Trading Metrics calculated at close of trading on 05-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2002 |
05-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
1,049.49 |
1,033.79 |
-15.70 |
-1.5% |
1,007.72 |
High |
1,070.51 |
1,050.68 |
-19.83 |
-1.9% |
1,020.59 |
Low |
1,039.10 |
1,028.22 |
-10.88 |
-1.0% |
941.17 |
Close |
1,046.99 |
1,050.39 |
3.40 |
0.3% |
1,019.06 |
Range |
31.41 |
22.46 |
-8.95 |
-28.5% |
79.42 |
ATR |
37.70 |
36.61 |
-1.09 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,110.48 |
1,102.89 |
1,062.74 |
|
R3 |
1,088.02 |
1,080.43 |
1,056.57 |
|
R2 |
1,065.56 |
1,065.56 |
1,054.51 |
|
R1 |
1,057.97 |
1,057.97 |
1,052.45 |
1,061.77 |
PP |
1,043.10 |
1,043.10 |
1,043.10 |
1,044.99 |
S1 |
1,035.51 |
1,035.51 |
1,048.33 |
1,039.31 |
S2 |
1,020.64 |
1,020.64 |
1,046.27 |
|
S3 |
998.18 |
1,013.05 |
1,044.21 |
|
S4 |
975.72 |
990.59 |
1,038.04 |
|
|
Weekly Pivots for week ending 01-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,231.87 |
1,204.88 |
1,062.74 |
|
R3 |
1,152.45 |
1,125.46 |
1,040.90 |
|
R2 |
1,073.03 |
1,073.03 |
1,033.62 |
|
R1 |
1,046.04 |
1,046.04 |
1,026.34 |
1,059.54 |
PP |
993.61 |
993.61 |
993.61 |
1,000.35 |
S1 |
966.62 |
966.62 |
1,011.78 |
980.12 |
S2 |
914.19 |
914.19 |
1,004.50 |
|
S3 |
834.77 |
887.20 |
997.22 |
|
S4 |
755.35 |
807.78 |
975.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,070.51 |
960.48 |
110.03 |
10.5% |
32.15 |
3.1% |
82% |
False |
False |
|
10 |
1,070.51 |
941.17 |
129.34 |
12.3% |
34.04 |
3.2% |
84% |
False |
False |
|
20 |
1,070.51 |
798.17 |
272.34 |
25.9% |
32.39 |
3.1% |
93% |
False |
False |
|
40 |
1,070.51 |
795.25 |
275.26 |
26.2% |
31.22 |
3.0% |
93% |
False |
False |
|
60 |
1,070.51 |
795.25 |
275.26 |
26.2% |
32.06 |
3.1% |
93% |
False |
False |
|
80 |
1,070.51 |
795.25 |
275.26 |
26.2% |
35.28 |
3.4% |
93% |
False |
False |
|
100 |
1,163.46 |
795.25 |
368.21 |
35.1% |
37.18 |
3.5% |
69% |
False |
False |
|
120 |
1,342.43 |
795.25 |
547.18 |
52.1% |
37.46 |
3.6% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,146.14 |
2.618 |
1,109.48 |
1.618 |
1,087.02 |
1.000 |
1,073.14 |
0.618 |
1,064.56 |
HIGH |
1,050.68 |
0.618 |
1,042.10 |
0.500 |
1,039.45 |
0.382 |
1,036.80 |
LOW |
1,028.22 |
0.618 |
1,014.34 |
1.000 |
1,005.76 |
1.618 |
991.88 |
2.618 |
969.42 |
4.250 |
932.77 |
|
|
Fisher Pivots for day following 05-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
1,046.74 |
1,041.03 |
PP |
1,043.10 |
1,031.66 |
S1 |
1,039.45 |
1,022.30 |
|