Trading Metrics calculated at close of trading on 07-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2002 |
07-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
842.95 |
813.06 |
-29.89 |
-3.5% |
848.72 |
High |
844.37 |
826.79 |
-17.58 |
-2.1% |
882.77 |
Low |
809.94 |
798.88 |
-11.06 |
-1.4% |
809.94 |
Close |
815.40 |
804.64 |
-10.76 |
-1.3% |
815.40 |
Range |
34.43 |
27.91 |
-6.52 |
-18.9% |
72.83 |
ATR |
34.68 |
34.20 |
-0.48 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
893.83 |
877.15 |
819.99 |
|
R3 |
865.92 |
849.24 |
812.32 |
|
R2 |
838.01 |
838.01 |
809.76 |
|
R1 |
821.33 |
821.33 |
807.20 |
815.72 |
PP |
810.10 |
810.10 |
810.10 |
807.30 |
S1 |
793.42 |
793.42 |
802.08 |
787.81 |
S2 |
782.19 |
782.19 |
799.52 |
|
S3 |
754.28 |
765.51 |
796.96 |
|
S4 |
726.37 |
737.60 |
789.29 |
|
|
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 |
798.88 |
83.89 |
10.4% |
34.77 |
4.3% |
7% |
False |
True |
|
10 |
897.45 |
798.88 |
98.57 |
12.3% |
33.68 |
4.2% |
6% |
False |
True |
|
20 |
978.46 |
798.88 |
179.58 |
22.3% |
29.49 |
3.7% |
3% |
False |
True |
|
40 |
1,052.49 |
798.88 |
253.61 |
31.5% |
31.60 |
3.9% |
2% |
False |
True |
|
60 |
1,060.77 |
798.88 |
261.89 |
32.5% |
36.80 |
4.6% |
2% |
False |
True |
|
80 |
1,163.46 |
798.88 |
364.58 |
45.3% |
38.68 |
4.8% |
2% |
False |
True |
|
100 |
1,342.43 |
798.88 |
543.55 |
67.6% |
38.38 |
4.8% |
1% |
False |
True |
|
120 |
1,410.93 |
798.88 |
612.05 |
76.1% |
39.49 |
4.9% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
945.41 |
2.618 |
899.86 |
1.618 |
871.95 |
1.000 |
854.70 |
0.618 |
844.04 |
HIGH |
826.79 |
0.618 |
816.13 |
0.500 |
812.84 |
0.382 |
809.54 |
LOW |
798.88 |
0.618 |
781.63 |
1.000 |
770.97 |
1.618 |
753.72 |
2.618 |
725.81 |
4.250 |
680.26 |
|
|
Fisher Pivots for day following 07-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
812.84 |
829.21 |
PP |
810.10 |
821.02 |
S1 |
807.37 |
812.83 |
|