Trading Metrics calculated at close of trading on 23-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2002 |
23-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
954.28 |
960.18 |
5.90 |
0.6% |
878.75 |
High |
977.88 |
989.42 |
11.54 |
1.2% |
957.16 |
Low |
951.61 |
952.78 |
1.17 |
0.1% |
876.21 |
Close |
963.87 |
989.32 |
25.45 |
2.6% |
956.13 |
Range |
26.27 |
36.64 |
10.37 |
39.5% |
80.95 |
ATR |
37.16 |
37.12 |
-0.04 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,087.09 |
1,074.85 |
1,009.47 |
|
R3 |
1,050.45 |
1,038.21 |
999.40 |
|
R2 |
1,013.81 |
1,013.81 |
996.04 |
|
R1 |
1,001.57 |
1,001.57 |
992.68 |
1,007.69 |
PP |
977.17 |
977.17 |
977.17 |
980.24 |
S1 |
964.93 |
964.93 |
985.96 |
971.05 |
S2 |
940.53 |
940.53 |
982.60 |
|
S3 |
903.89 |
928.29 |
979.24 |
|
S4 |
867.25 |
891.65 |
969.17 |
|
|
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 |
989.42 |
922.31 |
67.11 |
6.8% |
32.32 |
3.3% |
100% |
True |
False |
|
10 |
989.42 |
801.26 |
188.16 |
19.0% |
31.72 |
3.2% |
100% |
True |
False |
|
20 |
989.42 |
795.25 |
194.17 |
19.6% |
32.29 |
3.3% |
100% |
True |
False |
|
40 |
989.42 |
795.25 |
194.17 |
19.6% |
30.04 |
3.0% |
100% |
True |
False |
|
60 |
1,052.49 |
795.25 |
257.24 |
26.0% |
33.05 |
3.3% |
75% |
False |
False |
|
80 |
1,066.28 |
795.25 |
271.03 |
27.4% |
36.68 |
3.7% |
72% |
False |
False |
|
100 |
1,196.67 |
795.25 |
401.42 |
40.6% |
37.77 |
3.8% |
48% |
False |
False |
|
120 |
1,350.54 |
795.25 |
555.29 |
56.1% |
38.49 |
3.9% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,145.14 |
2.618 |
1,085.34 |
1.618 |
1,048.70 |
1.000 |
1,026.06 |
0.618 |
1,012.06 |
HIGH |
989.42 |
0.618 |
975.42 |
0.500 |
971.10 |
0.382 |
966.78 |
LOW |
952.78 |
0.618 |
930.14 |
1.000 |
916.14 |
1.618 |
893.50 |
2.618 |
856.86 |
4.250 |
797.06 |
|
|
Fisher Pivots for day following 23-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
983.25 |
980.71 |
PP |
977.17 |
972.10 |
S1 |
971.10 |
963.49 |
|