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 |
8,308.53 |
8,420.20 |
111.67 |
1.3% |
8,873.93 |
High |
8,452.59 |
8,420.20 |
-32.39 |
-0.4% |
9,017.02 |
Low |
8,280.40 |
8,217.05 |
-63.35 |
-0.8% |
8,558.02 |
Close |
8,425.12 |
8,283.70 |
-141.42 |
-1.7% |
8,663.50 |
Range |
172.19 |
203.15 |
30.96 |
18.0% |
459.00 |
ATR |
230.32 |
228.73 |
-1.59 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,916.43 |
8,803.22 |
8,395.43 |
|
R3 |
8,713.28 |
8,600.07 |
8,339.57 |
|
R2 |
8,510.13 |
8,510.13 |
8,320.94 |
|
R1 |
8,396.92 |
8,396.92 |
8,302.32 |
8,351.95 |
PP |
8,306.98 |
8,306.98 |
8,306.98 |
8,284.50 |
S1 |
8,193.77 |
8,193.77 |
8,265.08 |
8,148.80 |
S2 |
8,103.83 |
8,103.83 |
8,246.46 |
|
S3 |
7,900.68 |
7,990.62 |
8,227.83 |
|
S4 |
7,697.53 |
7,787.47 |
8,171.97 |
|
|
Weekly Pivots for week ending 30-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,123.18 |
9,852.34 |
8,915.95 |
|
R3 |
9,664.18 |
9,393.34 |
8,789.73 |
|
R2 |
9,205.18 |
9,205.18 |
8,747.65 |
|
R1 |
8,934.34 |
8,934.34 |
8,705.58 |
8,840.26 |
PP |
8,746.18 |
8,746.18 |
8,746.18 |
8,699.14 |
S1 |
8,475.34 |
8,475.34 |
8,621.43 |
8,381.26 |
S2 |
8,287.18 |
8,287.18 |
8,579.35 |
|
S3 |
7,828.18 |
8,016.34 |
8,537.28 |
|
S4 |
7,369.18 |
7,557.34 |
8,411.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,783.35 |
8,217.05 |
566.30 |
6.8% |
218.36 |
2.6% |
12% |
False |
True |
|
10 |
9,077.01 |
8,217.05 |
859.96 |
10.4% |
206.97 |
2.5% |
8% |
False |
True |
|
20 |
9,077.01 |
8,217.05 |
859.96 |
10.4% |
214.00 |
2.6% |
8% |
False |
True |
|
40 |
9,077.01 |
7,532.66 |
1,544.35 |
18.6% |
261.94 |
3.2% |
49% |
False |
False |
|
60 |
9,733.39 |
7,532.66 |
2,200.73 |
26.6% |
244.45 |
3.0% |
34% |
False |
False |
|
80 |
10,353.40 |
7,532.66 |
2,820.74 |
34.1% |
220.91 |
2.7% |
27% |
False |
False |
|
100 |
10,353.40 |
7,532.66 |
2,820.74 |
34.1% |
208.32 |
2.5% |
27% |
False |
False |
|
120 |
10,673.10 |
7,532.66 |
3,140.44 |
37.9% |
196.21 |
2.4% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,283.59 |
2.618 |
8,952.05 |
1.618 |
8,748.90 |
1.000 |
8,623.35 |
0.618 |
8,545.75 |
HIGH |
8,420.20 |
0.618 |
8,342.60 |
0.500 |
8,318.63 |
0.382 |
8,294.65 |
LOW |
8,217.05 |
0.618 |
8,091.50 |
1.000 |
8,013.90 |
1.618 |
7,888.35 |
2.618 |
7,685.20 |
4.250 |
7,353.66 |
|
|
Fisher Pivots for day following 05-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
8,318.63 |
8,438.16 |
PP |
8,306.98 |
8,386.67 |
S1 |
8,295.34 |
8,335.19 |
|