Trading Metrics calculated at close of trading on 01-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2002 |
01-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
848.72 |
841.29 |
-7.43 |
-0.9% |
860.99 |
High |
852.98 |
870.70 |
17.72 |
2.1% |
897.45 |
Low |
825.80 |
824.22 |
-1.58 |
-0.2% |
830.21 |
Close |
832.52 |
870.63 |
38.11 |
4.6% |
860.35 |
Range |
27.18 |
46.48 |
19.30 |
71.0% |
67.24 |
ATR |
34.21 |
35.09 |
0.88 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
994.62 |
979.11 |
896.19 |
|
R3 |
948.14 |
932.63 |
883.41 |
|
R2 |
901.66 |
901.66 |
879.15 |
|
R1 |
886.15 |
886.15 |
874.89 |
893.91 |
PP |
855.18 |
855.18 |
855.18 |
859.06 |
S1 |
839.67 |
839.67 |
866.37 |
847.43 |
S2 |
808.70 |
808.70 |
862.11 |
|
S3 |
762.22 |
793.19 |
857.85 |
|
S4 |
715.74 |
746.71 |
845.07 |
|
|
Weekly Pivots for week ending 27-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,064.39 |
1,029.61 |
897.33 |
|
R3 |
997.15 |
962.37 |
878.84 |
|
R2 |
929.91 |
929.91 |
872.68 |
|
R1 |
895.13 |
895.13 |
866.51 |
878.90 |
PP |
862.67 |
862.67 |
862.67 |
854.56 |
S1 |
827.89 |
827.89 |
854.19 |
811.66 |
S2 |
795.43 |
795.43 |
848.02 |
|
S3 |
728.19 |
760.65 |
841.86 |
|
S4 |
660.95 |
693.41 |
823.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
897.45 |
824.22 |
73.23 |
8.4% |
35.70 |
4.1% |
63% |
False |
True |
|
10 |
906.05 |
824.22 |
81.83 |
9.4% |
30.51 |
3.5% |
57% |
False |
True |
|
20 |
978.46 |
824.22 |
154.24 |
17.7% |
28.56 |
3.3% |
30% |
False |
True |
|
40 |
1,052.49 |
824.22 |
228.27 |
26.2% |
33.04 |
3.8% |
20% |
False |
True |
|
60 |
1,060.77 |
824.22 |
236.55 |
27.2% |
37.54 |
4.3% |
20% |
False |
True |
|
80 |
1,163.46 |
824.22 |
339.24 |
39.0% |
38.98 |
4.5% |
14% |
False |
True |
|
100 |
1,350.54 |
824.22 |
526.32 |
60.5% |
39.23 |
4.5% |
9% |
False |
True |
|
120 |
1,426.01 |
824.22 |
601.79 |
69.1% |
39.46 |
4.5% |
8% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,068.24 |
2.618 |
992.38 |
1.618 |
945.90 |
1.000 |
917.18 |
0.618 |
899.42 |
HIGH |
870.70 |
0.618 |
852.94 |
0.500 |
847.46 |
0.382 |
841.98 |
LOW |
824.22 |
0.618 |
795.50 |
1.000 |
777.74 |
1.618 |
749.02 |
2.618 |
702.54 |
4.250 |
626.68 |
|
|
Fisher Pivots for day following 01-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
862.91 |
866.31 |
PP |
855.18 |
861.99 |
S1 |
847.46 |
857.67 |
|