| Trading Metrics calculated at close of trading on 12-Aug-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2003 |
12-Aug-2003 |
Change |
Change % |
Previous Week |
| Open |
9,189.62 |
9,218.12 |
28.50 |
0.3% |
9,154.18 |
| High |
9,251.59 |
9,310.27 |
58.68 |
0.6% |
9,209.15 |
| Low |
9,146.62 |
9,208.80 |
62.18 |
0.7% |
8,997.11 |
| Close |
9,217.35 |
9,310.06 |
92.71 |
1.0% |
9,191.09 |
| Range |
104.97 |
101.47 |
-3.50 |
-3.3% |
212.04 |
| ATR |
122.65 |
121.14 |
-1.51 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,580.79 |
9,546.89 |
9,365.87 |
|
| R3 |
9,479.32 |
9,445.42 |
9,337.96 |
|
| R2 |
9,377.85 |
9,377.85 |
9,328.66 |
|
| R1 |
9,343.95 |
9,343.95 |
9,319.36 |
9,360.90 |
| PP |
9,276.38 |
9,276.38 |
9,276.38 |
9,284.85 |
| S1 |
9,242.48 |
9,242.48 |
9,300.76 |
9,259.43 |
| S2 |
9,174.91 |
9,174.91 |
9,291.46 |
|
| S3 |
9,073.44 |
9,141.01 |
9,282.16 |
|
| S4 |
8,971.97 |
9,039.54 |
9,254.25 |
|
|
| Weekly Pivots for week ending 08-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,768.57 |
9,691.87 |
9,307.71 |
|
| R3 |
9,556.53 |
9,479.83 |
9,249.40 |
|
| R2 |
9,344.49 |
9,344.49 |
9,229.96 |
|
| R1 |
9,267.79 |
9,267.79 |
9,210.53 |
9,306.14 |
| PP |
9,132.45 |
9,132.45 |
9,132.45 |
9,151.63 |
| S1 |
9,055.75 |
9,055.75 |
9,171.65 |
9,094.10 |
| S2 |
8,920.41 |
8,920.41 |
9,152.22 |
|
| S3 |
8,708.37 |
8,843.71 |
9,132.78 |
|
| S4 |
8,496.33 |
8,631.67 |
9,074.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,310.27 |
8,997.11 |
313.16 |
3.4% |
102.35 |
1.1% |
100% |
True |
False |
|
| 10 |
9,361.40 |
8,997.11 |
364.29 |
3.9% |
115.51 |
1.2% |
86% |
False |
False |
|
| 20 |
9,361.40 |
8,997.11 |
364.29 |
3.9% |
120.70 |
1.3% |
86% |
False |
False |
|
| 40 |
9,361.40 |
8,871.20 |
490.20 |
5.3% |
123.61 |
1.3% |
90% |
False |
False |
|
| 60 |
9,361.40 |
8,416.72 |
944.68 |
10.1% |
127.97 |
1.4% |
95% |
False |
False |
|
| 80 |
9,361.40 |
8,263.98 |
1,097.42 |
11.8% |
127.07 |
1.4% |
95% |
False |
False |
|
| 100 |
9,361.40 |
7,929.31 |
1,432.09 |
15.4% |
133.16 |
1.4% |
96% |
False |
False |
|
| 120 |
9,361.40 |
7,416.64 |
1,944.76 |
20.9% |
138.34 |
1.5% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,741.52 |
|
2.618 |
9,575.92 |
|
1.618 |
9,474.45 |
|
1.000 |
9,411.74 |
|
0.618 |
9,372.98 |
|
HIGH |
9,310.27 |
|
0.618 |
9,271.51 |
|
0.500 |
9,259.54 |
|
0.382 |
9,247.56 |
|
LOW |
9,208.80 |
|
0.618 |
9,146.09 |
|
1.000 |
9,107.33 |
|
1.618 |
9,044.62 |
|
2.618 |
8,943.15 |
|
4.250 |
8,777.55 |
|
|
| Fisher Pivots for day following 12-Aug-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,293.22 |
9,279.65 |
| PP |
9,276.38 |
9,249.23 |
| S1 |
9,259.54 |
9,218.82 |
|