Trading Metrics calculated at close of trading on 04-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2002 |
04-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
846.74 |
842.95 |
-3.79 |
-0.4% |
848.72 |
High |
859.53 |
844.37 |
-15.16 |
-1.8% |
882.77 |
Low |
832.67 |
809.94 |
-22.73 |
-2.7% |
809.94 |
Close |
833.21 |
815.40 |
-17.81 |
-2.1% |
815.40 |
Range |
26.86 |
34.43 |
7.57 |
28.2% |
72.83 |
ATR |
34.70 |
34.68 |
-0.02 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
926.53 |
905.39 |
834.34 |
|
R3 |
892.10 |
870.96 |
824.87 |
|
R2 |
857.67 |
857.67 |
821.71 |
|
R1 |
836.53 |
836.53 |
818.56 |
829.89 |
PP |
823.24 |
823.24 |
823.24 |
819.91 |
S1 |
802.10 |
802.10 |
812.24 |
795.46 |
S2 |
788.81 |
788.81 |
809.09 |
|
S3 |
754.38 |
767.67 |
805.93 |
|
S4 |
719.95 |
733.24 |
796.46 |
|
|
Weekly Pivots for week ending 04-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,054.53 |
1,007.79 |
855.46 |
|
R3 |
981.70 |
934.96 |
835.43 |
|
R2 |
908.87 |
908.87 |
828.75 |
|
R1 |
862.13 |
862.13 |
822.08 |
849.09 |
PP |
836.04 |
836.04 |
836.04 |
829.51 |
S1 |
789.30 |
789.30 |
808.72 |
776.26 |
S2 |
763.21 |
763.21 |
802.05 |
|
S3 |
690.38 |
716.47 |
795.37 |
|
S4 |
617.55 |
643.64 |
775.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
882.77 |
809.94 |
72.83 |
8.9% |
34.62 |
4.2% |
7% |
False |
True |
|
10 |
897.45 |
809.94 |
87.51 |
10.7% |
33.55 |
4.1% |
6% |
False |
True |
|
20 |
978.46 |
809.94 |
168.52 |
20.7% |
30.00 |
3.7% |
3% |
False |
True |
|
40 |
1,052.49 |
809.94 |
242.55 |
29.7% |
31.70 |
3.9% |
2% |
False |
True |
|
60 |
1,060.77 |
809.94 |
250.83 |
30.8% |
36.95 |
4.5% |
2% |
False |
True |
|
80 |
1,163.46 |
809.94 |
353.52 |
43.4% |
38.74 |
4.8% |
2% |
False |
True |
|
100 |
1,350.54 |
809.94 |
540.60 |
66.3% |
38.81 |
4.8% |
1% |
False |
True |
|
120 |
1,426.01 |
809.94 |
616.07 |
75.6% |
39.53 |
4.8% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
990.70 |
2.618 |
934.51 |
1.618 |
900.08 |
1.000 |
878.80 |
0.618 |
865.65 |
HIGH |
844.37 |
0.618 |
831.22 |
0.500 |
827.16 |
0.382 |
823.09 |
LOW |
809.94 |
0.618 |
788.66 |
1.000 |
775.51 |
1.618 |
754.23 |
2.618 |
719.80 |
4.250 |
663.61 |
|
|
Fisher Pivots for day following 04-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
827.16 |
846.36 |
PP |
823.24 |
836.04 |
S1 |
819.32 |
825.72 |
|