Trading Metrics calculated at close of trading on 29-Oct-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2002 |
29-Oct-2002 |
Change |
Change % |
Previous Week |
Open |
1,007.72 |
975.66 |
-32.06 |
-3.2% |
945.86 |
High |
1,007.72 |
982.62 |
-25.10 |
-2.5% |
998.54 |
Low |
973.28 |
941.17 |
-32.11 |
-3.3% |
937.55 |
Close |
979.46 |
960.82 |
-18.64 |
-1.9% |
995.55 |
Range |
34.44 |
41.45 |
7.01 |
20.4% |
60.99 |
ATR |
36.46 |
36.82 |
0.36 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,085.89 |
1,064.80 |
983.62 |
|
R3 |
1,044.44 |
1,023.35 |
972.22 |
|
R2 |
1,002.99 |
1,002.99 |
968.42 |
|
R1 |
981.90 |
981.90 |
964.62 |
971.72 |
PP |
961.54 |
961.54 |
961.54 |
956.45 |
S1 |
940.45 |
940.45 |
957.02 |
930.27 |
S2 |
920.09 |
920.09 |
953.22 |
|
S3 |
878.64 |
899.00 |
949.42 |
|
S4 |
837.19 |
857.55 |
938.02 |
|
|
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 |
941.17 |
66.55 |
6.9% |
35.92 |
3.7% |
30% |
False |
True |
|
10 |
1,007.72 |
906.08 |
101.64 |
10.6% |
32.82 |
3.4% |
54% |
False |
False |
|
20 |
1,007.72 |
795.25 |
212.47 |
22.1% |
32.35 |
3.4% |
78% |
False |
False |
|
40 |
1,007.72 |
795.25 |
212.47 |
22.1% |
30.46 |
3.2% |
78% |
False |
False |
|
60 |
1,052.49 |
795.25 |
257.24 |
26.8% |
32.81 |
3.4% |
64% |
False |
False |
|
80 |
1,060.77 |
795.25 |
265.52 |
27.6% |
36.24 |
3.8% |
62% |
False |
False |
|
100 |
1,163.46 |
795.25 |
368.21 |
38.3% |
37.66 |
3.9% |
45% |
False |
False |
|
120 |
1,350.54 |
795.25 |
555.29 |
57.8% |
38.08 |
4.0% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,158.78 |
2.618 |
1,091.14 |
1.618 |
1,049.69 |
1.000 |
1,024.07 |
0.618 |
1,008.24 |
HIGH |
982.62 |
0.618 |
966.79 |
0.500 |
961.90 |
0.382 |
957.00 |
LOW |
941.17 |
0.618 |
915.55 |
1.000 |
899.72 |
1.618 |
874.10 |
2.618 |
832.65 |
4.250 |
765.01 |
|
|
Fisher Pivots for day following 29-Oct-2002 |
Pivot |
1 day |
3 day |
R1 |
961.90 |
974.45 |
PP |
961.54 |
969.90 |
S1 |
961.18 |
965.36 |
|