Trading Metrics calculated at close of trading on 25-Aug-2003 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2003 |
25-Aug-2003 |
Change |
Change % |
Previous Week |
Open |
9,436.04 |
9,349.44 |
-86.60 |
-0.9% |
9,320.66 |
High |
9,499.97 |
9,350.77 |
-149.20 |
-1.6% |
9,499.97 |
Low |
9,345.86 |
9,280.94 |
-64.92 |
-0.7% |
9,320.59 |
Close |
9,348.87 |
9,317.64 |
-31.23 |
-0.3% |
9,348.87 |
Range |
154.11 |
69.83 |
-84.28 |
-54.7% |
179.38 |
ATR |
110.28 |
107.39 |
-2.89 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,525.94 |
9,491.62 |
9,356.05 |
|
R3 |
9,456.11 |
9,421.79 |
9,336.84 |
|
R2 |
9,386.28 |
9,386.28 |
9,330.44 |
|
R1 |
9,351.96 |
9,351.96 |
9,324.04 |
9,334.21 |
PP |
9,316.45 |
9,316.45 |
9,316.45 |
9,307.57 |
S1 |
9,282.13 |
9,282.13 |
9,311.24 |
9,264.38 |
S2 |
9,246.62 |
9,246.62 |
9,304.84 |
|
S3 |
9,176.79 |
9,212.30 |
9,298.44 |
|
S4 |
9,106.96 |
9,142.47 |
9,279.23 |
|
|
Weekly Pivots for week ending 22-Aug-2003 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,927.95 |
9,817.79 |
9,447.53 |
|
R3 |
9,748.57 |
9,638.41 |
9,398.20 |
|
R2 |
9,569.19 |
9,569.19 |
9,381.76 |
|
R1 |
9,459.03 |
9,459.03 |
9,365.31 |
9,514.11 |
PP |
9,389.81 |
9,389.81 |
9,389.81 |
9,417.35 |
S1 |
9,279.65 |
9,279.65 |
9,332.43 |
9,334.73 |
S2 |
9,210.43 |
9,210.43 |
9,315.98 |
|
S3 |
9,031.05 |
9,100.27 |
9,299.54 |
|
S4 |
8,851.67 |
8,920.89 |
9,250.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,499.97 |
9,280.94 |
219.03 |
2.4% |
93.21 |
1.0% |
17% |
False |
True |
|
10 |
9,499.97 |
9,208.80 |
291.17 |
3.1% |
92.59 |
1.0% |
37% |
False |
False |
|
20 |
9,499.97 |
8,997.11 |
502.86 |
5.4% |
105.05 |
1.1% |
64% |
False |
False |
|
40 |
9,499.97 |
8,871.20 |
628.77 |
6.7% |
117.09 |
1.3% |
71% |
False |
False |
|
60 |
9,499.97 |
8,851.45 |
648.52 |
7.0% |
120.14 |
1.3% |
72% |
False |
False |
|
80 |
9,499.97 |
8,409.29 |
1,090.68 |
11.7% |
122.11 |
1.3% |
83% |
False |
False |
|
100 |
9,499.97 |
8,145.87 |
1,354.10 |
14.5% |
124.97 |
1.3% |
87% |
False |
False |
|
120 |
9,499.97 |
7,416.64 |
2,083.33 |
22.4% |
134.01 |
1.4% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,647.55 |
2.618 |
9,533.58 |
1.618 |
9,463.75 |
1.000 |
9,420.60 |
0.618 |
9,393.92 |
HIGH |
9,350.77 |
0.618 |
9,324.09 |
0.500 |
9,315.86 |
0.382 |
9,307.62 |
LOW |
9,280.94 |
0.618 |
9,237.79 |
1.000 |
9,211.11 |
1.618 |
9,167.96 |
2.618 |
9,098.13 |
4.250 |
8,984.16 |
|
|
Fisher Pivots for day following 25-Aug-2003 |
Pivot |
1 day |
3 day |
R1 |
9,317.05 |
9,390.46 |
PP |
9,316.45 |
9,366.18 |
S1 |
9,315.86 |
9,341.91 |
|