Trading Metrics calculated at close of trading on 09-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2002 |
09-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
815.22 |
800.92 |
-14.30 |
-1.8% |
848.72 |
High |
827.78 |
825.12 |
-2.66 |
-0.3% |
882.77 |
Low |
795.25 |
798.17 |
2.92 |
0.4% |
809.94 |
Close |
811.47 |
807.42 |
-4.05 |
-0.5% |
815.40 |
Range |
32.53 |
26.95 |
-5.58 |
-17.2% |
72.83 |
ATR |
34.08 |
33.57 |
-0.51 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
891.09 |
876.20 |
822.24 |
|
R3 |
864.14 |
849.25 |
814.83 |
|
R2 |
837.19 |
837.19 |
812.36 |
|
R1 |
822.30 |
822.30 |
809.89 |
829.75 |
PP |
810.24 |
810.24 |
810.24 |
813.96 |
S1 |
795.35 |
795.35 |
804.95 |
802.80 |
S2 |
783.29 |
783.29 |
802.48 |
|
S3 |
756.34 |
768.40 |
800.01 |
|
S4 |
729.39 |
741.45 |
792.60 |
|
|
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 |
859.53 |
795.25 |
64.28 |
8.0% |
29.74 |
3.7% |
19% |
False |
False |
|
10 |
897.45 |
795.25 |
102.20 |
12.7% |
32.87 |
4.1% |
12% |
False |
False |
|
20 |
935.53 |
795.25 |
140.28 |
17.4% |
29.77 |
3.7% |
9% |
False |
False |
|
40 |
1,052.49 |
795.25 |
257.24 |
31.9% |
31.26 |
3.9% |
5% |
False |
False |
|
60 |
1,060.77 |
795.25 |
265.52 |
32.9% |
35.96 |
4.5% |
5% |
False |
False |
|
80 |
1,163.46 |
795.25 |
368.21 |
45.6% |
38.32 |
4.7% |
3% |
False |
False |
|
100 |
1,313.26 |
795.25 |
518.01 |
64.2% |
38.38 |
4.8% |
2% |
False |
False |
|
120 |
1,365.34 |
795.25 |
570.09 |
70.6% |
39.43 |
4.9% |
2% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
939.66 |
2.618 |
895.68 |
1.618 |
868.73 |
1.000 |
852.07 |
0.618 |
841.78 |
HIGH |
825.12 |
0.618 |
814.83 |
0.500 |
811.65 |
0.382 |
808.46 |
LOW |
798.17 |
0.618 |
781.51 |
1.000 |
771.22 |
1.618 |
754.56 |
2.618 |
727.61 |
4.250 |
683.63 |
|
|
Fisher Pivots for day following 09-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
811.65 |
811.52 |
PP |
810.24 |
810.15 |
S1 |
808.83 |
808.79 |
|