Trading Metrics calculated at close of trading on 17-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2002 |
17-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
911.33 |
951.14 |
39.81 |
4.4% |
813.06 |
High |
929.69 |
957.16 |
27.47 |
3.0% |
899.46 |
Low |
906.08 |
937.19 |
31.11 |
3.4% |
795.25 |
Close |
910.13 |
945.06 |
34.93 |
3.8% |
890.61 |
Range |
23.61 |
19.97 |
-3.64 |
-15.4% |
104.21 |
ATR |
36.89 |
37.61 |
0.72 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,006.38 |
995.69 |
956.04 |
|
R3 |
986.41 |
975.72 |
950.55 |
|
R2 |
966.44 |
966.44 |
948.72 |
|
R1 |
955.75 |
955.75 |
946.89 |
951.11 |
PP |
946.47 |
946.47 |
946.47 |
944.15 |
S1 |
935.78 |
935.78 |
943.23 |
931.14 |
S2 |
926.50 |
926.50 |
941.40 |
|
S3 |
906.53 |
915.81 |
939.57 |
|
S4 |
886.56 |
895.84 |
934.08 |
|
|
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 |
957.16 |
863.10 |
94.06 |
10.0% |
24.82 |
2.6% |
87% |
True |
False |
|
10 |
957.16 |
795.25 |
161.91 |
17.1% |
29.74 |
3.1% |
93% |
True |
False |
|
20 |
957.16 |
795.25 |
161.91 |
17.1% |
30.71 |
3.2% |
93% |
True |
False |
|
40 |
1,052.49 |
795.25 |
257.24 |
27.2% |
30.03 |
3.2% |
58% |
False |
False |
|
60 |
1,052.49 |
795.25 |
257.24 |
27.2% |
33.60 |
3.6% |
58% |
False |
False |
|
80 |
1,074.73 |
795.25 |
279.48 |
29.6% |
37.17 |
3.9% |
54% |
False |
False |
|
100 |
1,246.34 |
795.25 |
451.09 |
47.7% |
37.82 |
4.0% |
33% |
False |
False |
|
120 |
1,350.54 |
795.25 |
555.29 |
58.8% |
38.91 |
4.1% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,042.03 |
2.618 |
1,009.44 |
1.618 |
989.47 |
1.000 |
977.13 |
0.618 |
969.50 |
HIGH |
957.16 |
0.618 |
949.53 |
0.500 |
947.18 |
0.382 |
944.82 |
LOW |
937.19 |
0.618 |
924.85 |
1.000 |
917.22 |
1.618 |
904.88 |
2.618 |
884.91 |
4.250 |
852.32 |
|
|
Fisher Pivots for day following 17-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
947.18 |
940.58 |
PP |
946.47 |
936.10 |
S1 |
945.77 |
931.62 |
|