| Trading Metrics calculated at close of trading on 19-Aug-2003 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2003 |
19-Aug-2003 |
Change |
Change % |
Previous Week |
| Open |
9,320.66 |
9,412.17 |
91.51 |
1.0% |
9,189.62 |
| High |
9,419.38 |
9,445.08 |
25.70 |
0.3% |
9,337.17 |
| Low |
9,320.59 |
9,351.73 |
31.14 |
0.3% |
9,146.62 |
| Close |
9,412.45 |
9,428.90 |
16.45 |
0.2% |
9,321.69 |
| Range |
98.79 |
93.35 |
-5.44 |
-5.5% |
190.55 |
| ATR |
112.98 |
111.58 |
-1.40 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,688.62 |
9,652.11 |
9,480.24 |
|
| R3 |
9,595.27 |
9,558.76 |
9,454.57 |
|
| R2 |
9,501.92 |
9,501.92 |
9,446.01 |
|
| R1 |
9,465.41 |
9,465.41 |
9,437.46 |
9,483.67 |
| PP |
9,408.57 |
9,408.57 |
9,408.57 |
9,417.70 |
| S1 |
9,372.06 |
9,372.06 |
9,420.34 |
9,390.32 |
| S2 |
9,315.22 |
9,315.22 |
9,411.79 |
|
| S3 |
9,221.87 |
9,278.71 |
9,403.23 |
|
| S4 |
9,128.52 |
9,185.36 |
9,377.56 |
|
|
| 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 |
9,445.08 |
9,218.82 |
226.26 |
2.4% |
90.35 |
1.0% |
93% |
True |
False |
|
| 10 |
9,445.08 |
8,997.11 |
447.97 |
4.8% |
96.35 |
1.0% |
96% |
True |
False |
|
| 20 |
9,445.08 |
8,997.11 |
447.97 |
4.8% |
113.66 |
1.2% |
96% |
True |
False |
|
| 40 |
9,445.08 |
8,871.20 |
573.88 |
6.1% |
119.88 |
1.3% |
97% |
True |
False |
|
| 60 |
9,445.08 |
8,540.59 |
904.49 |
9.6% |
125.13 |
1.3% |
98% |
True |
False |
|
| 80 |
9,445.08 |
8,305.03 |
1,140.05 |
12.1% |
124.44 |
1.3% |
99% |
True |
False |
|
| 100 |
9,445.08 |
7,929.31 |
1,515.77 |
16.1% |
128.04 |
1.4% |
99% |
True |
False |
|
| 120 |
9,445.08 |
7,416.64 |
2,028.44 |
21.5% |
135.28 |
1.4% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,841.82 |
|
2.618 |
9,689.47 |
|
1.618 |
9,596.12 |
|
1.000 |
9,538.43 |
|
0.618 |
9,502.77 |
|
HIGH |
9,445.08 |
|
0.618 |
9,409.42 |
|
0.500 |
9,398.41 |
|
0.382 |
9,387.39 |
|
LOW |
9,351.73 |
|
0.618 |
9,294.04 |
|
1.000 |
9,258.38 |
|
1.618 |
9,200.69 |
|
2.618 |
9,107.34 |
|
4.250 |
8,954.99 |
|
|
| Fisher Pivots for day following 19-Aug-2003 |
| Pivot |
1 day |
3 day |
| R1 |
9,418.74 |
9,407.03 |
| PP |
9,408.57 |
9,385.16 |
| S1 |
9,398.41 |
9,363.29 |
|