Trading Metrics calculated at close of trading on 18-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2003 |
18-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,308.52 |
9,320.66 |
12.14 |
0.1% |
9,189.62 |
High |
9,337.17 |
9,419.38 |
82.21 |
0.9% |
9,337.17 |
Low |
9,281.50 |
9,320.59 |
39.09 |
0.4% |
9,146.62 |
Close |
9,321.69 |
9,412.45 |
90.76 |
1.0% |
9,321.69 |
Range |
55.67 |
98.79 |
43.12 |
77.5% |
190.55 |
ATR |
114.08 |
112.98 |
-1.09 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,680.51 |
9,645.27 |
9,466.78 |
|
R3 |
9,581.72 |
9,546.48 |
9,439.62 |
|
R2 |
9,482.93 |
9,482.93 |
9,430.56 |
|
R1 |
9,447.69 |
9,447.69 |
9,421.51 |
9,465.31 |
PP |
9,384.14 |
9,384.14 |
9,384.14 |
9,392.95 |
S1 |
9,348.90 |
9,348.90 |
9,403.39 |
9,366.52 |
S2 |
9,285.35 |
9,285.35 |
9,394.34 |
|
S3 |
9,186.56 |
9,250.11 |
9,385.28 |
|
S4 |
9,087.77 |
9,151.32 |
9,358.12 |
|
|
Weekly Pivots for week ending 15-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,840.14 |
9,771.47 |
9,426.49 |
|
R3 |
9,649.59 |
9,580.92 |
9,374.09 |
|
R2 |
9,459.04 |
9,459.04 |
9,356.62 |
|
R1 |
9,390.37 |
9,390.37 |
9,339.16 |
9,424.71 |
PP |
9,268.49 |
9,268.49 |
9,268.49 |
9,285.66 |
S1 |
9,199.82 |
9,199.82 |
9,304.22 |
9,234.16 |
S2 |
9,077.94 |
9,077.94 |
9,286.76 |
|
S3 |
8,887.39 |
9,009.27 |
9,269.29 |
|
S4 |
8,696.84 |
8,818.72 |
9,216.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,419.38 |
9,208.80 |
210.58 |
2.2% |
91.97 |
1.0% |
97% |
True |
False |
|
10 |
9,419.38 |
8,997.11 |
422.27 |
4.5% |
102.33 |
1.1% |
98% |
True |
False |
|
20 |
9,419.38 |
8,997.11 |
422.27 |
4.5% |
115.85 |
1.2% |
98% |
True |
False |
|
40 |
9,419.38 |
8,871.20 |
548.18 |
5.8% |
121.58 |
1.3% |
99% |
True |
False |
|
60 |
9,419.38 |
8,540.59 |
878.79 |
9.3% |
124.98 |
1.3% |
99% |
True |
False |
|
80 |
9,419.38 |
8,288.49 |
1,130.89 |
12.0% |
125.16 |
1.3% |
99% |
True |
False |
|
100 |
9,419.38 |
7,929.31 |
1,490.07 |
15.8% |
128.58 |
1.4% |
100% |
True |
False |
|
120 |
9,419.38 |
7,416.64 |
2,002.74 |
21.3% |
135.62 |
1.4% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,839.24 |
2.618 |
9,678.01 |
1.618 |
9,579.22 |
1.000 |
9,518.17 |
0.618 |
9,480.43 |
HIGH |
9,419.38 |
0.618 |
9,381.64 |
0.500 |
9,369.99 |
0.382 |
9,358.33 |
LOW |
9,320.59 |
0.618 |
9,259.54 |
1.000 |
9,221.80 |
1.618 |
9,160.75 |
2.618 |
9,061.96 |
4.250 |
8,900.73 |
|
|
Fisher Pivots for day following 18-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,398.30 |
9,381.33 |
PP |
9,384.14 |
9,350.22 |
S1 |
9,369.99 |
9,319.10 |
|