Trading Metrics calculated at close of trading on 02-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2002 |
02-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
841.29 |
865.13 |
23.84 |
2.8% |
860.99 |
High |
870.70 |
882.77 |
12.07 |
1.4% |
897.45 |
Low |
824.22 |
844.61 |
20.39 |
2.5% |
830.21 |
Close |
870.63 |
849.56 |
-21.07 |
-2.4% |
860.35 |
Range |
46.48 |
38.16 |
-8.32 |
-17.9% |
67.24 |
ATR |
35.09 |
35.31 |
0.22 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
973.46 |
949.67 |
870.55 |
|
R3 |
935.30 |
911.51 |
860.05 |
|
R2 |
897.14 |
897.14 |
856.56 |
|
R1 |
873.35 |
873.35 |
853.06 |
866.17 |
PP |
858.98 |
858.98 |
858.98 |
855.39 |
S1 |
835.19 |
835.19 |
846.06 |
828.01 |
S2 |
820.82 |
820.82 |
842.56 |
|
S3 |
782.66 |
797.03 |
839.07 |
|
S4 |
744.50 |
758.87 |
828.57 |
|
|
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 |
8.6% |
36.00 |
4.2% |
35% |
False |
False |
|
10 |
897.45 |
824.22 |
73.23 |
8.6% |
31.33 |
3.7% |
35% |
False |
False |
|
20 |
978.46 |
824.22 |
154.24 |
18.2% |
28.98 |
3.4% |
16% |
False |
False |
|
40 |
1,052.49 |
824.22 |
228.27 |
26.9% |
32.79 |
3.9% |
11% |
False |
False |
|
60 |
1,060.77 |
824.22 |
236.55 |
27.8% |
37.61 |
4.4% |
11% |
False |
False |
|
80 |
1,163.46 |
824.22 |
339.24 |
39.9% |
39.16 |
4.6% |
7% |
False |
False |
|
100 |
1,350.54 |
824.22 |
526.32 |
62.0% |
38.98 |
4.6% |
5% |
False |
False |
|
120 |
1,426.01 |
824.22 |
601.79 |
70.8% |
39.51 |
4.7% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,044.95 |
2.618 |
982.67 |
1.618 |
944.51 |
1.000 |
920.93 |
0.618 |
906.35 |
HIGH |
882.77 |
0.618 |
868.19 |
0.500 |
863.69 |
0.382 |
859.19 |
LOW |
844.61 |
0.618 |
821.03 |
1.000 |
806.45 |
1.618 |
782.87 |
2.618 |
744.71 |
4.250 |
682.43 |
|
|
Fisher Pivots for day following 02-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
863.69 |
853.50 |
PP |
858.98 |
852.18 |
S1 |
854.27 |
850.87 |
|