Trading Metrics calculated at close of trading on 11-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2002 |
11-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
1,026.04 |
1,004.41 |
-21.63 |
-2.1% |
1,049.49 |
High |
1,039.27 |
1,004.41 |
-34.86 |
-3.4% |
1,070.51 |
Low |
1,004.04 |
972.34 |
-31.70 |
-3.2% |
1,004.04 |
Close |
1,008.44 |
972.48 |
-35.96 |
-3.6% |
1,008.44 |
Range |
35.23 |
32.07 |
-3.16 |
-9.0% |
66.47 |
ATR |
36.99 |
36.93 |
-0.06 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,079.29 |
1,057.95 |
990.12 |
|
R3 |
1,047.22 |
1,025.88 |
981.30 |
|
R2 |
1,015.15 |
1,015.15 |
978.36 |
|
R1 |
993.81 |
993.81 |
975.42 |
988.45 |
PP |
983.08 |
983.08 |
983.08 |
980.39 |
S1 |
961.74 |
961.74 |
969.54 |
956.38 |
S2 |
951.01 |
951.01 |
966.60 |
|
S3 |
918.94 |
929.67 |
963.66 |
|
S4 |
886.87 |
897.60 |
954.84 |
|
|
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 |
1,065.86 |
972.34 |
93.52 |
9.6% |
30.53 |
3.1% |
0% |
False |
True |
|
10 |
1,070.51 |
941.17 |
129.34 |
13.3% |
33.24 |
3.4% |
24% |
False |
False |
|
20 |
1,070.51 |
906.08 |
164.43 |
16.9% |
31.82 |
3.3% |
40% |
False |
False |
|
40 |
1,070.51 |
795.25 |
275.26 |
28.3% |
31.99 |
3.3% |
64% |
False |
False |
|
60 |
1,070.51 |
795.25 |
275.26 |
28.3% |
31.06 |
3.2% |
64% |
False |
False |
|
80 |
1,070.51 |
795.25 |
275.26 |
28.3% |
34.80 |
3.6% |
64% |
False |
False |
|
100 |
1,075.63 |
795.25 |
280.38 |
28.8% |
37.09 |
3.8% |
63% |
False |
False |
|
120 |
1,286.82 |
795.25 |
491.57 |
50.5% |
37.22 |
3.8% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,140.71 |
2.618 |
1,088.37 |
1.618 |
1,056.30 |
1.000 |
1,036.48 |
0.618 |
1,024.23 |
HIGH |
1,004.41 |
0.618 |
992.16 |
0.500 |
988.38 |
0.382 |
984.59 |
LOW |
972.34 |
0.618 |
952.52 |
1.000 |
940.27 |
1.618 |
920.45 |
2.618 |
888.38 |
4.250 |
836.04 |
|
|
Fisher Pivots for day following 11-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
988.38 |
1,010.42 |
PP |
983.08 |
997.77 |
S1 |
977.78 |
985.13 |
|