Trading Metrics calculated at close of trading on 13-Nov-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2002 |
13-Nov-2002 |
Change |
Change % |
Previous Week |
Open |
982.45 |
994.40 |
11.95 |
1.2% |
1,049.49 |
High |
1,020.54 |
1,022.41 |
1.87 |
0.2% |
1,070.51 |
Low |
982.24 |
986.65 |
4.41 |
0.4% |
1,004.04 |
Close |
1,001.94 |
1,011.94 |
10.00 |
1.0% |
1,008.44 |
Range |
38.30 |
35.76 |
-2.54 |
-6.6% |
66.47 |
ATR |
37.72 |
37.58 |
-0.14 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,114.28 |
1,098.87 |
1,031.61 |
|
R3 |
1,078.52 |
1,063.11 |
1,021.77 |
|
R2 |
1,042.76 |
1,042.76 |
1,018.50 |
|
R1 |
1,027.35 |
1,027.35 |
1,015.22 |
1,035.06 |
PP |
1,007.00 |
1,007.00 |
1,007.00 |
1,010.85 |
S1 |
991.59 |
991.59 |
1,008.66 |
999.30 |
S2 |
971.24 |
971.24 |
1,005.38 |
|
S3 |
935.48 |
955.83 |
1,002.11 |
|
S4 |
899.72 |
920.07 |
992.27 |
|
|
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 |
1,048.50 |
972.34 |
76.16 |
7.5% |
34.13 |
3.4% |
52% |
False |
False |
|
10 |
1,070.51 |
972.34 |
98.17 |
9.7% |
32.97 |
3.3% |
40% |
False |
False |
|
20 |
1,070.51 |
922.31 |
148.20 |
14.6% |
33.48 |
3.3% |
60% |
False |
False |
|
40 |
1,070.51 |
795.25 |
275.26 |
27.2% |
32.18 |
3.2% |
79% |
False |
False |
|
60 |
1,070.51 |
795.25 |
275.26 |
27.2% |
31.38 |
3.1% |
79% |
False |
False |
|
80 |
1,070.51 |
795.25 |
275.26 |
27.2% |
34.36 |
3.4% |
79% |
False |
False |
|
100 |
1,074.73 |
795.25 |
279.48 |
27.6% |
36.79 |
3.6% |
78% |
False |
False |
|
120 |
1,264.86 |
795.25 |
469.61 |
46.4% |
37.25 |
3.7% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,174.39 |
2.618 |
1,116.03 |
1.618 |
1,080.27 |
1.000 |
1,058.17 |
0.618 |
1,044.51 |
HIGH |
1,022.41 |
0.618 |
1,008.75 |
0.500 |
1,004.53 |
0.382 |
1,000.31 |
LOW |
986.65 |
0.618 |
964.55 |
1.000 |
950.89 |
1.618 |
928.79 |
2.618 |
893.03 |
4.250 |
834.67 |
|
|
Fisher Pivots for day following 13-Nov-2002 |
Pivot |
1 day |
3 day |
R1 |
1,009.47 |
1,007.09 |
PP |
1,007.00 |
1,002.23 |
S1 |
1,004.53 |
997.38 |
|