
| S1 |
8,725.32 |
8,725.32 |
8,843.31 |
8,813.24 |
| S2 |
8,577.67 |
8,577.67 |
8,813.65 |
|
| S3 |
8,254.18 |
8,401.83 |
8,784.00 |
|
| S4 |
7,930.69 |
8,078.34 |
8,695.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,077.01 |
8,753.52 |
323.49 |
3.6% |
190.43 |
2.1% |
37% |
False |
False |
|
| 10 |
9,077.01 |
8,353.07 |
723.94 |
8.2% |
207.41 |
2.3% |
72% |
False |
False |
|
| 20 |
9,077.01 |
8,030.82 |
1,046.19 |
11.8% |
245.13 |
2.8% |
80% |
False |
False |
|
| 40 |
9,410.38 |
7,532.66 |
1,877.72 |
21.2% |
263.02 |
3.0% |
71% |
False |
False |
|
| 60 |
10,042.30 |
7,532.66 |
2,509.64 |
28.3% |
240.26 |
2.7% |
53% |
False |
False |
|
| 80 |
10,353.40 |
7,532.66 |
2,820.74 |
31.8% |
216.05 |
2.4% |
48% |
False |
False |
|
| 100 |
10,394.70 |
7,532.66 |
2,862.04 |
32.3% |
202.62 |
2.3% |
47% |
False |
False |
|
| 120 |
10,673.10 |
7,532.66 |
3,140.44 |
35.4% |
190.51 |
2.1% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,992.99 |
|
2.618 |
9,631.46 |
|
1.618 |
9,409.93 |
|
1.000 |
9,273.02 |
|
0.618 |
9,188.40 |
|
HIGH |
9,051.49 |
|
0.618 |
8,966.87 |
|
0.500 |
8,940.73 |
|
0.382 |
8,914.58 |
|
LOW |
8,829.96 |
|
0.618 |
8,693.05 |
|
1.000 |
8,608.43 |
|
1.618 |
8,471.52 |
|
2.618 |
8,249.99 |
|
4.250 |
7,888.46 |
|
|
| Fisher Pivots for day following 23-Aug-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,940.73 |
8,937.95 |
| PP |
8,918.14 |
8,916.29 |
| S1 |
8,895.55 |
8,894.62 |
|