Trading Metrics calculated at close of trading on 03-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2002 |
03-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
865.13 |
846.74 |
-18.39 |
-2.1% |
860.99 |
High |
882.77 |
859.53 |
-23.24 |
-2.6% |
897.45 |
Low |
844.61 |
832.67 |
-11.94 |
-1.4% |
830.21 |
Close |
849.56 |
833.21 |
-16.35 |
-1.9% |
860.35 |
Range |
38.16 |
26.86 |
-11.30 |
-29.6% |
67.24 |
ATR |
35.31 |
34.70 |
-0.60 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
922.38 |
904.66 |
847.98 |
|
R3 |
895.52 |
877.80 |
840.60 |
|
R2 |
868.66 |
868.66 |
838.13 |
|
R1 |
850.94 |
850.94 |
835.67 |
846.37 |
PP |
841.80 |
841.80 |
841.80 |
839.52 |
S1 |
824.08 |
824.08 |
830.75 |
819.51 |
S2 |
814.94 |
814.94 |
828.29 |
|
S3 |
788.08 |
797.22 |
825.82 |
|
S4 |
761.22 |
770.36 |
818.44 |
|
|
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 |
891.12 |
824.22 |
66.90 |
8.0% |
34.04 |
4.1% |
13% |
False |
False |
|
10 |
897.45 |
824.22 |
73.23 |
8.8% |
31.68 |
3.8% |
12% |
False |
False |
|
20 |
978.46 |
824.22 |
154.24 |
18.5% |
29.39 |
3.5% |
6% |
False |
False |
|
40 |
1,052.49 |
824.22 |
228.27 |
27.4% |
32.10 |
3.9% |
4% |
False |
False |
|
60 |
1,060.77 |
824.22 |
236.55 |
28.4% |
37.27 |
4.5% |
4% |
False |
False |
|
80 |
1,163.46 |
824.22 |
339.24 |
40.7% |
38.87 |
4.7% |
3% |
False |
False |
|
100 |
1,350.54 |
824.22 |
526.32 |
63.2% |
38.74 |
4.6% |
2% |
False |
False |
|
120 |
1,426.01 |
824.22 |
601.79 |
72.2% |
39.51 |
4.7% |
1% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
973.69 |
2.618 |
929.85 |
1.618 |
902.99 |
1.000 |
886.39 |
0.618 |
876.13 |
HIGH |
859.53 |
0.618 |
849.27 |
0.500 |
846.10 |
0.382 |
842.93 |
LOW |
832.67 |
0.618 |
816.07 |
1.000 |
805.81 |
1.618 |
789.21 |
2.618 |
762.35 |
4.250 |
718.52 |
|
|
Fisher Pivots for day following 03-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
846.10 |
853.50 |
PP |
841.80 |
846.73 |
S1 |
837.51 |
839.97 |
|