Trading Metrics calculated at close of trading on 24-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2002 |
24-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
960.18 |
992.50 |
32.32 |
3.4% |
878.75 |
High |
989.42 |
998.54 |
9.12 |
0.9% |
957.16 |
Low |
952.78 |
963.08 |
10.30 |
1.1% |
876.21 |
Close |
989.32 |
964.91 |
-24.41 |
-2.5% |
956.13 |
Range |
36.64 |
35.46 |
-1.18 |
-3.2% |
80.95 |
ATR |
37.12 |
37.00 |
-0.12 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,081.89 |
1,058.86 |
984.41 |
|
R3 |
1,046.43 |
1,023.40 |
974.66 |
|
R2 |
1,010.97 |
1,010.97 |
971.41 |
|
R1 |
987.94 |
987.94 |
968.16 |
981.73 |
PP |
975.51 |
975.51 |
975.51 |
972.40 |
S1 |
952.48 |
952.48 |
961.66 |
946.27 |
S2 |
940.05 |
940.05 |
958.41 |
|
S3 |
904.59 |
917.02 |
955.16 |
|
S4 |
869.13 |
881.56 |
945.41 |
|
|
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 |
998.54 |
922.31 |
76.23 |
7.9% |
35.42 |
3.7% |
56% |
True |
False |
|
10 |
998.54 |
863.10 |
135.44 |
14.0% |
30.12 |
3.1% |
75% |
True |
False |
|
20 |
998.54 |
795.25 |
203.29 |
21.1% |
32.23 |
3.3% |
83% |
True |
False |
|
40 |
998.54 |
795.25 |
203.29 |
21.1% |
30.25 |
3.1% |
83% |
True |
False |
|
60 |
1,052.49 |
795.25 |
257.24 |
26.7% |
33.13 |
3.4% |
66% |
False |
False |
|
80 |
1,066.28 |
795.25 |
271.03 |
28.1% |
36.72 |
3.8% |
63% |
False |
False |
|
100 |
1,196.67 |
795.25 |
401.42 |
41.6% |
37.72 |
3.9% |
42% |
False |
False |
|
120 |
1,350.54 |
795.25 |
555.29 |
57.5% |
38.42 |
4.0% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,149.25 |
2.618 |
1,091.37 |
1.618 |
1,055.91 |
1.000 |
1,034.00 |
0.618 |
1,020.45 |
HIGH |
998.54 |
0.618 |
984.99 |
0.500 |
980.81 |
0.382 |
976.63 |
LOW |
963.08 |
0.618 |
941.17 |
1.000 |
927.62 |
1.618 |
905.71 |
2.618 |
870.25 |
4.250 |
812.38 |
|
|
Fisher Pivots for day following 24-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
980.81 |
975.08 |
PP |
975.51 |
971.69 |
S1 |
970.21 |
968.30 |
|