| Trading Metrics calculated at close of trading on 28-Aug-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2002 |
28-Aug-2002 |
Change |
Change % |
Previous Week |
| Open |
8,917.49 |
8,823.93 |
-93.56 |
-1.0% |
8,777.09 |
| High |
9,017.02 |
8,823.99 |
-193.03 |
-2.1% |
9,077.01 |
| Low |
8,782.03 |
8,646.19 |
-135.84 |
-1.5% |
8,753.52 |
| Close |
8,824.41 |
8,694.09 |
-130.32 |
-1.5% |
8,872.96 |
| Range |
234.99 |
177.80 |
-57.19 |
-24.3% |
323.49 |
| ATR |
236.51 |
232.35 |
-4.16 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,254.82 |
9,152.26 |
8,791.88 |
|
| R3 |
9,077.02 |
8,974.46 |
8,742.99 |
|
| R2 |
8,899.22 |
8,899.22 |
8,726.69 |
|
| R1 |
8,796.66 |
8,796.66 |
8,710.39 |
8,759.04 |
| PP |
8,721.42 |
8,721.42 |
8,721.42 |
8,702.62 |
| S1 |
8,618.86 |
8,618.86 |
8,677.79 |
8,581.24 |
| S2 |
8,543.62 |
8,543.62 |
8,661.49 |
|
| S3 |
8,365.82 |
8,441.06 |
8,645.20 |
|
| S4 |
8,188.02 |
8,263.26 |
8,596.30 |
|
|
| 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 |
8,646.19 |
430.82 |
5.0% |
195.58 |
2.2% |
11% |
False |
True |
|
| 10 |
9,077.01 |
8,646.19 |
430.82 |
5.0% |
185.29 |
2.1% |
11% |
False |
True |
|
| 20 |
9,077.01 |
8,030.82 |
1,046.19 |
12.0% |
232.17 |
2.7% |
63% |
False |
False |
|
| 40 |
9,410.38 |
7,532.66 |
1,877.72 |
21.6% |
265.15 |
3.0% |
62% |
False |
False |
|
| 60 |
9,802.55 |
7,532.66 |
2,269.89 |
26.1% |
241.09 |
2.8% |
51% |
False |
False |
|
| 80 |
10,353.40 |
7,532.66 |
2,820.74 |
32.4% |
218.11 |
2.5% |
41% |
False |
False |
|
| 100 |
10,394.70 |
7,532.66 |
2,862.04 |
32.9% |
205.08 |
2.4% |
41% |
False |
False |
|
| 120 |
10,673.10 |
7,532.66 |
3,140.44 |
36.1% |
191.84 |
2.2% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,579.64 |
|
2.618 |
9,289.47 |
|
1.618 |
9,111.67 |
|
1.000 |
9,001.79 |
|
0.618 |
8,933.87 |
|
HIGH |
8,823.99 |
|
0.618 |
8,756.07 |
|
0.500 |
8,735.09 |
|
0.382 |
8,714.11 |
|
LOW |
8,646.19 |
|
0.618 |
8,536.31 |
|
1.000 |
8,468.39 |
|
1.618 |
8,358.51 |
|
2.618 |
8,180.71 |
|
4.250 |
7,890.54 |
|
|
| Fisher Pivots for day following 28-Aug-2002 |
| Pivot |
1 day |
3 day |
| R1 |
8,735.09 |
8,831.61 |
| PP |
8,721.42 |
8,785.77 |
| S1 |
8,707.76 |
8,739.93 |
|