Trading Metrics calculated at close of trading on 21-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2002 |
21-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
936.43 |
945.86 |
9.43 |
1.0% |
878.75 |
High |
956.17 |
982.43 |
26.26 |
2.7% |
957.16 |
Low |
922.31 |
937.55 |
15.24 |
1.7% |
876.21 |
Close |
956.13 |
979.35 |
23.22 |
2.4% |
956.13 |
Range |
33.86 |
44.88 |
11.02 |
32.5% |
80.95 |
ATR |
37.34 |
37.88 |
0.54 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,101.08 |
1,085.10 |
1,004.03 |
|
R3 |
1,056.20 |
1,040.22 |
991.69 |
|
R2 |
1,011.32 |
1,011.32 |
987.58 |
|
R1 |
995.34 |
995.34 |
983.46 |
1,003.33 |
PP |
966.44 |
966.44 |
966.44 |
970.44 |
S1 |
950.46 |
950.46 |
975.24 |
958.45 |
S2 |
921.56 |
921.56 |
971.12 |
|
S3 |
876.68 |
905.58 |
967.01 |
|
S4 |
831.80 |
860.70 |
954.67 |
|
|
Weekly Pivots for week ending 18-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.68 |
1,145.36 |
1,000.65 |
|
R3 |
1,091.73 |
1,064.41 |
978.39 |
|
R2 |
1,010.78 |
1,010.78 |
970.97 |
|
R1 |
983.46 |
983.46 |
963.55 |
997.12 |
PP |
929.83 |
929.83 |
929.83 |
936.67 |
S1 |
902.51 |
902.51 |
948.71 |
916.17 |
S2 |
848.88 |
848.88 |
941.29 |
|
S3 |
767.93 |
821.56 |
933.87 |
|
S4 |
686.98 |
740.61 |
911.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
982.43 |
906.08 |
76.35 |
7.8% |
27.91 |
2.8% |
96% |
True |
False |
|
10 |
982.43 |
795.25 |
187.18 |
19.1% |
31.38 |
3.2% |
98% |
True |
False |
|
20 |
982.43 |
795.25 |
187.18 |
19.1% |
32.53 |
3.3% |
98% |
True |
False |
|
40 |
1,021.66 |
795.25 |
226.41 |
23.1% |
30.47 |
3.1% |
81% |
False |
False |
|
60 |
1,052.49 |
795.25 |
257.24 |
26.3% |
33.34 |
3.4% |
72% |
False |
False |
|
80 |
1,074.73 |
795.25 |
279.48 |
28.5% |
36.94 |
3.8% |
66% |
False |
False |
|
100 |
1,246.34 |
795.25 |
451.09 |
46.1% |
38.07 |
3.9% |
41% |
False |
False |
|
120 |
1,350.54 |
795.25 |
555.29 |
56.7% |
38.78 |
4.0% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,173.17 |
2.618 |
1,099.93 |
1.618 |
1,055.05 |
1.000 |
1,027.31 |
0.618 |
1,010.17 |
HIGH |
982.43 |
0.618 |
965.29 |
0.500 |
959.99 |
0.382 |
954.69 |
LOW |
937.55 |
0.618 |
909.81 |
1.000 |
892.67 |
1.618 |
864.93 |
2.618 |
820.05 |
4.250 |
746.81 |
|
|
Fisher Pivots for day following 21-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
972.90 |
970.36 |
PP |
966.44 |
961.36 |
S1 |
959.99 |
952.37 |
|