Trading Metrics calculated at close of trading on 12-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2002 |
12-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
1,004.41 |
982.45 |
-21.96 |
-2.2% |
1,049.49 |
High |
1,004.41 |
1,020.54 |
16.13 |
1.6% |
1,070.51 |
Low |
972.34 |
982.24 |
9.90 |
1.0% |
1,004.04 |
Close |
972.48 |
1,001.94 |
29.46 |
3.0% |
1,008.44 |
Range |
32.07 |
38.30 |
6.23 |
19.4% |
66.47 |
ATR |
36.93 |
37.72 |
0.80 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,116.47 |
1,097.51 |
1,023.01 |
|
R3 |
1,078.17 |
1,059.21 |
1,012.47 |
|
R2 |
1,039.87 |
1,039.87 |
1,008.96 |
|
R1 |
1,020.91 |
1,020.91 |
1,005.45 |
1,030.39 |
PP |
1,001.57 |
1,001.57 |
1,001.57 |
1,006.32 |
S1 |
982.61 |
982.61 |
998.43 |
992.09 |
S2 |
963.27 |
963.27 |
994.92 |
|
S3 |
924.97 |
944.31 |
991.41 |
|
S4 |
886.67 |
906.01 |
980.88 |
|
|
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 |
9.3% |
33.70 |
3.4% |
32% |
False |
False |
|
10 |
1,070.51 |
960.48 |
110.03 |
11.0% |
32.92 |
3.3% |
38% |
False |
False |
|
20 |
1,070.51 |
906.08 |
164.43 |
16.4% |
32.87 |
3.3% |
58% |
False |
False |
|
40 |
1,070.51 |
795.25 |
275.26 |
27.5% |
32.03 |
3.2% |
75% |
False |
False |
|
60 |
1,070.51 |
795.25 |
275.26 |
27.5% |
31.12 |
3.1% |
75% |
False |
False |
|
80 |
1,070.51 |
795.25 |
275.26 |
27.5% |
34.63 |
3.5% |
75% |
False |
False |
|
100 |
1,075.63 |
795.25 |
280.38 |
28.0% |
37.04 |
3.7% |
74% |
False |
False |
|
120 |
1,271.51 |
795.25 |
476.26 |
47.5% |
37.16 |
3.7% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,183.32 |
2.618 |
1,120.81 |
1.618 |
1,082.51 |
1.000 |
1,058.84 |
0.618 |
1,044.21 |
HIGH |
1,020.54 |
0.618 |
1,005.91 |
0.500 |
1,001.39 |
0.382 |
996.87 |
LOW |
982.24 |
0.618 |
958.57 |
1.000 |
943.94 |
1.618 |
920.27 |
2.618 |
881.97 |
4.250 |
819.47 |
|
|
Fisher Pivots for day following 12-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
1,001.76 |
1,005.81 |
PP |
1,001.57 |
1,004.52 |
S1 |
1,001.39 |
1,003.23 |
|