Trading Metrics calculated at close of trading on 28-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2002 |
28-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
964.01 |
1,007.72 |
43.71 |
4.5% |
945.86 |
High |
995.64 |
1,007.72 |
12.08 |
1.2% |
998.54 |
Low |
964.01 |
973.28 |
9.27 |
1.0% |
937.55 |
Close |
995.55 |
979.46 |
-16.09 |
-1.6% |
995.55 |
Range |
31.63 |
34.44 |
2.81 |
8.9% |
60.99 |
ATR |
36.62 |
36.46 |
-0.16 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,090.14 |
1,069.24 |
998.40 |
|
R3 |
1,055.70 |
1,034.80 |
988.93 |
|
R2 |
1,021.26 |
1,021.26 |
985.77 |
|
R1 |
1,000.36 |
1,000.36 |
982.62 |
993.59 |
PP |
986.82 |
986.82 |
986.82 |
983.44 |
S1 |
965.92 |
965.92 |
976.30 |
959.15 |
S2 |
952.38 |
952.38 |
973.15 |
|
S3 |
917.94 |
931.48 |
969.99 |
|
S4 |
883.50 |
897.04 |
960.52 |
|
|
Weekly Pivots for week ending 25-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,160.18 |
1,138.86 |
1,029.09 |
|
R3 |
1,099.19 |
1,077.87 |
1,012.32 |
|
R2 |
1,038.20 |
1,038.20 |
1,006.73 |
|
R1 |
1,016.88 |
1,016.88 |
1,001.14 |
1,027.54 |
PP |
977.21 |
977.21 |
977.21 |
982.55 |
S1 |
955.89 |
955.89 |
989.96 |
966.55 |
S2 |
916.22 |
916.22 |
984.37 |
|
S3 |
855.23 |
894.90 |
978.78 |
|
S4 |
794.24 |
833.91 |
962.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,007.72 |
951.61 |
56.11 |
5.7% |
32.89 |
3.4% |
50% |
True |
False |
|
10 |
1,007.72 |
906.08 |
101.64 |
10.4% |
30.40 |
3.1% |
72% |
True |
False |
|
20 |
1,007.72 |
795.25 |
212.47 |
21.7% |
32.60 |
3.3% |
87% |
True |
False |
|
40 |
1,007.72 |
795.25 |
212.47 |
21.7% |
30.15 |
3.1% |
87% |
True |
False |
|
60 |
1,052.49 |
795.25 |
257.24 |
26.3% |
32.79 |
3.3% |
72% |
False |
False |
|
80 |
1,066.28 |
795.25 |
271.03 |
27.7% |
36.45 |
3.7% |
68% |
False |
False |
|
100 |
1,163.46 |
795.25 |
368.21 |
37.6% |
37.74 |
3.9% |
50% |
False |
False |
|
120 |
1,350.54 |
795.25 |
555.29 |
56.7% |
38.09 |
3.9% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,154.09 |
2.618 |
1,097.88 |
1.618 |
1,063.44 |
1.000 |
1,042.16 |
0.618 |
1,029.00 |
HIGH |
1,007.72 |
0.618 |
994.56 |
0.500 |
990.50 |
0.382 |
986.44 |
LOW |
973.28 |
0.618 |
952.00 |
1.000 |
938.84 |
1.618 |
917.56 |
2.618 |
883.12 |
4.250 |
826.91 |
|
|
Fisher Pivots for day following 28-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
990.50 |
985.40 |
PP |
986.82 |
983.42 |
S1 |
983.14 |
981.44 |
|