Trading Metrics calculated at close of trading on 08-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2002 |
08-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
1,043.73 |
1,026.04 |
-17.69 |
-1.7% |
1,049.49 |
High |
1,048.50 |
1,039.27 |
-9.23 |
-0.9% |
1,070.51 |
Low |
1,019.22 |
1,004.04 |
-15.18 |
-1.5% |
1,004.04 |
Close |
1,025.79 |
1,008.44 |
-17.35 |
-1.7% |
1,008.44 |
Range |
29.28 |
35.23 |
5.95 |
20.3% |
66.47 |
ATR |
37.12 |
36.99 |
-0.14 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,122.94 |
1,100.92 |
1,027.82 |
|
R3 |
1,087.71 |
1,065.69 |
1,018.13 |
|
R2 |
1,052.48 |
1,052.48 |
1,014.90 |
|
R1 |
1,030.46 |
1,030.46 |
1,011.67 |
1,023.86 |
PP |
1,017.25 |
1,017.25 |
1,017.25 |
1,013.95 |
S1 |
995.23 |
995.23 |
1,005.21 |
988.63 |
S2 |
982.02 |
982.02 |
1,001.98 |
|
S3 |
946.79 |
960.00 |
998.75 |
|
S4 |
911.56 |
924.77 |
989.06 |
|
|
Weekly Pivots for week ending 08-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.07 |
1,184.23 |
1,045.00 |
|
R3 |
1,160.60 |
1,117.76 |
1,026.72 |
|
R2 |
1,094.13 |
1,094.13 |
1,020.63 |
|
R1 |
1,051.29 |
1,051.29 |
1,014.53 |
1,039.48 |
PP |
1,027.66 |
1,027.66 |
1,027.66 |
1,021.76 |
S1 |
984.82 |
984.82 |
1,002.35 |
973.01 |
S2 |
961.19 |
961.19 |
996.25 |
|
S3 |
894.72 |
918.35 |
990.16 |
|
S4 |
828.25 |
851.88 |
971.88 |
|
|
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 |
1,004.04 |
66.47 |
6.6% |
30.40 |
3.0% |
7% |
False |
True |
|
10 |
1,070.51 |
941.17 |
129.34 |
12.8% |
33.48 |
3.3% |
52% |
False |
False |
|
20 |
1,070.51 |
876.21 |
194.30 |
19.3% |
31.56 |
3.1% |
68% |
False |
False |
|
40 |
1,070.51 |
795.25 |
275.26 |
27.3% |
31.81 |
3.2% |
77% |
False |
False |
|
60 |
1,070.51 |
795.25 |
275.26 |
27.3% |
31.24 |
3.1% |
77% |
False |
False |
|
80 |
1,070.51 |
795.25 |
275.26 |
27.3% |
34.84 |
3.5% |
77% |
False |
False |
|
100 |
1,102.72 |
795.25 |
307.47 |
30.5% |
37.22 |
3.7% |
69% |
False |
False |
|
120 |
1,286.82 |
795.25 |
491.57 |
48.7% |
37.25 |
3.7% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,189.00 |
2.618 |
1,131.50 |
1.618 |
1,096.27 |
1.000 |
1,074.50 |
0.618 |
1,061.04 |
HIGH |
1,039.27 |
0.618 |
1,025.81 |
0.500 |
1,021.66 |
0.382 |
1,017.50 |
LOW |
1,004.04 |
0.618 |
982.27 |
1.000 |
968.81 |
1.618 |
947.04 |
2.618 |
911.81 |
4.250 |
854.31 |
|
|
Fisher Pivots for day following 08-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
1,021.66 |
1,034.95 |
PP |
1,017.25 |
1,026.11 |
S1 |
1,012.85 |
1,017.28 |
|