| 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 |
9,051.49 |
8,873.93 |
-177.56 |
-2.0% |
8,777.09 |
| High |
9,051.49 |
8,949.53 |
-101.96 |
-1.1% |
9,077.01 |
| Low |
8,829.96 |
8,756.02 |
-73.94 |
-0.8% |
8,753.52 |
| Close |
8,872.96 |
8,919.01 |
46.05 |
0.5% |
8,872.96 |
| Range |
221.53 |
193.51 |
-28.02 |
-12.6% |
323.49 |
| ATR |
239.95 |
236.63 |
-3.32 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,455.38 |
9,380.71 |
9,025.44 |
|
| R3 |
9,261.87 |
9,187.20 |
8,972.23 |
|
| R2 |
9,068.36 |
9,068.36 |
8,954.49 |
|
| R1 |
8,993.69 |
8,993.69 |
8,936.75 |
9,031.03 |
| PP |
8,874.85 |
8,874.85 |
8,874.85 |
8,893.52 |
| S1 |
8,800.18 |
8,800.18 |
8,901.27 |
8,837.52 |
| S2 |
8,681.34 |
8,681.34 |
8,883.53 |
|
| S3 |
8,487.83 |
8,606.67 |
8,865.79 |
|
| S4 |
8,294.32 |
8,413.16 |
8,812.58 |
|
|
| 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 |
8,756.02 |
320.99 |
3.6% |
181.02 |
2.0% |
51% |
False |
True |
|
| 10 |
9,077.01 |
8,353.07 |
723.94 |
8.1% |
210.75 |
2.4% |
78% |
False |
False |
|
| 20 |
9,077.01 |
8,030.82 |
1,046.19 |
11.7% |
232.61 |
2.6% |
85% |
False |
False |
|
| 40 |
9,410.38 |
7,532.66 |
1,877.72 |
21.1% |
264.73 |
3.0% |
74% |
False |
False |
|
| 60 |
9,986.49 |
7,532.66 |
2,453.83 |
27.5% |
241.36 |
2.7% |
56% |
False |
False |
|
| 80 |
10,353.40 |
7,532.66 |
2,820.74 |
31.6% |
217.50 |
2.4% |
49% |
False |
False |
|
| 100 |
10,394.70 |
7,532.66 |
2,862.04 |
32.1% |
203.51 |
2.3% |
48% |
False |
False |
|
| 120 |
10,673.10 |
7,532.66 |
3,140.44 |
35.2% |
190.65 |
2.1% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,771.95 |
|
2.618 |
9,456.14 |
|
1.618 |
9,262.63 |
|
1.000 |
9,143.04 |
|
0.618 |
9,069.12 |
|
HIGH |
8,949.53 |
|
0.618 |
8,875.61 |
|
0.500 |
8,852.78 |
|
0.382 |
8,829.94 |
|
LOW |
8,756.02 |
|
0.618 |
8,636.43 |
|
1.000 |
8,562.51 |
|
1.618 |
8,442.92 |
|
2.618 |
8,249.41 |
|
4.250 |
7,933.60 |
|
|
| Fisher Pivots for day following 26-Aug-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,896.93 |
8,918.18 |
| PP |
8,874.85 |
8,917.35 |
| S1 |
8,852.78 |
8,916.52 |
|