Trading Metrics calculated at close of trading on 06-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2002 |
06-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
1,033.79 |
1,057.59 |
23.80 |
2.3% |
1,007.72 |
High |
1,050.68 |
1,065.86 |
15.18 |
1.4% |
1,020.59 |
Low |
1,028.22 |
1,032.25 |
4.03 |
0.4% |
941.17 |
Close |
1,050.39 |
1,065.86 |
15.47 |
1.5% |
1,019.06 |
Range |
22.46 |
33.61 |
11.15 |
49.6% |
79.42 |
ATR |
36.61 |
36.39 |
-0.21 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,155.49 |
1,144.28 |
1,084.35 |
|
R3 |
1,121.88 |
1,110.67 |
1,075.10 |
|
R2 |
1,088.27 |
1,088.27 |
1,072.02 |
|
R1 |
1,077.06 |
1,077.06 |
1,068.94 |
1,082.67 |
PP |
1,054.66 |
1,054.66 |
1,054.66 |
1,057.46 |
S1 |
1,043.45 |
1,043.45 |
1,062.78 |
1,049.06 |
S2 |
1,021.05 |
1,021.05 |
1,059.70 |
|
S3 |
987.44 |
1,009.84 |
1,056.62 |
|
S4 |
953.83 |
976.23 |
1,047.37 |
|
|
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 |
974.08 |
96.43 |
9.0% |
31.80 |
3.0% |
95% |
False |
False |
|
10 |
1,070.51 |
941.17 |
129.34 |
12.1% |
33.73 |
3.2% |
96% |
False |
False |
|
20 |
1,070.51 |
801.26 |
269.25 |
25.3% |
32.73 |
3.1% |
98% |
False |
False |
|
40 |
1,070.51 |
795.25 |
275.26 |
25.8% |
31.25 |
2.9% |
98% |
False |
False |
|
60 |
1,070.51 |
795.25 |
275.26 |
25.8% |
31.75 |
3.0% |
98% |
False |
False |
|
80 |
1,070.51 |
795.25 |
275.26 |
25.8% |
35.15 |
3.3% |
98% |
False |
False |
|
100 |
1,163.46 |
795.25 |
368.21 |
34.5% |
37.20 |
3.5% |
73% |
False |
False |
|
120 |
1,313.26 |
795.25 |
518.01 |
48.6% |
37.44 |
3.5% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,208.70 |
2.618 |
1,153.85 |
1.618 |
1,120.24 |
1.000 |
1,099.47 |
0.618 |
1,086.63 |
HIGH |
1,065.86 |
0.618 |
1,053.02 |
0.500 |
1,049.06 |
0.382 |
1,045.09 |
LOW |
1,032.25 |
0.618 |
1,011.48 |
1.000 |
998.64 |
1.618 |
977.87 |
2.618 |
944.26 |
4.250 |
889.41 |
|
|
Fisher Pivots for day following 06-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
1,060.26 |
1,060.36 |
PP |
1,054.66 |
1,054.86 |
S1 |
1,049.06 |
1,049.37 |
|