Trading Metrics calculated at close of trading on 07-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2002 |
07-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
1,057.59 |
1,043.73 |
-13.86 |
-1.3% |
1,007.72 |
High |
1,065.86 |
1,048.50 |
-17.36 |
-1.6% |
1,020.59 |
Low |
1,032.25 |
1,019.22 |
-13.03 |
-1.3% |
941.17 |
Close |
1,065.86 |
1,025.79 |
-40.07 |
-3.8% |
1,019.06 |
Range |
33.61 |
29.28 |
-4.33 |
-12.9% |
79.42 |
ATR |
36.39 |
37.12 |
0.73 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,119.01 |
1,101.68 |
1,041.89 |
|
R3 |
1,089.73 |
1,072.40 |
1,033.84 |
|
R2 |
1,060.45 |
1,060.45 |
1,031.16 |
|
R1 |
1,043.12 |
1,043.12 |
1,028.47 |
1,037.15 |
PP |
1,031.17 |
1,031.17 |
1,031.17 |
1,028.18 |
S1 |
1,013.84 |
1,013.84 |
1,023.11 |
1,007.87 |
S2 |
1,001.89 |
1,001.89 |
1,020.42 |
|
S3 |
972.61 |
984.56 |
1,017.74 |
|
S4 |
943.33 |
955.28 |
1,009.69 |
|
|
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 |
9.4% |
32.65 |
3.2% |
54% |
False |
False |
|
10 |
1,070.51 |
941.17 |
129.34 |
12.6% |
33.12 |
3.2% |
65% |
False |
False |
|
20 |
1,070.51 |
863.10 |
207.41 |
20.2% |
31.62 |
3.1% |
78% |
False |
False |
|
40 |
1,070.51 |
795.25 |
275.26 |
26.8% |
31.47 |
3.1% |
84% |
False |
False |
|
60 |
1,070.51 |
795.25 |
275.26 |
26.8% |
31.16 |
3.0% |
84% |
False |
False |
|
80 |
1,070.51 |
795.25 |
275.26 |
26.8% |
34.82 |
3.4% |
84% |
False |
False |
|
100 |
1,133.96 |
795.25 |
338.71 |
33.0% |
37.24 |
3.6% |
68% |
False |
False |
|
120 |
1,309.62 |
795.25 |
514.37 |
50.1% |
37.44 |
3.7% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,172.94 |
2.618 |
1,125.16 |
1.618 |
1,095.88 |
1.000 |
1,077.78 |
0.618 |
1,066.60 |
HIGH |
1,048.50 |
0.618 |
1,037.32 |
0.500 |
1,033.86 |
0.382 |
1,030.40 |
LOW |
1,019.22 |
0.618 |
1,001.12 |
1.000 |
989.94 |
1.618 |
971.84 |
2.618 |
942.56 |
4.250 |
894.78 |
|
|
Fisher Pivots for day following 07-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
1,033.86 |
1,042.54 |
PP |
1,031.17 |
1,036.96 |
S1 |
1,028.48 |
1,031.37 |
|