Trading Metrics calculated at close of trading on 08-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2002 |
08-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
813.06 |
815.22 |
2.16 |
0.3% |
848.72 |
High |
826.79 |
827.78 |
0.99 |
0.1% |
882.77 |
Low |
798.88 |
795.25 |
-3.63 |
-0.5% |
809.94 |
Close |
804.64 |
811.47 |
6.83 |
0.8% |
815.40 |
Range |
27.91 |
32.53 |
4.62 |
16.6% |
72.83 |
ATR |
34.20 |
34.08 |
-0.12 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
909.09 |
892.81 |
829.36 |
|
R3 |
876.56 |
860.28 |
820.42 |
|
R2 |
844.03 |
844.03 |
817.43 |
|
R1 |
827.75 |
827.75 |
814.45 |
819.63 |
PP |
811.50 |
811.50 |
811.50 |
807.44 |
S1 |
795.22 |
795.22 |
808.49 |
787.10 |
S2 |
778.97 |
778.97 |
805.51 |
|
S3 |
746.44 |
762.69 |
802.52 |
|
S4 |
713.91 |
730.16 |
793.58 |
|
|
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 |
795.25 |
87.52 |
10.8% |
31.98 |
3.9% |
19% |
False |
True |
|
10 |
897.45 |
795.25 |
102.20 |
12.6% |
33.84 |
4.2% |
16% |
False |
True |
|
20 |
978.46 |
795.25 |
183.21 |
22.6% |
30.05 |
3.7% |
9% |
False |
True |
|
40 |
1,052.49 |
795.25 |
257.24 |
31.7% |
31.89 |
3.9% |
6% |
False |
True |
|
60 |
1,060.77 |
795.25 |
265.52 |
32.7% |
36.24 |
4.5% |
6% |
False |
True |
|
80 |
1,163.46 |
795.25 |
368.21 |
45.4% |
38.37 |
4.7% |
4% |
False |
True |
|
100 |
1,342.43 |
795.25 |
547.18 |
67.4% |
38.48 |
4.7% |
3% |
False |
True |
|
120 |
1,408.31 |
795.25 |
613.06 |
75.5% |
39.42 |
4.9% |
3% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
966.03 |
2.618 |
912.94 |
1.618 |
880.41 |
1.000 |
860.31 |
0.618 |
847.88 |
HIGH |
827.78 |
0.618 |
815.35 |
0.500 |
811.52 |
0.382 |
807.68 |
LOW |
795.25 |
0.618 |
775.15 |
1.000 |
762.72 |
1.618 |
742.62 |
2.618 |
710.09 |
4.250 |
657.00 |
|
|
Fisher Pivots for day following 08-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
811.52 |
819.81 |
PP |
811.50 |
817.03 |
S1 |
811.49 |
814.25 |
|