Trading Metrics calculated at close of trading on 16-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2002 |
16-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
941.46 |
911.33 |
-30.13 |
-3.2% |
813.06 |
High |
950.51 |
929.69 |
-20.82 |
-2.2% |
899.46 |
Low |
933.28 |
906.08 |
-27.20 |
-2.9% |
795.25 |
Close |
950.42 |
910.13 |
-40.29 |
-4.2% |
890.61 |
Range |
17.23 |
23.61 |
6.38 |
37.0% |
104.21 |
ATR |
36.31 |
36.89 |
0.57 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
986.13 |
971.74 |
923.12 |
|
R3 |
962.52 |
948.13 |
916.62 |
|
R2 |
938.91 |
938.91 |
914.46 |
|
R1 |
924.52 |
924.52 |
912.29 |
919.91 |
PP |
915.30 |
915.30 |
915.30 |
913.00 |
S1 |
900.91 |
900.91 |
907.97 |
896.30 |
S2 |
891.69 |
891.69 |
905.80 |
|
S3 |
868.08 |
877.30 |
903.64 |
|
S4 |
844.47 |
853.69 |
897.14 |
|
|
Weekly Pivots for week ending 11-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.40 |
1,136.72 |
947.93 |
|
R3 |
1,070.19 |
1,032.51 |
919.27 |
|
R2 |
965.98 |
965.98 |
909.72 |
|
R1 |
928.30 |
928.30 |
900.16 |
947.14 |
PP |
861.77 |
861.77 |
861.77 |
871.20 |
S1 |
824.09 |
824.09 |
881.06 |
842.93 |
S2 |
757.56 |
757.56 |
871.50 |
|
S3 |
653.35 |
719.88 |
861.95 |
|
S4 |
549.14 |
615.67 |
833.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
950.51 |
801.26 |
149.25 |
16.4% |
31.11 |
3.4% |
73% |
False |
False |
|
10 |
950.51 |
795.25 |
155.26 |
17.1% |
30.42 |
3.3% |
74% |
False |
False |
|
20 |
950.51 |
795.25 |
155.26 |
17.1% |
30.88 |
3.4% |
74% |
False |
False |
|
40 |
1,052.49 |
795.25 |
257.24 |
28.3% |
30.33 |
3.3% |
45% |
False |
False |
|
60 |
1,052.49 |
795.25 |
257.24 |
28.3% |
34.65 |
3.8% |
45% |
False |
False |
|
80 |
1,074.73 |
795.25 |
279.48 |
30.7% |
37.62 |
4.1% |
41% |
False |
False |
|
100 |
1,264.86 |
795.25 |
469.61 |
51.6% |
38.01 |
4.2% |
24% |
False |
False |
|
120 |
1,350.54 |
795.25 |
555.29 |
61.0% |
39.07 |
4.3% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,030.03 |
2.618 |
991.50 |
1.618 |
967.89 |
1.000 |
953.30 |
0.618 |
944.28 |
HIGH |
929.69 |
0.618 |
920.67 |
0.500 |
917.89 |
0.382 |
915.10 |
LOW |
906.08 |
0.618 |
891.49 |
1.000 |
882.47 |
1.618 |
867.88 |
2.618 |
844.27 |
4.250 |
805.74 |
|
|
Fisher Pivots for day following 16-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
917.89 |
913.36 |
PP |
915.30 |
912.28 |
S1 |
912.72 |
911.21 |
|